Related papers: Selection on $X_1+X_2+\cdots + X_m$ with layer-ord…
With the rapid development of quantum computers, quantum algorithms have been studied extensively. However, quantum algorithms tackling statistical problems are still lacking. In this paper, we propose a novel non-oracular quantum adaptive…
We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…
In this paper, we present a new adaptive feature scaling scheme for ultrahigh-dimensional feature selection on Big Data. To solve this problem effectively, we first reformulate it as a convex semi-infinite programming (SIP) problem and then…
We present a randomized algorithm for the single-source shortest paths (SSSP) problem on directed graphs with arbitrary real-valued edge weights that runs in $n^{2+o(1)}$ time with high probability. This result yields the first almost…
ELM (Extreme Learning Machine) is a single hidden layer feed-forward network, where the weights between input and hidden layer are initialized randomly. ELM is efficient due to its utilization of the analytical approach to compute weights…
This paper studies the problem of enumerating all maximal collinear subsets of size at least three in a given set of $n$ points. An algorithm for this problem, besides solving degeneracy testing and the exact fitting problem, can also help…
In a classical scheduling problem, we are given a set of $n$ jobs of unit length along with precedence constraints, and the goal is to find a schedule of these jobs on $m$ identical machines that minimizes the makespan. Using the standard…
Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time.…
A fast algorithm to study one-dimensional self-gravitating systems, and, more generally, systems that are Lagrangian integrable between collisions, is presented. The algorithm is event-driven, and uses a heap-ordered set of predicted future…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), which formulate many important real-world applications. Cut selection heavily depends on (P1) which cuts to prefer and (P2) how many cuts to…
Feature selection is a crucial step in developing robust and powerful machine learning models. Feature selection techniques can be divided into two categories: filter and wrapper methods. While wrapper methods commonly result in strong…
We present algorithms for length-constrained maximum sum segment and maximum density segment problems, in particular, and the problem of finding length-constrained heaviest segments, in general, for a sequence of real numbers. Given a…
Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…
The 0-1 Multidimensional Knapsack Problem (MKP) is a classical NP-hard combinatorial optimization problem with many engineering applications. In this paper, we propose a novel algorithm combining evolutionary computation with the exact…
We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…
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…
Let G be a weighted (directed) graph with n vertices and m edges. Given a source vertex s, Dijkstra's algorithm computes the shortest path lengths from s to all other vertices in O(m + n log n) time. This bound is known to be worst-case…
The study of optimal decision trees has gained increasing attention in recent years; however, despite substantial progress, it still suffers from two major challenges: First, trees constructed by existing optimal decision tree (ODT)…
Robust correlation analysis is among the most critical challenges in statistics. Herein, we develop an efficient algorithm for selecting the $k$- subset of $n$ points in the plane with the highest coefficient of determination $\left( R^2…