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We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In this paper, we consider binary response models with linear quantile restrictions. Considerably generalizing previous research on this topic, our analysis focuses on an infinite collection of quantile estimators. We derive a uniform…

Methodology · Statistics 2020-03-25 Stanislav Volgushev

This note explores probabilistic sampling weighted by uncertainty in active learning. This method has been previously used and authors have tangentially remarked on its efficacy. The scheme has several benefits: (1) it is computationally…

Machine Learning · Computer Science 2019-09-12 Vinay Jethava

Anomaly detection has many important applications, such as monitoring industrial equipment. Despite recent advances in anomaly detection with deep-learning methods, it is unclear how existing solutions would perform under…

Sound · Computer Science 2022-04-06 Bingqing Chen , Luca Bondi , Samarjit Das

Sampling-based algorithms solve the path planning problem by generating random samples in the search-space and incrementally growing a connectivity graph or a tree. Conventionally, the sampling strategy used in these algorithms is biased…

Robotics · Computer Science 2021-02-26 Sagar Suhas Joshi , Seth Hutchinson , Panagiotis Tsiotras

Offline or batch reinforcement learning seeks to learn a near-optimal policy using history data without active exploration of the environment. To counter the insufficient coverage and sample scarcity of many offline datasets, the principle…

Machine Learning · Computer Science 2022-06-14 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Designing sparse sampling strategies is one of the important components in having resilient estimation and control in networked systems as they make network design problems more cost-effective due to their reduced sampling requirements and…

Systems and Control · Computer Science 2019-07-22 Hossein K. Mousavi , Qiyu Sun , Nader Motee

Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…

Computation · Statistics 2025-06-17 Uddalok Sarkar , Sourav Chakraborty , Kuldeep S. Meel

We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…

Machine Learning · Computer Science 2026-05-06 Pranjal Awasthi , Sreenivas Gollapudi , Ravi Kumar , Kamesh Munagala

This work considers the trade-off between accuracy and test-time computational cost of deep neural networks (DNNs) via \emph{anytime} predictions from auxiliary predictions. Specifically, we optimize auxiliary losses jointly in an…

Machine Learning · Computer Science 2018-05-28 Hanzhang Hu , Debadeepta Dey , Martial Hebert , J. Andrew Bagnell

We consider the problem of automatic variable selection in a linear model with asymmetric or heavy-tailed errors when the number of explanatory variables diverges with the sample size. For this high-dimensional model, the penalized least…

Statistics Theory · Mathematics 2018-12-10 Gabriela Ciuperca

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…

Machine Learning · Statistics 2017-11-07 Jason Xu , Eric C. Chi , Kenneth Lange

We give a row sampling algorithm for the quantile loss function with sample complexity nearly linear in the dimensionality of the data, improving upon the previous best algorithm whose sampling complexity has at least cubic dependence on…

Data Structures and Algorithms · Computer Science 2020-06-16 Yi Li , Ruosong Wang , Lin Yang , Hanrui Zhang

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model.…

Machine Learning · Statistics 2016-12-22 Carlos Riquelme , Ramesh Johari , Baosen Zhang

A conditional sampling oracle for a probability distribution D returns samples from the conditional distribution of D restricted to a specified subset of the domain. A recent line of work (Chakraborty et al. 2013 and Cannone et al. 2014)…

Data Structures and Algorithms · Computer Science 2016-08-18 Themistoklis Gouleakis , Christos Tzamos , Manolis Zampetakis

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

Spatial sampling is traditionally studied in a static setting where static sensors scattered around space take measurements of the spatial field at their locations. In this paper we study the emerging paradigm of sampling and reconstructing…

Multimedia · Computer Science 2015-06-12 Jayakrishnan Unnikrishnan , Martin Vetterli

Approximate K nearest neighbor (AKNN) search is a fundamental and challenging problem. We observe that in high-dimensional space, the time consumption of nearly all AKNN algorithms is dominated by that of the distance comparison operations…

Data Structures and Algorithms · Computer Science 2023-03-20 Jianyang Gao , Cheng Long

Quantum spatial search has been widely studied with most of the study focusing on quantum walk algorithms. We show that quantum walk algorithms are extremely sensitive to systematic errors. We present a recursive algorithm which offers…

Quantum Physics · Physics 2016-02-15 Avatar Tulsi