Related papers: The gradient complexity of linear regression
We prove a \emph{query complexity} lower bound for approximating the top $r$ dimensional eigenspace of a matrix. We consider an oracle model where, given a symmetric matrix $\mathbf{M} \in \mathbb{R}^{d \times d}$, an algorithm…
We consider stochastic optimization over $\ell_p$ spaces using access to a first-order oracle. We ask: {What is the minimum precision required for oracle outputs to retain the unrestricted convergence rates?} We characterize this precision…
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…
In this paper, we consider the problem of empirical risk minimization (ERM) of smooth, strongly convex loss functions using iterative gradient-based methods. A major goal of this literature has been to compare different algorithms, such as…
Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…
We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix $M \in \mathbb{R}^{d \times d}$, an algorithm is allowed to make $T$ \emph{exact}…
We show that high-accuracy guarantees for log-concave sampling -- that is, iteration and query complexities which scale as $\mathrm{poly}\log(1/\delta)$, where $\delta$ is the desired target accuracy -- are achievable using stochastic…
We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…
We provide tight upper and lower bounds on the complexity of minimizing the average of $m$ convex functions using gradient and prox oracles of the component functions. We show a significant gap between the complexity of deterministic vs…
Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…
In this paper we first identify a basic limitation in gradient descent-based optimization methods when used in conjunctions with smooth kernels. An analysis based on the spectral properties of the kernel demonstrates that only a vanishingly…
We prove that the number of iterations required to solve a random positive definite linear system with the conjugate gradient algorithm is almost deterministic for large matrices. We treat the case of Wishart matrices $W = XX^*$ where $X$…
In this paper, our aim is to analyse the generalization capabilities of first-order methods for statistical learning in multiple, different yet related, scenarios including supervised learning, transfer learning, robust learning and…
Since the elimination algorithm of Fourier and Motzkin, many different methods have been developed for solving linear programs. When analyzing the time complexity of LP algorithms, it is typically either assumed that calculations are…
We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…
We study the computational model where we can access a matrix $\mathbf{A}$ only by computing matrix-vector products $\mathbf{A}\mathrm{x}$ for vectors of the form $\mathrm{x} = \mathrm{x}_1 \otimes \cdots \otimes \mathrm{x}_q$. We prove…
We describe a gradient-based method to discover local error maximizers of a deep neural network (DNN) used for regression, assuming the availability of an "oracle" capable of providing real-valued supervision (a regression target) for…
A landmark result of non-smooth convex optimization is that gradient descent is an optimal algorithm whenever the number of computed gradients is smaller than the dimension $d$. In this paper we study the extension of this result to the…
Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…
We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…