Related papers: Oblivious Median Slope Selection
We consider the problem of online interval scheduling on a single machine, where intervals arrive online in an order chosen by an adversary, and the algorithm must output a set of non-conflicting intervals. Traditionally in scheduling…
An oblivious data structure is a data structure where the memory access patterns reveals no information about the operations performed on it. Such data structures were introduced by Wang et al. [ACM SIGSAC'14] and are intended for…
We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without…
Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…
We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…
We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…
We consider Oblivious Shuffling and K-Oblivious Shuffling, a refinement thereof. We provide efficient algorithms for both and discuss their application to the design of Oblivious RAM. The task of K-Oblivious Shuffling is to obliviously…
In this paper, we describe randomized Shellsort--a simple, randomized, data-oblivious version of the Shellsort algorithm that always runs in O(n log n) time and, as we show, succeeds in sorting any given input permutation with very high…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
There has been a long history for studying randomized greedy matching algorithms since the work by Dyer and Frieze~(RSA 1991). We follow this trend and consider the problem formulated in the oblivious setting, in which the algorithm makes…
We introduce a model of online algorithms subject to strict constraints on data retention. An online learning algorithm encounters a stream of data points, one per round, generated by some stationary process. Crucially, each data point can…
We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…
We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…
We introduce a generalization of the Adaptive Multilevel Splitting algorithm in the discrete time dynamic setting, namely when it is applied to sample rare events associated with paths of Markov chains. By interpreting the algorithm as a…
We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…
Consensus is a most fundamental task in distributed computing. This paper studies the consensus problem for a set of processes connected by a dynamic directed network, in which computation and communication is lock-step synchronous but…
We study the problem of sorting under incomplete information, when queries are used to resolve uncertainties. Each of $n$ data items has an unknown value, which is known to lie in a given interval. We can pay a query cost to learn the…