Related papers: Coordinate Methods for Accelerating $\ell_\infty$ …
We give an $\widetilde{O}({m^{3/2 - 1/762} \log (U+W))}$ time algorithm for minimum cost flow with capacities bounded by $U$ and costs bounded by $W$. For sparse graphs with general capacities, this is the first algorithm to improve over…
We introduce a new regression problem which we call the Sum-Based Hierarchical Smoothing problem. Given a directed acyclic graph and a non-negative value, called target value, for each vertex in the graph, we wish to find non-negative…
In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…
Classical convergence analyses for optimization algorithms rely on the widely-adopted uniform smoothness assumption. However, recent experimental studies have demonstrated that many machine learning problems exhibit non-uniform smoothness,…
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…
We further develop a new framework, called PDE Acceleration, by applying it to calculus of variations problems defined for general functions on $\mathbb{R}^n$, obtaining efficient numerical algorithms to solve the resulting class of…
We are interested in computing an approximation of the maximum flow in large (brain) connectivity networks. The maximum flow in such networks is of interest in order to better understand the routing of information in the human brain.…
Sketching has emerged as a powerful technique for speeding up problems in numerical linear algebra, such as regression. In the overconstrained regression problem, one is given an $n \times d$ matrix $A$, with $n \gg d$, as well as an $n…
Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity…
We present faster approximation algorithms for generalized network flow problems. A generalized flow is one in which the flow out of an edge differs from the flow into the edge by a constant factor. We limit ourselves to the lossy case,…
We examine directed spanners through flow-based linear programming relaxations. We design an $\~O(n^{2/3})$-approximation algorithm for the directed $k$-spanner problem that works for all $k\geq 1$, which is the first sublinear…
Finding dense subgraphs is a fundamental algorithmic tool in data mining, community detection, and clustering. In this problem, one aims to find an induced subgraph whose edge-to-vertex ratio is maximized. We study the directed case of this…
We consider the problem of finding the value of a maximum flow over time in a network with uniform edge lengths where the edge capacities change at specific time instants. To solve this problem, we show how to construct a condensed version…
A Support Vector Method for multivariate performance measures was recently introduced by Joachims (2005). The underlying optimization problem is currently solved using cutting plane methods such as SVM-Perf and BMRM. One can show that these…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
The ECME algorithm has proven to be an effective way of accelerating the EM algorithm for many problems. Recognising the limitation of using prefixed acceleration subspace in ECME, we propose the new Dynamic ECME (DECME) algorithm which…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…
We combine the work of Garg and Konemann, and Fleischer with ideas from dynamic graph algorithms to obtain faster (1-eps)-approximation schemes for various versions of the multicommodity flow problem. In particular, if eps is moderately…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…