Related papers: Leverage Score Sampling for Faster Accelerated Reg…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
We study the problem of residual error estimation for matrix and vector norms using a linear sketch. Such estimates can be used, for example, to quickly assess how useful a more expensive low-rank approximation computation will be. The…
LP-type problems such as the Minimum Enclosing Ball (MEB), Linear Support Vector Machine (SVM), Linear Programming (LP), and Semidefinite Programming (SDP) are fundamental combinatorial optimization problems, with many important…
Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…
We describe and analyze a simple algorithm for sampling from the solution $\mathbf{x}^* := \mathbf{A}^+\mathbf{b}$ to a linear system $\mathbf{A}\mathbf{x} = \mathbf{b}$. We assume access to a sampler which allows us to draw indices…
Given a graph $G = (V, E)$, we wish to compute a spanning tree whose maximum vertex degree, i.e. tree degree, is as small as possible. Computing the exact optimal solution is known to be NP-hard, since it generalizes the Hamiltonian path…
We present the first $m\,\text{polylog}(n)$ work, $\text{polylog}(n)$ time algorithm in the PRAM model that computes $(1+\epsilon)$-approximate single-source shortest paths on weighted, undirected graphs. This improves upon the breakthrough…
We give a novel spectral approximation algorithm for the balanced separator problem that, given a graph G, a constant balance b \in (0,1/2], and a parameter \gamma, either finds an \Omega(b)-balanced cut of conductance O(\sqrt(\gamma)) in…
The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…
Fast-converging algorithms are a contemporary requirement in reinforcement learning. In the context of linear function approximation, the magnitude of the smallest eigenvalue of the key matrix is a major factor reflecting the convergence…
The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…
We present a novel method for tuning the regularization hyper-parameter, $\lambda$, of a ridge regression that is faster to compute than leave-one-out cross-validation (LOOCV) while yielding estimates of the regression parameters of equal,…
We present a family of fast pseudo-approximation algorithms for the minimum balanced vertex separator problem in a graph. Given a graph $G=(V,E)$ with $n$ vertices and $m$ edges, and a (constant) balance parameter $c\in(0,1/2)$, where $G$…
We initiate the study of the Interval Selection problem in the (streaming) sliding window model of computation. In this problem, an algorithm receives a potentially infinite stream of intervals on the line, and the objective is to maintain…
In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…
We show how to obtain improved active learning methods in the agnostic (adversarial noise) setting by combining marginal leverage score sampling with non-independent sampling strategies that promote spatial coverage. In particular, we…
In this paper we discuss the variable selection method from \ell0-norm constrained regression, which is equivalent to the problem of finding the best subset of a fixed size. Our study focuses on two aspects, consistency and computation. We…
Ridge leverage scores provide a balance between low-rank approximation and regularization, and are ubiquitous in randomized linear algebra and machine learning. Deterministic algorithms are also of interest in the moderately big data…
In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…