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Related papers: Algorithmic Discrepancy Minimization

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Rounding linear programs using techniques from discrepancy is a recent approach that has been very successful in certain settings. However this method also has some limitations when compared to approaches such as randomized and iterative…

Data Structures and Algorithms · Computer Science 2016-12-05 Nikhil Bansal , Viswanath Nagarajan

Motivated by learning of correlated equilibria in non-cooperative games, we perform a large deviations analysis of a regret minimizing stochastic approximation algorithm. The regret minimization algorithm we consider comprises multiple…

Optimization and Control · Mathematics 2024-06-04 Hongjiang Qian , Vikram Krishnamurthy

We introduce a new algorithmic framework for discrepancy minimization based on regularization. We demonstrate how varying the regularizer allows us to re-interpret several breakthrough works in algorithmic discrepancy, ranging from…

Data Structures and Algorithms · Computer Science 2026-04-15 Lucas Pesenti , Adrian Vladu

The goal of this paper is twofold. First, we present a unified way of formulating numerical integration problems from both approximation theory and discrepancy theory. Second, we show how techniques, developed in approximation theory, work…

Numerical Analysis · Mathematics 2017-11-21 V. N. Temlyakov

The binary perceptron problem asks us to find a sign vector in the intersection of independently chosen random halfspaces with intercept $-\kappa$. We analyze the performance of the canonical discrepancy minimization algorithms of…

Data Structures and Algorithms · Computer Science 2025-05-27 Shuangping Li , Tselil Schramm , Kangjie Zhou

We study a unified approach and algorithm for constructive discrepancy minimization based on a stochastic process. By varying the parameters of the process, one can recover various state-of-the-art results. We demonstrate the flexibility of…

Data Structures and Algorithms · Computer Science 2022-05-03 Nikhil Bansal , Aditi Laddha , Santosh S. Vempala

With the widespread deployment of large-scale prediction systems in high-stakes domains, e.g., face recognition, criminal justice, etc., disparity in prediction accuracy between different demographic subgroups has called for fundamental…

Machine Learning · Computer Science 2021-06-15 Jianfeng Chi , Yuan Tian , Geoffrey J. Gordon , Han Zhao

We study discrepancy minimization for vectors in $\mathbb{R}^n$ under various settings. The main result is the analysis of a new simple random process in multiple dimensions through a comparison argument. As corollaries, we obtain bounds…

Data Structures and Algorithms · Computer Science 2020-08-07 Ryan Alweiss , Yang P. Liu , Mehtaab Sawhney

A multitude of classifiers can be trained on the same data to achieve similar performances during test time, while having learned significantly different classification patterns. This phenomenon, which we call prediction discrepancies, is…

Machine Learning · Computer Science 2024-08-01 Xavier Renard , Thibault Laugel , Marcin Detyniecki

Consider an infinite sequence of independent, uniformly chosen points from $[0,1]^d$. After looking at each point in the sequence, an overseer is allowed to either keep it or reject it, and this choice may depend on the locations of all…

Probability · Mathematics 2017-09-05 Raaz Dwivedi , Ohad N. Feldheim , Ori Gurel-Gurevich , Aaditya Ramdas

Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright

Though machine learning algorithms excel at minimizing the average loss over a population, this might lead to large discrepancies between the losses across groups within the population. To capture this inequality, we introduce and study a…

Machine Learning · Computer Science 2019-06-11 Fereshte Khani , Aditi Raghunathan , Percy Liang

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

The aim of this note is to prove a new discrepancy principle. The advantage of the new discrepancy principle compared with the known one consists of solving a minimization problem approximately, rather than exactly, and in the proof of a…

Numerical Analysis · Mathematics 2015-06-26 A. G. Ramm

We study the online discrepancy minimization problem for vectors in $\mathbb{R}^d$ in the oblivious setting where an adversary is allowed fix the vectors $x_1, x_2, \ldots, x_n$ in arbitrary order ahead of time. We give an algorithm that…

Data Structures and Algorithms · Computer Science 2021-02-09 David Arbour , Drew Dimmery , Tung Mai , Anup Rao

We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of…

Machine Learning · Computer Science 2012-08-28 Mehryar Mohri , Andres Munoz Medina

Recently, a Distribution Separation Method (DSM) is proposed for relevant feedback in information retrieval, which aims to approximate the true relevance distribution by separating a seed irrelevance distribution from the mixture one. While…

Information Retrieval · Computer Science 2015-10-19 Peng Zhang , Qian Yu , Yuexian Hou , Dawei Song , Jingfei Li , Bin Hu

Recent advancements in machine learning and deep learning have brought algorithmic fairness into sharp focus, illuminating concerns over discriminatory decision making that negatively impacts certain individuals or groups. These concerns…

Computers and Society · Computer Science 2024-05-16 Renqiang Luo , Tao Tang , Feng Xia , Jiaying Liu , Chengpei Xu , Leo Yu Zhang , Wei Xiang , Chengqi Zhang

We formulate a comparison of minimal log discrepancies of a variety and its ambient space with appropriate boundaries in terms of motivic integration. It was obtained also by Ein and Musta\c{t}\v{a} independently.

Algebraic Geometry · Mathematics 2007-05-23 Masayuki Kawakita

For many computational problems involving randomness, intricate geometric features of the solution space have been used to rigorously rule out powerful classes of algorithms. This is often accomplished through the lens of the multi Overlap…

Computational Complexity · Computer Science 2023-02-14 David Gamarnik , Eren C. Kızıldağ , Will Perkins , Changji Xu
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