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Approximate Bayesian Computation (ABC) methods are commonly used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Classical ABC methods are based on nearest neighbor type algorithms…
We study the classical scheduling problem on parallel machines %with precedence constraints where the precedence graph has the bounded depth $h$. Our goal is to minimize the maximum completion time. We focus on developing approximation…
In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…
Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…
This paper concerns the universal approximation property with neural networks in variable Lebesgue spaces. We show that, whenever the exponent function of the space is bounded, every function can be approximated with shallow neural networks…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
Submodularity is a discrete domain functional property that can be interpreted as mimicking the role of the well-known convexity/concavity properties in the continuous domain. Submodular functions exhibit strong structure that lead to…
This paper addresses the problem of sequential submodular maximization: selecting and ranking items in a sequence to optimize some composite submodular function. In contrast to most of the previous works, which assume access to the utility…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
This paper addresses the problem of unsupervised domain adaption from theoretical and algorithmic perspectives. Existing domain adaptation theories naturally imply minimax optimization algorithms, which connect well with the domain…
We study the approximation of multivariate functions with tensor networks (TNs), providing some answers to the following two questions: ``what are the approximation capabilities of TNs for functions from classical smoothness classes?'' and…
A classical result in approximation theory states that for any continuous function \( \varphi: \mathbb{R} \to \mathbb{R} \), the set \( \operatorname{span}\{\varphi \circ g : g \in \operatorname{Aff}(\mathbb{R})\} \) is dense in \(…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
For a continuous function $f$ defined on a closed and bounded domain, there is at least one maximum and one minimum. First, we introduce some preliminaries which are necessary through the paper. We then present an algorithm, which is…
The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or approximating the solution to) complex optimal control…
We consider least squares approximation of a function of one variable by a continuous, piecewise-linear approximand that has a small number of breakpoints. This problem was notably considered by Bellman who proposed an approximate algorithm…
We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with…
Error bounds and complexity bounds in numerical analysis and information-based complexity are often proved for functions that are defined on very simple domains, such as a cube, a torus, or a sphere. We study optimal error bounds for the…
If we cannot obtain all terms of a series, or if we cannot sum up a series, we have to turn to the partial sum approximation which approximate a function by the first several terms of the series. However, the partial sum approximation often…