Related papers: Fast Approximation of Persistence Diagrams with Gu…
Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…
The persistence diagram, which describes the topological features of a dataset, is a key descriptor in Topological Data Analysis. The "Discrete Morse Sandwich" (DMS) method has been reported to be the most efficient algorithm for computing…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
The Primal-Dual (PD) algorithm is widely used in convex optimization to determine saddle points. While the stability of the PD algorithm can be easily guaranteed, strict contraction is nontrivial to establish in most cases. This work…
Estimating similarity between vertices is a fundamental issue in network analysis across various domains, such as social networks and biological networks. Methods based on common neighbors and structural contexts have received much…
We study approximation algorithms for the following three string measures that are widely used in practice: edit distance (ED), longest common subsequence (LCS), and longest increasing sequence (LIS). All three problems can be solved…
Stochastic saddle point (SSP) problems are, in general, less studied compared to stochastic minimization problems. However, SSP problems emerge from machine learning (adversarial training, e.g., GAN, AUC maximization), statistics (robust…
We study sublinear time algorithms for estimating the size of maximum matching. After a long line of research, the problem was finally settled by Behnezhad [FOCS'22], in the regime where one is willing to pay an approximation factor of $2$.…
Persistence diagrams have been widely used to quantify the underlying features of filtered topological spaces in data visualization. In many applications, computing distances between diagrams is essential; however, computing these distances…
Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…
Stochastic Gradient Descent (SGD) and its Ruppert-Polyak averaged variant (ASGD) lie at the heart of modern large-scale learning, yet their theoretical properties in high-dimensional settings are rarely understood. In this paper, we provide…
This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
Finding patterns in graphs is a fundamental problem in databases and data mining. In many applications, graphs are temporal and evolve over time, so we are interested in finding durable patterns, such as triangles and paths, which persist…
In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…
Memory is a key computational bottleneck when solving large-scale convex optimization problems such as semidefinite programs (SDPs). In this paper, we focus on the regime in which storing an $n\times n$ matrix decision variable is…
Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…
Traditional problems in computational geometry involve aspects that are both discrete and continuous. One such example is nearest-neighbor searching, where the input is discrete, but the result depends on distances, which vary continuously.…
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…
In this paper, we propose the first continuous optimization algorithms that achieve a constant factor approximation guarantee for the problem of monotone continuous submodular maximization subject to a linear constraint. We first prove that…