Related papers: Efficient Algorithms for Approximate Smooth Select…

We propose a simple and efficient clustering method for high-dimensional data with a large number of clusters. Our algorithm achieves high-performance by evaluating distances of datapoints with a subset of the cluster centres. Our…

We consider the popular $k$-means problem in $d$-dimensional Euclidean space. Recently Friggstad, Rezapour, Salavatipour [FOCS'16] and Cohen-Addad, Klein, Mathieu [FOCS'16] showed that the standard local search algorithm yields a…

In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…

We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…

This paper considers stochastic first-order algorithms for convex-concave minimax problems of the form $\min_{\bf x}\max_{\bf y}f(\bf x, \bf y)$, where $f$ can be presented by the average of $n$ individual components which are $L$-average…

Multipoint polynomial evaluation and interpolation are fundamental for modern symbolic and numerical computing. The known algorithms solve both problems over any field of constants in nearly linear arithmetic time, but the cost grows to…

Algorithms often carry out equally many computations for "easy" and "hard" problem instances. In particular, algorithms for finding nearest neighbors typically have the same running time regardless of the particular problem instance. In…

The maximum coverage problem is to select $k$ sets from a collection of sets such that the cardinality of the union of the selected sets is maximized. We consider $(1-1/e-\epsilon)$-approximation algorithms for this NP-hard problem in three…

Motivated by some applications in signal processing and machine learning, we consider two convex optimization problems where, given a cone $K$, a norm $\|\cdot\|$ and a smooth convex function $f$, we want either 1) to minimize the norm over…

Selection on $X_1+X_2+\cdots + X_m$ is an important problem with many applications in areas such as max-convolution, max-product Bayesian inference, calculating most probable isotopes, and computing non-parametric test statistics, among…

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…

We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Most approximation methods in high dimensions exploit smoothness of the function being approximated. These methods provide poor convergence results for non-smooth functions with kinks. For example, such kinks can arise in the uncertainty…

This paper develops an efficient algorithm for computing the Euclidean projection onto the top-k-sum constraint, a key operation in financial risk management and matrix optimization problems. Existing projection methods rely on sorting and…

We extend recent computer-assisted design and analysis techniques for first-order optimization over structured functions--known as performance estimation--to apply to structured sets. We prove "interpolation theorems" for smooth and…

Let $\tau$ and $\sigma$ be two polygonal curves in $\mathbb{R}^d$ for any fixed $d$. Suppose that $\tau$ and $\sigma$ have $n$ and $m$ vertices, respectively, and $m\le n$. While conditional lower bounds prevent approximating the Fr\'echet…

The success of deep learning hinges on enormous data and large models, which require labor-intensive annotations and heavy computation costs. Subset selection is a fundamental problem that can play a key role in identifying smaller portions…