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Time-sensitive machine learning benefits from Sequential Probability Ratio Test (SPRT), which provides an optimal stopping time for early classification of time series. However, in finite horizon scenarios, where input lengths are finite,…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…
Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance for FPGAs…
This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…
We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…
Constraint programming uses enumeration and search tree pruning to solve combinatorial optimization problems. In order to speed up this solution process, we investigate the use of semidefinite relaxations within constraint programming. In…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
We derive and implement a new way to find lower bounds on the smallest limiting trace-to-degree ratio of totally positive algebraic integers and improve the previously best known bound to 1.80203. Our method adds new constraints to Smyth's…
We study the almost-sure termination problem for probabilistic programs. First, we show that supermartingales with lower bounds on conditional absolute difference provide a sound approach for the almost-sure termination problem. Moreover,…
Semidefinite programs (SDPs) and their solvers are powerful tools with many applications in machine learning and data science. Designing scalable SDP solvers is challenging because by standard the positive semidefinite decision variable is…
The $\sigma$-irregularity index of a graph is defined as the sum of squared degree differences over all edges and provides a sensitive measure of structural heterogeneity. In this paper, we study the problem of maximizing $\sigma(T)$ among…
The filtering-clustering models, including trend filtering and convex clustering, have become an important source of ideas and modeling tools in machine learning and related fields. The statistical guarantee of optimal solutions in these…
We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…
An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…
For a large class of optimization problems, namely those that can be expressed as finite-valued constraint satisfaction problems (VCSPs), we establish a dichotomy on the number of levels of the Lasserre hierarchy of semi-definite programs…
We study the computational complexity of decision problems in $k$-level linear programming (LP). Seminal work by Jeroslow establishes that determining whether the optimal objective value of a $k$-level LP is at least as good as a given…
Delsarte's method and its extensions allow to consider the upper bound problem for codes in 2-point-homogeneous spaces as a linear programming problem with perhaps infinitely many variables, which are the distance distribution. We show that…
The decision tree is a flexible machine learning model that finds its success in numerous applications. It is usually fitted in a recursively greedy manner using CART. In this paper, we investigate the convergence rate of CART under a…