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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…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

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…

Optimization and Control · Mathematics 2023-11-29 Sergey Dolgov , Dante Kalise , Luca Saluzzi

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…

Numerical Analysis · Mathematics 2025-11-03 Peter Frame , Cong Lin , Oliver Schmidt , Aaron Towne

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…

Fluid Dynamics · Physics 2021-09-22 Tianyi Chu , Oliver T. Schmidt

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…

Data Structures and Algorithms · Computer Science 2014-08-11 Marc Heinrich , Alexander Munteanu , Christian Sohler

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…

Optimization and Control · Mathematics 2025-09-03 Xiang Li , Jiadong Liang , Xinyun Chen , Zhihua Zhang

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…

Numerical Analysis · Mathematics 2023-05-16 Shuhao Li , Hu Wang , Jichao Yin , Daozhen Guo , Guangyao Li

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…

Data Structures and Algorithms · Computer Science 2025-07-09 Henrik Reinstädtler , S M Ferdous , Alex Pothen , Bora Uçar , Christian Schulz

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…

Numerical Analysis · Mathematics 2022-08-17 Andrea Lario , Romit Maulik , Oliver T. Schmidt , Gianluigi Rozza , Gianmarco Mengaldo

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…

Data Structures and Algorithms · Computer Science 2020-07-08 Alexandr Andoni , Collin Burns , Yi Li , Sepideh Mahabadi , David P. Woodruff

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…

Data Structures and Algorithms · Computer Science 2020-11-03 Alan Kuhnle

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…

Data Structures and Algorithms · Computer Science 2024-12-02 Raghuvansh R. Saxena , Noah G. Singer , Madhu Sudan , Santhoshini Velusamy

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…

Data Structures and Algorithms · Computer Science 2018-11-27 Hossein Esfandiari , Silvio Lattanzi , Vahab Mirrokni

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…

Fluid Dynamics · Physics 2020-11-11 Philipp Krah , Thomas Engels , Kai Schneider , Julius Reiss

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…

Numerical Analysis · Mathematics 2021-02-01 Hiba Fareed , John R. Singler

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…

Data Structures and Algorithms · Computer Science 2018-11-15 Junzhou Zhao , Shuo Shang , Pinghui Wang , John C. S. Lui , Xiangliang Zhang

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…

Data Structures and Algorithms · Computer Science 2025-04-24 Vincent Cohen-Addad , Liudeng Wang , David P. Woodruff , Samson Zhou

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…

Dynamical Systems · Mathematics 2016-05-04 Dan Yu , Suman Chakravorty

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…

Fluid Dynamics · Physics 2020-07-15 Altan Allawala , S. M. Tobias , J. B. Marston

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…

Data Structures and Algorithms · Computer Science 2022-04-06 Bin Fu , Yumei Huo , Hairong Zhao