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This work studies approximation based on single-hidden-layer feedforward and recurrent neural networks with randomly generated internal weights. These methods, in which only the last layer of weights and a few hyperparameters are optimized,…

Probability · Mathematics 2021-02-17 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

We propose a new family of fairness definitions for classification problems that combine some of the best properties of both statistical and individual notions of fairness. We posit not only a distribution over individuals, but also a…

Machine Learning · Computer Science 2019-12-18 Michael Kearns , Aaron Roth , Saeed Sharifi-Malvajerdi

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

We provide a general framework to improve trade-offs between the number of full batch and sample queries used to solve structured optimization problems. Our results apply to a broad class of randomized optimization algorithms that…

Data Structures and Algorithms · Computer Science 2025-09-03 Yujia Jin , Ishani Karmarkar , Aaron Sidford , Jiayi Wang

The concept of information has emerged as a language in its own right, bridging several disciplines that analyze natural phenomena and man-made systems. Integrated information has been introduced as a metric to quantify the amount of…

Neurons and Cognition · Quantitative Biology 2019-06-10 Alberto Hernández-Espinosa , Héctor Zenil , Narsis A. Kiani , Jesper Tegnér

In this paper, we discuss the ambiguous chance constrained based portfolio optimization problems, in which the perturbations associated with the input parameters are stochastic in nature, but their distributions are not known precisely. We…

Optimization and Control · Mathematics 2023-11-09 Pulak Swain , Akshay Kumar Ojha

Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…

Information Theory · Computer Science 2013-10-11 Georg Böcherer , Rana Ali Amjad

We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…

Optimization and Control · Mathematics 2016-03-22 Neil McGlohon , Stacy Patterson

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

We consider an issue of much current concern: could fairness, an issue that is already difficult to guarantee, worsen when algorithms run much of our lives? We consider this in the context of resource-allocation problems, we show that…

Data Structures and Algorithms · Computer Science 2017-09-26 David G. Harris , Thomas Pensyl , Aravind Srinivasan , Khoa Trinh

Submodular function optimization has numerous applications in machine learning and data analysis, including data summarization which aims to identify a concise and diverse set of data points from a large dataset. It is important to…

Data Structures and Algorithms · Computer Science 2023-04-11 Shaojie Tang , Jing Yuan , Twumasi Mensah-Boateng

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

Data Structures and Algorithms · Computer Science 2015-08-11 Niv Buchbinder , Moran Feldman

We address the problem of algorithmic fairness: ensuring that sensitive variables do not unfairly influence the outcome of a classifier. We present an approach based on empirical risk minimization, which incorporates a fairness constraint…

Machine Learning · Statistics 2020-02-03 Michele Donini , Luca Oneto , Shai Ben-David , John Shawe-Taylor , Massimiliano Pontil

In particle-in-cell simulations and some other statistical computations, the representation of modelled distributions with tracked macro-particles can become locally excessive. Merging or resampling dense clusters or highly-populated phase…

Computational Physics · Physics 2020-12-21 Arkady Gonoskov

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this…

Statistics Theory · Mathematics 2013-11-27 John C. Duchi , Lester Mackey , Michael I. Jordan

Developing classification algorithms that are fair with respect to sensitive attributes of the data has become an important problem due to the growing deployment of classification algorithms in various social contexts. Several recent works…

Machine Learning · Computer Science 2020-04-16 L. Elisa Celis , Lingxiao Huang , Vijay Keswani , Nisheeth K. Vishnoi

We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

Human lives are increasingly being affected by the outcomes of automated decision-making systems and it is essential for the latter to be, not only accurate, but also fair. The literature of algorithmic fairness has grown considerably over…

Machine Learning · Computer Science 2022-11-15 Ainhize Barrainkua , Paula Gordaliza , Jose A. Lozano , Novi Quadrianto

Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…

Optimization and Control · Mathematics 2025-06-09 J. Dienstbier , F. Liers , J. Rolfes