Related papers: Algorithmic Thresholds in Mean Field Spin Glasses
This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…
We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic…
In this paper, we consider constrained optimization problems with convex, smooth objective and constraints. We propose a new stochastic gradient algorithm, called the Stochastic Moving Ball Approximation (SMBA) method, to solve this class…
Raghavendra (STOC 2008) gave an elegant and surprising result: if Khot's Unique Games Conjecture (STOC 2002) is true, then for every constraint satisfaction problem (CSP), the best approximation ratio is attained by a certain simple…
We consider Ising models on the hypercube with a general interaction matrix $J$, and give a polynomial time sampling algorithm when all but $O(1)$ eigenvalues of $J$ lie in an interval of length one, a situation which occurs in many models…
p-spin glasses, characterized by frustrated many-body interactions beyond the conventional pairwise case (p>2), are prototypical disordered systems whose ground-state search is NP-hard and computationally prohibitive for large instances.…
This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…
Sensitivity measures how much the output of an algorithm changes, in terms of Hamming distance, when part of the input is modified. While approximation algorithms with low sensitivity have been developed for many problems, no sensitivity…
The problem of non-monotone $k$-submodular maximization under a knapsack constraint ($\kSMK$) over the ground set size $n$ has been raised in many applications in machine learning, such as data summarization, information propagation, etc.…
Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo…
The maximum common subtree isomorphism problem asks for the largest possible isomorphism between subtrees of two given input trees. This problem is a natural restriction of the maximum common subgraph problem, which is ${\sf NP}$-hard in…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions…
We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…
{\em Reoptimization} is a setting in which we are given an (near) optimal solution of a problem instance and a local modification that slightly changes the instance. The main goal is that of finding an (near) optimal solution of the…
This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…
In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…
In this paper and in the companion one we address the problem of identifying the effective theory that describes the statistics of the fluctuations of what is thought to be the relevant order parameter for glassy systems---the overlap field…
The approximation ratio has become one of the dominant measures in mechanism design problems. In light of analysis of algorithms, we define the \emph{smoothed approximation ratio} to compare the performance of the optimal mechanism and a…
The Ising $p$-spin glass and random $k$-SAT are two canonical examples of disordered systems that play a central role in understanding the link between geometric features of optimization landscapes and computational tractability. Both…