Related papers: Sublinear Least-Squares Value Iteration via Locali…
Solving an integer least squares (ILS) problem usually consists of two stages: reduction and search. This thesis is concerned with the reduction process for the ordinary ILS problem and the ellipsoid-constrained ILS problem. For the…
A dynamic sampled stochastic approximated (DS-SA) extragradient method for stochastic variational inequalities (SVI) is proposed that is \emph{robust} with respect to an unknown Lipschitz constant $L$. To the best of our knowledge, it is…
Similarity joins are important operations with a broad range of applications. In this paper, we study the problem of vector similarity join size estimation (VSJ). It is a generalization of the previously studied set similarity join size…
We propose an incremental strategy for learning hash functions with kernels for large-scale image search. Our method is based on a two-stage classification framework that treats binary codes as intermediate variables between the feature…
Locality sensitive hashing (LSH) is a powerful tool for sublinear-time approximate nearest neighbor search, and a variety of hashing schemes have been proposed for different dissimilarity measures. However, hash codes significantly depend…
Safety in reinforcement learning has become increasingly important in recent years. Yet, existing solutions either fail to strictly avoid choosing unsafe actions, which may lead to catastrophic results in safety-critical systems, or fail to…
We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…
We present a new, simple and computationally efficient iterative method for low rank matrix completion. Our method is inspired by the class of factorization-type iterative algorithms, but substantially differs from them in the way the…
Locality-sensitive hashing (LSH) is a fundamental technique for similarity search and similarity estimation in high-dimensional spaces. The basic idea is that similar objects should produce hash collisions with probability significantly…
Recovering intrinsic data structure from corrupted observations plays an important role in various tasks in the communities of machine learning and signal processing. In this paper, we propose a novel model, named log-sum heuristic recovery…
The Shapley value (SV) is a prevalent approach of allocating credit to machine learning (ML) entities to understand black box ML models. Enriching such interpretations with higher-order interactions is inevitable for complex systems, where…
Affine rank minimization problem is the generalized version of low rank matrix completion problem where linear combinations of the entries of a low rank matrix are observed and the matrix is estimated from these measurements. We propose a…
In a low-rank linear bandit problem, the reward of an action (represented by a matrix of size $d_1 \times d_2$) is the inner product between the action and an unknown low-rank matrix $\Theta^*$. We propose an algorithm based on a novel…
Many large multimedia applications require efficient processing of nearest neighbor queries. Often, multimedia data are represented as a collection of important high-dimensional feature vectors. Existing Locality Sensitive Hashing (LSH)…
We present SLASH (Sketched LocAlity Sensitive Hashing), an MPI (Message Passing Interface) based distributed system for approximate similarity search over terabyte scale datasets. SLASH provides a multi-node implementation of the popular…
New recursive least squares algorithms with rank two updates (RLSR2) that include both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and systematically…
We focus on constrained, $L$-smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying $\rho$-cohypomonotonicity or admitting a solution to the $\rho$-weakly Minty Variational Inequality (MVI), where larger…
Instead of minimizing the sum of all $n$ squared residuals as the classical least squares (LS) does, Rousseeuw (1984) proposed to minimize the sum of $h$ ($n/2 \leq h < n$) smallest squared residuals, the resulting estimator is called least…
Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…
We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…