Related papers: Sketching Meets Random Projection in the Dual: A P…

High-dimensional representations, such as radial basis function networks or tile coding, are common choices for policy evaluation in reinforcement learning. Learning with such high-dimensional representations, however, can be expensive,…

Dual first-order methods are essential techniques for large-scale constrained convex optimization. However, when recovering the primal solutions, we need $T(\epsilon^{-2})$ iterations to achieve an $\epsilon$-optimal primal solution when we…

Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…

This work focuses on learning optimization problems with quadratical interactions between variables, which go beyond the additive models of traditional linear learning. We investigate more specifically two different methods encountered in…

Iterative sketching and sketch-and-precondition are randomized algorithms used for solving overdetermined linear least-squares problems. When implemented in exact arithmetic, these algorithms produce high-accuracy solutions to least-squares…

Leveraging the kernel trick in both the input and output spaces, surrogate kernel methods are a flexible and theoretically grounded solution to structured output prediction. If they provide state-of-the-art performance on complex data sets…

We propose a novel method for speeding up stochastic optimization algorithms via sketching methods, which recently became a powerful tool for accelerating algorithms for numerical linear algebra. We revisit the method of conditioning for…

In all state-of-the-art sketching and coreset techniques for clustering, as well as in the best known fixed-parameter tractable approximation algorithms, randomness plays a key role. For the classic $k$-median and $k$-means problems, there…

Count-sketch is a popular matrix sketching algorithm that can produce a sketch of an input data matrix X in O(nnz(X))time where nnz(X) denotes the number of non-zero entries in X. The sketched matrix will be much smaller than X while…

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…

We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We develop unbiased parameter averaging methods for randomized second order optimization…

We develop an algorithm for estimating the values of a vector x in R^n over a support S of size k from a randomized sparse binary linear sketch Ax of size O(k). Given Ax and S, we can recover x' with ||x' - x_S||_2 <= eps ||x - x_S||_2 with…

High-dimensional sparse data present computational and statistical challenges for supervised learning. We propose compact linear sketches for reducing the dimensionality of the input, followed by a single layer neural network. We show that…

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive…

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

The unsupervised learning of community structure, in particular the partitioning vertices into clusters or communities, is a canonical and well-studied problem in exploratory graph analysis. However, like most graph analyses the…

Large, distributed data streams are now ubiquitous. High-accuracy sketches with low memory overhead have become the de facto method for analyzing this data. For instance, if we wish to group data by some label and report the largest counts…