Related papers: An efficient streaming algorithm for spectral prop…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is…
Most model reduction methods reduce the state dimension and then temporally evolve a set of coefficients that encode the state in the reduced representation. In this paper, we instead employ an efficient representation of the entire…
The use of spectral proper orthogonal decomposition (SPOD) to construct low-order models for broadband turbulent flows is explored. The choice of SPOD modes as basis vectors is motivated by their optimality and space-time coherence…
We introduce a new computational model for data streams: asymptotically exact streaming algorithms. These algorithms have an approximation ratio that tends to one as the length of the stream goes to infinity while the memory used by the…
Stream stochastic gradient descent (SGD) is a simple and efficient method for solving online optimization problems in operations research (OR), where data is generated by parameter-dependent Markov chains. Unlike traditional approaches…
In this study, an efficient reanalysis strategy for dynamic topology optimization is proposed. Compared with other related studies, an online successive dynamic reanalysis method and POD-based approximate dynamic displacement strategy are…
We propose two one-pass streaming algorithms for the $\mathcal{NP}$-hard hypergraph matching problem. The first algorithm stores a small subset of potential matching edges in a stack using dual variables to select edges. It has an…
We aim to reconstruct the latent space dynamics of high dimensional, quasi-stationary systems using model order reduction via the spectral proper orthogonal decomposition (SPOD). The proposed method is based on three fundamental steps: in…
We study the space complexity of solving the bias-regularized SVM problem in the streaming model. This is a classic supervised learning problem that has drawn lots of attention, including for developing fast algorithms for solving the…
In this work, we present a combinatorial, deterministic single-pass streaming algorithm for the problem of maximizing a submodular function, not necessarily monotone, with respect to a cardinality constraint (SMCC). In the case the function…
We explore the use of local algorithms in the design of streaming algorithms for the Maximum Directed Cut problem. Specifically, building on the local algorithm of Buchbinder et al. (FOCS'12) and Censor-Hillel et al. (ALGOSENSORS'17), we…
The $k$-core decomposition is a fundamental primitive in many machine learning and data mining applications. We present the first distributed and the first streaming algorithms to compute and maintain an approximate $k$-core decomposition…
The proper orthogonal decomposition (POD) is a powerful classical tool in fluid mechanics used, for instance, for model reduction and extraction of coherent flow features. However, its applicability to high-resolution data, as produced by…
In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we developed an incremental approach to compute the proper orthogonal decomposition (POD) of PDE simulation data. Specifically, we developed an…
Cardinality constrained submodular function maximization, which aims to select a subset of size at most $k$ to maximize a monotone submodular utility function, is the key in many data mining and machine learning applications such as data…
We show that both clustering and subspace embeddings can be performed in the streaming model with the same asymptotic efficiency as in the central/offline setting. For $(k, z)$-clustering in the streaming model, we achieve a number of words…
In this paper, we consider the model reduction problem of large-scale systems, such as systems obtained through the discretization of partial differential equations. We propose a computationally optimal randomized proper orthogonal…
Direct Statistical Simulation (DSS) solves the equations of motion for the statistics of turbulent flows in place of the traditional route of accumulating statistics by Direct Numerical Simulation (DNS). That low-order statistics usually…
In this paper, we design the first streaming algorithms for the problem of multitasking scheduling on parallel machines with shared processing. In one pass, our streaming approximation schemes can provide an approximate value of the optimal…