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We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…
We give a proof of the conjecture of Nelson and Nguyen [FOCS 2013] on the optimal dimension and sparsity of oblivious subspace embeddings, up to sub-polylogarithmic factors: For any $n\geq d$ and $\epsilon\geq d^{-O(1)}$, there is a random…
We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…
An approximate sparse recovery system consists of parameters $k,N$, an $m$-by-$N$ measurement matrix, $\Phi$, and a decoding algorithm, $\mathcal{D}$. Given a vector, $x$, the system approximates $x$ by $\widehat x =\mathcal{D}(\Phi x)$,…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
This work, for the first time, introduces two constant factor approximation algorithms with linear query complexity for non-monotone submodular maximization over a ground set of size $n$ subject to a knapsack constraint, $\mathsf{DLA}$ and…
This paper presents an algorithm for the efficient approximation of the saddle-extremum persistence diagram of a scalar field. Vidal et al. introduced recently a fast algorithm for such an approximation (by interrupting a progressive…
This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…
We provide faster algorithms and improved sample complexities for approximating the top eigenvector of a matrix. Offline Setting: Given an $n \times d$ matrix $A$, we show how to compute an $\epsilon$ approximate top eigenvector in time…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…
This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…
Network applications, such as multimedia streaming and video conferencing, impose growing requirements over Quality of Service (QoS), including bandwidth, delay, jitter, etc. Meanwhile, networks are expected to be load-balanced,…
We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…
We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression models. The corresponding RSC estimator minimizes the Frobenius…
We study \emph{sublinear} algorithms that solve linear systems locally. In the classical version of this problem the input is a matrix $S\in \mathbb{R}^{n\times n}$ and a vector $b\in\mathbb{R}^n$ in the range of $S$, and the goal is to…
In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular, we obtain improved dynamic algorithms that, given an unweighted and…
Efficiently computing accurate representations of high-dimensional data is essential for data analysis and unsupervised learning. Dendrograms, also known as ultrametrics, are widely used representations that preserve hierarchical…
In this paper we consider graph algorithms in models of computation where the space usage (random accessible storage, in addition to the read only input) is sublinear in the number of edges $m$ and the access to input data is constrained.…
We study the bit complexity of inverting diagonally dominant matrices, which are associated with random walk quantities such as hitting times and escape probabilities. Such quantities can be exponentially small, even on undirected…
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…