Related papers: Solving Empirical Risk Minimization in the Current…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…
In a wide range of statistical learning problems such as ranking, clustering or metric learning among others, the risk is accurately estimated by $U$-statistics of degree $d\geq 1$, i.e. functionals of the training data with low variance…
We study the bit complexity of inverting diagonally dominant matrices, which are associated with random walk quantities such as hitting times and escape probabilities. Such quantities can be exponentially small, even on undirected…
Fast matrix multiplication is one of the most fundamental problems in algorithm research. The exponent of the optimal time complexity of matrix multiplication is usually denoted by $\omega$. This paper discusses new ideas for improving the…
A sampling-based optimization method for quadratic functions is proposed. Our method approximately solves the following $n$-dimensional quadratic minimization problem in constant time, which is independent of $n$: $z^*=\min_{\mathbf{v} \in…
Integer Linear Programming with $n$ binary variables and $m$ many $0/1$-constraints can be solved in time $2^{\tilde O(m^2)} \text{poly}(n)$ and it is open whether the dependence on $m$ is optimal. Several seemingly unrelated problems,…
In the classical linear degeneracy testing problem, we are given $n$ real numbers and a $k$-variate linear polynomial $F$, for some constant $k$, and have to determine whether there exist $k$ numbers $a_1,\ldots,a_k$ from the set such that…
We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…
There is a huge difference in techniques and runtimes of distributed algorithms for problems that can be solved by a sequential greedy algorithm and those that cannot. A prime example of this contrast appears in the edge coloring problem:…
We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the…
We introduce and initiate the study of a new model of reductions called the random noise model. In this model, the truth table $T_f$ of the function $f$ is corrupted on a randomly chosen $\delta$-fraction of instances. A randomized…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…
We consider the techniques behind the current best algorithms for matrix multiplication. Our results are threefold. (1) We provide a unifying framework, showing that all known matrix multiplication running times since 1986 can be achieved…
Nowadays, the major challenge in machine learning is the Big Data challenge. The big data problems due to large number of data points or large number of features in each data point, or both, the training of models have become very slow. The…
We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…
Consider an undirected weighted graph $G = (V,E,w)$. We study the problem of computing $(1+\epsilon)$-approximate shortest paths for $S \times V$, for a subset $S \subseteq V$ of $|S| = n^r$ sources, for some $0 < r \le 1$. We devise a…
In this paper, we present novel deterministic algorithms for multiplying two $n \times n$ matrices approximately. Given two matrices $A,B$ we return a matrix $C'$ which is an \emph{approximation} to $C = AB$. We consider the notion of…
This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to…
This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…
The shortest paths problem is a fundamental challenge in graph theory, with a broad range of potential applications. The algorithms based on matrix multiplication exhibits excellent parallelism and scalability, but is constrained by high…