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Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…

Optimization and Control · Mathematics 2022-11-01 Rahul Mazumder , Haoyue Wang

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Linear regression is a popular machine learning approach to learn and predict real valued outputs or dependent variables from independent variables or features. In many real world problems, its beneficial to perform sparse linear regression…

Machine Learning · Computer Science 2021-06-07 Surya Sai Teja Desu , P. K. Srijith , M. V. Panduranga Rao , Naveen Sivadasan

Despite being a key bottleneck in many machine learning tasks, the cost of solving large linear systems has proven challenging to quantify due to problem-dependent quantities such as condition numbers. To tackle this, we consider a…

Data Structures and Algorithms · Computer Science 2025-06-18 Michał Dereziński , Daniel LeJeune , Deanna Needell , Elizaveta Rebrova

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

The Sparsest Cut is a fundamental optimization problem that has been extensively studied. For planar inputs the problem is in $P$ and can be solved in $\tilde{O}(n^3)$ time if all vertex weights are $1$. Despite a significant amount of…

Data Structures and Algorithms · Computer Science 2020-07-07 Amir Abboud , Vincent Cohen-Addad , Philip N. Klein

We provide a new efficient version of the backpropagation algorithm, specialized to the case where the weights of the neural network being trained are sparse. Our algorithm is general, as it applies to arbitrary (unstructured) sparsity and…

Machine Learning · Computer Science 2023-02-10 Mahdi Nikdan , Tommaso Pegolotti , Eugenia Iofinova , Eldar Kurtic , Dan Alistarh

Consensus problems for strings and sequences appear in numerous application contexts, ranging from bioinformatics over data mining to machine learning. Closing some gaps in the literature, we show that several fundamental problems in this…

Discrete Mathematics · Computer Science 2019-04-12 Laurent Bulteau , Vincent Froese , Rolf Niedermeier

We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on…

Sparse tensor best rank-1 approximation (BR1Approx), which is a sparsity generalization of the dense tensor BR1Approx, and is a higher-order extension of the sparse matrix BR1Approx, is one of the most important problems in sparse tensor…

Numerical Analysis · Mathematics 2022-07-15 Xianpeng Mao , Yuning Yang

In the compressive phase retrieval problem, or phaseless compressed sensing, or compressed sensing from intensity only measurements, the goal is to reconstruct a sparse or approximately $k$-sparse vector $x \in \mathbb{R}^n$ given access to…

Data Structures and Algorithms · Computer Science 2020-03-03 Yi Li , Vasileios Nakos

One of the most common machine learning setups is logistic regression. In many classification models, including neural networks, the final prediction is obtained by applying a logistic link function to a linear score. In binary logistic…

Machine Learning · Statistics 2026-03-24 Avrajit Ghosh , Bin Yu , Manfred Warmuth , Peter Bartlett

We consider two problems that arise in machine learning applications: the problem of recovering a planted sparse vector in a random linear subspace and the problem of decomposing a random low-rank overcomplete 3-tensor. For both problems,…

Data Structures and Algorithms · Computer Science 2016-02-04 Samuel B. Hopkins , Tselil Schramm , Jonathan Shi , David Steurer

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…

Machine Learning · Statistics 2018-11-07 Arun Venkitaraman , Pascal Frossard , Saikat Chatterjee

Sparse Bayesian learning (SBL) is a powerful framework for tackling the sparse coding problem. However, the most popular inference algorithms for SBL become too expensive for high-dimensional settings, due to the need to store and compute a…

Signal Processing · Electrical Eng. & Systems 2022-02-28 Alexander Lin , Andrew H. Song , Berkin Bilgic , Demba Ba

Convex regression (CR) is the problem of fitting a convex function to a finite number of noisy observations of an underlying convex function. CR is important in many domains and one of its workhorses is the non-parametric least square…

Information Theory · Computer Science 2020-03-03 Andrea Simonetto

The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…

Machine Learning · Computer Science 2016-05-11 Bo Xin , Yizhou Wang , Wen Gao , David Wipf

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

We consider the following conditional linear regression problem: the task is to identify both (i) a $k$-DNF condition $c$ and (ii) a linear rule $f$ such that the probability of $c$ is (approximately) at least some given bound $\mu$, and…

Machine Learning · Computer Science 2018-06-28 John Hainline , Brendan Juba , Hai S. Le , David Woodruff