Related papers: Sublinear Least-Squares Value Iteration via Locali…

We study the $r$-near neighbors reporting problem ($r$-NN), i.e., reporting \emph{all} points in a high-dimensional point set $S$ that lie within a radius $r$ of a given query point $q$. Our approach builds upon on the locality-sensitive…

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Motivated by practical considerations in machine learning for financial decision-making, such as risk aversion and large action space, we consider risk-aware bandits optimization with applications in smart order routing (SOR). Specifically,…

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…

This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…

Locality-sensitive hashing (LSH) has emerged as the dominant algorithmic technique for similarity search with strong performance guarantees in high-dimensional spaces. A drawback of traditional LSH schemes is that they may have \emph{false…

We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…

Quadratic regression involves modeling the response as a (generalized) linear function of not only the features $x^{j_1}$ but also of quadratic terms $x^{j_1}x^{j_2}$. The inclusion of such higher-order "interaction terms" in regression…

Neural models have transformed the fundamental information retrieval problem of mapping a query to a giant set of items. However, the need for efficient and low latency inference forces the community to reconsider efficient approximate…

We develop a Recursive $\mathcal{L}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight…

We propose a Binary Robust Least Squares (BRLS) model that encompasses key robust least squares formulations, such as those involving uncertain binary labels and adversarial noise constrained within a hypercube. We show that the geometric…

Longest common subsequence ($\mathsf{LCS}$) is a classic and central problem in combinatorial optimization. While $\mathsf{LCS}$ admits a quadratic time solution, recent evidence suggests that solving the problem may be impossible in truly…

Low Rank Approximation (LRA) of a matrix is a hot research subject, fundamental for Matrix and Tensor Computations and Big Data Mining and Analysis. Computations with low rank matrices can be performed at sublinear cost -- by using much…

Traditionally, batch least squares (BLS) and recursive least squares (RLS) are used for identification of a vector of parameters that form a linear model. In some situations, however, it is of interest to identify parameters in a matrix…

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…

Learned Iterative Shrinkage-Thresholding Algorithm (LISTA) introduces the concept of unrolling an iterative algorithm and training it like a neural network. It has had great success on sparse recovery. In this paper, we show that adding…

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…