Related papers: Pure entropic regularization for metrical task sys…
This paper studies a new online problem, referred to as \emph{min-cost perfect matching with delays (MPMD)}, defined over a finite metric space (i.e., a complete graph with positive edge weights obeying the triangle inequality)…
Optimal Transport is a useful metric to compare probability distributions and to compute a pairing given a ground cost. Its entropic regularization variant (eOT) is crucial to have fast algorithms and reflect fuzzy/noisy matchings. This…
We consider Online Minimum Bipartite Matching under the uniform metric. We show that Randomized Greedy achieves a competitive ratio equal to $(1+1/n) (H_{n+1}-1)$, which matches the lower bound. Comparing with the fact that RG achieves an…
Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…
Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…
We study a fundamental model of online preference aggregation, where an algorithm maintains an ordered list of $n$ elements. An input is a stream of preferred sets $R_1, R_2, \dots, R_t, \dots$. Upon seeing $R_t$ and without knowledge of…
We consider the problem of designing sublinear time algorithms for estimating the cost of a minimum metric traveling salesman (TSP) tour. Specifically, given access to a $n \times n$ distance matrix $D$ that specifies pairwise distances…
Online load balancing for heterogeneous machines aims to minimize the makespan (maximum machine workload) by scheduling arriving jobs with varying sizes on different machines. In the adversarial setting, where an adversary chooses not only…
In this paper, we show that there is an O(log k log^2 n)-competitive randomized algorithm for the k-sever problem on any metric space with n points, which improved the previous best competitive ratio O(log^2 k log^3 n log log n) by Nikhil…
Simulated Tempering (ST) is an MCMC algorithm for complex target distributions that operates on a path between the target and a more amenable reference distribution. Crucially, if the reference enables i.i.d. sampling, ST is regenerative…
We consider the problem of reconstructing a low rank matrix from noisy observations of a subset of its entries. This task has applications in statistical learning, computer vision, and signal processing. In these contexts, "noise"…
Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…
We show that the max entropy algorithm can be derandomized (with respect to a particular objective function) to give a deterministic $3/2-\epsilon$ approximation algorithm for metric TSP for some $\epsilon > 10^{-36}$. To obtain our result,…
There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…
We study the minimum spanning tree (MST) problem in the massively parallel computation (MPC) model. Our focus is particularly on the *strictly sublinear* regime of MPC where the space per machine is $O(n^\delta)$. Here $n$ is the number of…
We propose a new algorithm for approximating the non-asymptotic second moment of the marginal likelihood estimate, or normalizing constant, provided by a particle filter. The computational cost of the new method is $O(M)$ per time step,…
We study online scheduling to minimize total completion time with explorable uncertainty on single and multiple machines. Each job comes with an upper limit of its processing time, which could be potentially reduced by testing the job,…
In this work, we treat the problem of multi-task submodular optimization from the perspective of local distributional robustness within the neighborhood of a reference distribution which assigns an importance score to each task. We…
In the Min-cost Perfect Matching with Delays (MPMD) problem, 2 m requests arrive over time at points of a metric space. An online algorithm has to connect these requests in pairs, but a decision to match may be postponed till a more…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…