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In this paper we revisit the deterministic version of the Sparse Fourier Transform problem, which asks to read only a few entries of $x \in \mathbb{C}^n$ and design a recovery algorithm such that the output of the algorithm approximates…

Data Structures and Algorithms · Computer Science 2020-05-08 Yi Li , Vasileios Nakos

Stochastic simulation algorithms such as likelihood weighting often give fast, accurate approximations to posterior probabilities in probabilistic networks, and are the methods of choice for very large networks. Unfortunately, the special…

Artificial Intelligence · Computer Science 2016-11-26 Keiji Kanazawa , Daphne Koller , Stuart Russell

Given an undirected edge-weighted graph $G=(V,E)$ with $m$ edges and $n$ vertices, the minimum cut problem asks to find a subset of vertices $S$ such that the total weight of all edges between $S$ and $V \setminus S$ is minimized. Karger's…

Data Structures and Algorithms · Computer Science 2020-08-07 Paweł Gawrychowski , Shay Mozes , Oren Weimann

We give a technique to reduce the error probability of quantum algorithms that determine whether its input has a specified property of interest. The standard process of reducing this error is statistical processing of the results of…

Computational Complexity · Computer Science 2019-07-24 Debajyoti Bera , Tharrmashastha P.

We present quantum algorithms for sampling from non-logconcave probability distributions in the form of $\pi(x) \propto \exp(-\beta f(x))$. Here, $f$ can be written as a finite sum $f(x):= \frac{1}{N}\sum_{k=1}^N f_k(x)$. Our approach is…

Quantum Physics · Physics 2023-10-18 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of $n$…

Machine Learning · Computer Science 2020-07-28 Hossein Esfandiari , Amin Karbasi , Vahab Mirrokni

Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…

Numerical Analysis · Mathematics 2018-09-28 Yuhan Ding , Fred J. Hickernell , Lluís Antoni Jiménez Rugama

The supervised learning problem to determine a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hat\beta_k e^{{\mathrm{i}}\omega_k\cdot x}$ with one hidden layer is studied as a random Fourier features algorithm. The…

Numerical Analysis · Mathematics 2020-11-30 Aku Kammonen , Jonas Kiessling , Petr Plecháč , Mattias Sandberg , Anders Szepessy

We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…

Numerical Analysis · Mathematics 2025-06-23 Alice Cortinovis , Daniel Kressner

We propose a new, more general approach to the design of stochastic gradient-based optimization methods for machine learning. In this new framework, optimizers assume access to a batch of gradient estimates per iteration, rather than a…

Machine Learning · Computer Science 2021-12-02 Julius Kunze , James Townsend , David Barber

The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are…

Data Structures and Algorithms · Computer Science 2014-05-12 Nikhil Bansal , Viswanath Nagarajan

In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve…

Numerical Analysis · Mathematics 2020-03-16 Jan Giesselmann , Fabian Meyer , Christian Rohde

We consider the sensitivity of algorithms for the maximum matching problem against edge and vertex modifications. Algorithms with low sensitivity are desirable because they are robust to edge failure or attack. In this work, we show a…

Data Structures and Algorithms · Computer Science 2020-09-11 Yuichi Yoshida , Samson Zhou

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

We provide a static data structure for distance estimation which supports {\it adaptive} queries. Concretely, given a dataset $X = \{x_i\}_{i = 1}^n$ of $n$ points in $\mathbb{R}^d$ and $0 < p \leq 2$, we construct a randomized data…

Data Structures and Algorithms · Computer Science 2020-12-17 Yeshwanth Cherapanamjeri , Jelani Nelson

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…

Machine Learning · Statistics 2016-08-16 Jean Lafond , Hoi-To Wai , Eric Moulines

We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…

Data Structures and Algorithms · Computer Science 2021-11-04 Weina Wang , Anupam Gupta , Jalani Williams

An algorithm is given for determining an optimal $b$-step approximation of weighted data, where the error is measured with respect to the $L_\infty$ norm. For data presorted by the independent variable the algorithm takes $\Theta(n + \log n…

Data Structures and Algorithms · Computer Science 2015-05-05 Quentin F. Stout

We show that every algorithm for testing $n$-variate Boolean functions for monotonicity must have query complexity $\tilde{\Omega}(n^{1/4})$. All previous lower bounds for this problem were designed for non-adaptive algorithms and, as a…

Computational Complexity · Computer Science 2015-11-17 Aleksandrs Belovs , Eric Blais