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We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-03-23 Jérôme Lelong

A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…

Optimization and Control · Mathematics 2024-05-30 Antoine Lhomme , Nicolas Catusse , Nadia Brauner

In this paper we describe a new algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint $k$ whose approximation ratio is arbitrarily close to $1-1/e$, is…

Machine Learning · Computer Science 2019-07-16 Adam Breuer , Eric Balkanski , Yaron Singer

The study of robotic flocking has received considerable attention in the past twenty years. As we begin to deploy flocking control algorithms on physical multi-agent and swarm systems, there is an increasing necessity for rigorous promises…

Multiagent Systems · Computer Science 2021-05-11 Logan E. Beaver , Andreas A. Malikopoulos

We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…

Data Structures and Algorithms · Computer Science 2024-11-26 Antonios Antoniadis , Marek Eliáš , Adam Polak , Moritz Venzin

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…

Data Structures and Algorithms · Computer Science 2024-11-21 Will Ma

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

Machine Learning · Computer Science 2023-06-08 Victor Dheur , Souhaib Ben Taieb

The (constrained) minimization of a ratio of set functions is a problem frequently occurring in clustering and community detection. As these optimization problems are typically NP-hard, one uses convex or spectral relaxations in practice.…

Machine Learning · Statistics 2013-06-17 Thomas Bühler , Syama Sundar Rangapuram , Simon Setzer , Matthias Hein

We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…

Data Structures and Algorithms · Computer Science 2021-11-04 Weina Wang , Anupam Gupta , Jalani Williams

In this work, we study the $k$-median and $k$-means clustering problems when the data is distributed across many servers and can contain outliers. While there has been a lot of work on these problems for worst-case instances, we focus on…

Data Structures and Algorithms · Computer Science 2019-03-08 Pranjal Awasthi , Ainesh Bakshi , Maria-Florina Balcan , Colin White , David Woodruff

Large Language Models utilizing reasoning techniques improve task performance but incur significant latency and token costs due to verbose generation. Existing automatic prompt optimization(APO) frameworks target task accuracy exclusively…

Computation and Language · Computer Science 2026-04-17 Deep Shah , Sanket Badhe , Nehal Kathrotia , Priyanka Tiwari

Consider a network of $N$ decentralized computing agents collaboratively solving a nonconvex stochastic composite problem. In this work, we propose a single-loop algorithm, called DEEPSTORM, that achieves optimal sample complexity for this…

Optimization and Control · Mathematics 2023-04-14 Gabriel Mancino-Ball , Shengnan Miao , Yangyang Xu , Jie Chen

We describe Ccluster, a software for computing natural $\epsilon$-clusters of complex roots in a given box of the complex plane. This algorithm from Becker et al.~(2016) is near-optimal when applied to the benchmark problem of isolating all…

Mathematical Software · Computer Science 2018-08-03 Rémi Imbach , Victor Y. Pan , Chee Yap

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the variational family matches the true posterior…

We consider a variant of the clustering problem for a complete weighted graph. The aim is to partition the nodes into clusters maximizing the sum of the edge weights within the clusters. This problem is known as the clique partitioning…

Social and Information Networks · Computer Science 2023-09-15 Alexander Belyi , Stanislav Sobolevsky , Alexander Kurbatski , Carlo Ratti

Many clustering algorithms when the data are curves or functions have been recently proposed. However, the presence of contamination in the sample of curves can influence the performance of most of them. In this work we propose a robust,…

We consider maximization of stochastic monotone continuous submodular functions (CSF) with a diminishing return property. Existing algorithms only guarantee the performance \textit{in expectation}, and do not bound the probability of…

Data Structures and Algorithms · Computer Science 2023-03-22 Evan Becker , Jingdong Gao , Ted Zadouri , Baharan Mirzasoleiman

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…

Optimization and Control · Mathematics 2022-02-15 Simge Küçükyavuz , Ruiwei Jiang
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