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The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…

Optimization and Control · Mathematics 2020-10-02 Shuhang Chen , Adithya Devraj , Andrey Bernstein , Sean Meyn

We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…

Optimization and Control · Mathematics 2021-05-18 Jonathan Lacotte , Yifei Wang , Mert Pilanci

We begin by presenting a simple lossy compressor operating at near-zero rate: The encoder merely describes the indices of the few maximal source components, while the decoder's reconstruction is a natural estimate of the source components…

Information Theory · Computer Science 2016-03-09 Albert No , Tsachy Weissman

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

We present the novel adaptive hierarchical sensing algorithm K-AHS, which samples sparse or compressible signals with a measurement complexity equal to that of Compressed Sensing (CS). In contrast to CS, K-AHS is adaptive as sensing vectors…

Signal Processing · Electrical Eng. & Systems 2018-07-17 Henry Schütze , Erhardt Barth , Thomas Martinetz

Efficient handling of sparse data is a key challenge in Computer Science. Binary convolutions, such as polynomial multiplication or the Walsh Transform are a useful tool in many applications and are efficiently solved. In the last decade,…

Data Structures and Algorithms · Computer Science 2014-10-22 Amihood Amir , Oren Kapah , Ely Porat , Amir Rothschild

This paper considers the problem for finding the $(\delta,\epsilon)$-Goldstein stationary point of Lipschitz continuous objective, which is a rich function class to cover a great number of important applications. We construct a zeroth-order…

Quantum Physics · Physics 2024-10-22 Chengchang Liu , Chaowen Guan , Jianhao He , John C. S. Lui

We study the problem of maximizing a monotone submodular function subject to a matroid constraint, and present for it a deterministic non-oblivious local search algorithm that has an approximation guarantee of $1 - 1/e - \varepsilon$ (for…

Data Structures and Algorithms · Computer Science 2025-09-18 Niv Buchbinder , Moran Feldman

Binary embedding is the problem of mapping points from a high-dimensional space to a Hamming cube in lower dimension while preserving pairwise distances. An efficient way to accomplish this is to make use of fast embedding techniques…

Data Structures and Algorithms · Computer Science 2016-03-15 Samet Oymak

We consider the problem of finding optimal piecewise constant approximations of one-dimensional signals. These approximations should consist of a specified number of segments (samples) and minimise the mean squared error to the original…

Signal Processing · Electrical Eng. & Systems 2019-06-12 Leif Bergerhoff , Joachim Weickert , Yehuda Dar

This work, for the first time, introduces two constant factor approximation algorithms with linear query complexity for non-monotone submodular maximization over a ground set of size $n$ subject to a knapsack constraint, $\mathsf{DLA}$ and…

Data Structures and Algorithms · Computer Science 2023-07-11 Canh V. Pham , Tan D. Tran , Dung T. K. Ha , My T. Thai

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Data Structures and Algorithms · Computer Science 2011-10-19 Piotr Indyk , Eric Price , David P. Woodruff

Compressive phase retrieval is a popular variant of the standard compressive sensing problem in which the measurements only contain magnitude information. In this paper, motivated by recent advances in deep generative models, we provide…

Machine Learning · Statistics 2021-10-19 Zhaoqiang Liu , Subhroshekhar Ghosh , Jonathan Scarlett

Some conventional transforms such as Discrete Walsh-Hadamard Transform (DWHT) and Discrete Cosine Transform (DCT) have been widely used as feature extractors in image processing but rarely applied in neural networks. However, we found that…

Computer Vision and Pattern Recognition · Computer Science 2019-07-01 Joonhyun Jeong , Sung-Ho Bae

This paper presents near-optimal deterministic parallel and distributed algorithms for computing $(1+\varepsilon)$-approximate single-source shortest paths in any undirected weighted graph. On a high level, we deterministically reduce this…

Data Structures and Algorithms · Computer Science 2022-09-26 Václav Rozhoň , Christoph Grunau , Bernhard Haeupler , Goran Zuzic , Jason Li

In this paper we study the problem of minimizing a submodular function $f : 2^V \rightarrow \mathbb{R}$ that is guaranteed to have a $k$-sparse minimizer. We give a deterministic algorithm that computes an additive $\epsilon$-approximate…

Data Structures and Algorithms · Computer Science 2024-07-09 Andrei Graur , Haotian Jiang , Aaron Sidford

We study the problem of list-decodable sparse mean estimation. Specifically, for a parameter $\alpha \in (0, 1/2)$, we are given $m$ points in $\mathbb{R}^n$, $\lfloor \alpha m \rfloor$ of which are i.i.d. samples from a distribution $D$…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We study the problem of recovering a hidden binary $k$-sparse $p$-dimensional vector $\beta$ from $n$ noisy linear observations $Y=X\beta+W$ where $X_{ij}$ are i.i.d. $\mathcal{N}(0,1)$ and $W_i$ are i.i.d. $\mathcal{N}(0,\sigma^2)$. A…

Statistics Theory · Mathematics 2019-03-13 Galen Reeves , Jiaming Xu , Ilias Zadik

We study dynamic $(1+\epsilon)$-approximation algorithms for the all-pairs shortest paths problem in unweighted undirected $n$-node $m$-edge graphs under edge deletions. The fastest algorithm for this problem is a randomized algorithm with…

Data Structures and Algorithms · Computer Science 2018-03-02 Monika Henzinger , Sebastian Krinninger , Danupon Nanongkai