Related papers: Fast and Accurate Least-Mean-Squares Solvers
A novel regression method is introduced and studied. The procedure weights squared residuals based on their magnitude. Unlike the classic least squares which treats every squared residual equally important, the new procedure exponentially…
We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…
The Longest Common Substring (LCS) and Longest Palindromic Substring (LPS) are classical problems in computer science, representing fundamental challenges in string processing. Both problems can be solved in linear time using a classical…
We consider the problem of finding a minimum cut of a weighted graph presented as a single-pass stream. While graph sparsification in streams has been intensively studied, the specific application of finding minimum cuts in streams is less…
We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…
We derive a family of efficient constrained dynamics algorithms by formulating an equivalent linear quadratic regulator (LQR) problem using Gauss principle of least constraint and solving it using dynamic programming. Our approach builds…
Information extraction from textual data, where the query is represented by a finite transducer and the task is to enumerate all results without repetition, and its extension to the weighted case, where each output element has a weight and…
We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…
The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…
We study the directed global minimum vertex-cut problem: given a directed vertex-weighted graph $G$, compute a vertex-cut $(L,S,R)$ in $G$ of minimum value, which is defined to be the total weight of all vertices in $S$. The problem,…
We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…
The use of realistic input models has gained popularity in the theory community. Assuming a realistic input model often precludes complicated hypothetical inputs, and the analysis yields bounds that better reflect the behaviour of…
For many hard computational problems, simple algorithms that run in time $2^n \cdot n^{O(1)}$ arise, say, from enumerating all subsets of a size-$n$ set. Finding (exponentially) faster algorithms is a natural goal that has driven much of…
To achieve the greatest possible speed, practitioners regularly implement randomized algorithms for low-rank approximation and least-squares regression with structured dimension reduction maps. Despite significant research effort, basic…
We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of…
We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…
We describe a numerical scheme for evaluating the posterior moments of Bayesian linear regression models with partial pooling of the coefficients. The principal analytical tool of the evaluation is a change of basis from coefficient space…
A major problem of kernel-based methods (e.g., least squares support vector machines, LS-SVMs) for solving linear/nonlinear ordinary differential equations (ODEs) is the prohibitive $O(an^3)$ ($a=1$ for linear ODEs and 27 for nonlinear…
Given a set of $n$ sites from $\mathbb{R}^d$, each having some positive weight factor, the Multiplicatively Weighted Voronoi Diagram is a subdivision of space that associates each cell to the site whose weighted Euclidean distance is…
This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…