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We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

In this paper, we propose sparsity-aware data-selective adaptive filtering algorithms with adjustable penalties. Prior work incorporates a penalty function into the cost function used in the optimization that originates the algorithms to…

Data Structures and Algorithms · Computer Science 2017-08-08 André Flores , Rodrigo C. de Lamare

Random Forest remains one of Data Mining's most enduring ensemble algorithms, achieving well-documented levels of accuracy and processing speed, as well as regularly appearing in new research. However, with data mining now reaching the…

Machine Learning · Computer Science 2020-04-07 Darren Yates , Md Zahidul Islam

We propose a new objective for option discovery that emphasizes the computational advantage of using options in planning. In a sequential machine, the speed of planning is proportional to the number of elementary operations used to achieve…

Machine Learning · Computer Science 2022-10-03 Yi Wan , Richard S. Sutton

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

Foundation models achieve state-of-the-art performance across different tasks, but their size and computational demands raise concerns about accessibility and sustainability. Existing efficiency methods often require additional retraining…

Subspace iterations are used to minimise a generalised Ritz functional of a large, sparse Hermitean matrix. In this way, the lowest $m$ eigenvalues are determined. Tests with $1 \leq m \leq 32$ demonstrate that the computational cost (no.…

High Energy Physics - Lattice · Physics 2009-10-28 B. Bunk

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

A number of inference problems with sensor networks involve projecting a measured signal onto a given subspace. In existing decentralized approaches, sensors communicate with their local neighbors to obtain a sequence of iterates that…

This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…

Optimization and Control · Mathematics 2020-10-05 Guanghui Lan , Zhiqiang Zhou

This paper proposes a novel framework for delay-tolerant particle filtering that is computationally efficient and has limited memory requirements. Within this framework the informativeness of a delayed (out-of-sequence) measurement (OOSM)…

Applications · Statistics 2015-05-20 Boris N. Oreshkin , Xuan Liu , Mark J. Coates

In imitation learning for planning, parameters of heuristic functions are optimized against a set of solved problem instances. This work revisits the necessary and sufficient conditions of strictly optimally efficient heuristics for forward…

Artificial Intelligence · Computer Science 2023-10-31 Leah Chrestien , Tomás Pevný , Stefan Edelkamp , Antonín Komenda

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

Recent advancements in large-scale pretrained models have significantly improved performance across a variety of tasks in natural language processing and computer vision. However, the extensive number of parameters in these models…

Machine Learning · Computer Science 2024-03-21 Jiang Hu , Quanzheng Li

Our goal is to find accurate and efficient algorithms, when they exist, for evaluating rational expressions containing floating point numbers, and for computing matrix factorizations (like LU and the SVD) of matrices with rational…

Numerical Analysis · Mathematics 2025-10-20 James Demmel

Reduction of combinatorial filters involves compressing state representations that robots use. Such optimization arises in automating the construction of minimalist robots. But exact combinatorial filter reduction is an NP-complete problem…

Robotics · Computer Science 2020-11-09 Yulin Zhang , Hazhar Rahmani , Dylan A. Shell , Jason M. O'Kane

Some of the most performant reinforcement learning algorithms today can be prohibitively expensive as they use test-time scaling methods such as sampling multiple action candidates and selecting the best one. In this work, we propose…

Machine Learning · Computer Science 2026-04-22 Perry Dong , Alexander Swerdlow , Dorsa Sadigh , Chelsea Finn

In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…

Machine Learning · Computer Science 2020-02-11 Ashwinkumar Badanidiyuru , Amin Karbasi , Ehsan Kazemi , Jan Vondrak

This paper proposes an optimized mapping of the FIR filter algorithm that enhances the rate of a reconfigurable computer over a basic mapping previously proposed [1]. It also presents a new interconnection scheme in the reconfigurable part…

Signal Processing · Electrical Eng. & Systems 2019-04-12 Hassan Diab , Issam Damaj , Fadi Kurdahi

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson