Related papers: On the generalized Approximate Weak Chebyshev Gree…
A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition…
We consider two greedy algorithms for minimizing a convex function in a bounded convex set: an algorithm by Jones [1992] and the Frank-Wolfe (FW) algorithm. We first consider approximate versions of these algorithms. For smooth convex…
Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes…
We study the problem of estimating the fixed point of a contractive operator defined on a separable Banach space. Focusing on a stochastic query model that provides noisy evaluations of the operator, we analyze a variance-reduced stochastic…
In this paper, we obtain a new generalization of Chebyshev's inequality for random elements taking values in a separate Banach space.
We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…
There are many ways to upsample functions from multivariate scattered data locally, using only a few neighbouring data points of the evaluation point. The position and number of the actually used data points is not trivial, and many cases…
It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse…
We consider the $X$-Greedy Algorithm and the Dual Greedy Algorithm in a finite-dimensional Banach space with a strictly monotone basis as the dictionary. We show that when the dictionary is an initial segment of the Haar basis in $L_p[0,1]$…
The main focus of this article is to provide a mathematical study of the algorithm proposed in \cite{boyaval2010variance} where the authors proposed a variance reduction technique for the computation of parameter-dependent expectations…
It was recently shown that a version of the greedy algorithm gives a construction of fault-tolerant spanners that is size-optimal, at least for vertex faults. However, the algorithm to construct this spanner is not polynomial-time, and the…
Greedy-GQ with linear function approximation, originally proposed in \cite{maei2010toward}, is a value-based off-policy algorithm for optimal control in reinforcement learning, and it has a non-linear two timescale structure with the…
In a recent paper~\cite{paper2}, we proposed the concept of optimal error bounds for an iterative process, which allows us to obtain the convergence result of the iterative sequence to the common fixed point of the nonexpansive mappings in…
We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…
In this paper we analyze approximation and recovery properties with respect to systems satisfying universal sampling discretization property and a special incoherence property. We apply a powerful nonlinear approximation method -- the Weak…
In this paper we consider the generalized Walsh system and a problem $L^1- convergence$ of greedy algorithm of functions after changing the values on small set.
In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…
Collective communications are ubiquitous in parallel applications. We present two new algorithms for performing a reduction. The operation associated with our reduction needs to be associative and commutative. The two algorithms are…
Results on two different settings of asymptotic behavior of approximation characteristics of individual functions are presented. First, we discuss the following classical question for sparse approximation. Is it true that for any individual…
The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…