Related papers: Non-Asymptotic Analysis of Stochastic Approximatio…

Inference-time guidance is essential for steering generative robot policies toward dynamic objectives without retraining, yet existing methods are largely confined to chunk-based architectures that exhibit high latency and lack the…

We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic…

Trajectory forecasting is a widely-studied problem for autonomous navigation. However, existing benchmarks evaluate forecasting based on independent snapshots of trajectories, which are not representative of real-world applications that…

In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…

Streaming rendered content is an attractive way to bring high-quality graphics to billions of mobile devices that do not have sufficient rendering power. Existing solutions render content on a server at a fixed frame rate, typically 30 or…

Submodular maximization is one of the central topics in combinatorial optimization. It has found numerous applications in the real world. Streaming algorithms for submodule maximization have gained attention in recent years, allowing for…

We present an algorithm for the maximum matching problem in dynamic (insertion-deletions) streams with *asymptotically optimal* space complexity: for any $n$-vertex graph, our algorithm with high probability outputs an $\alpha$-approximate…

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition…

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

We explore the use of local algorithms in the design of streaming algorithms for the Maximum Directed Cut problem. Specifically, building on the local algorithm of Buchbinder et al. (FOCS'12) and Censor-Hillel et al. (ALGOSENSORS'17), we…

We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…

This work characterizes the benefits of averaging schemes widely used in conjunction with stochastic gradient descent (SGD). In particular, this work provides a sharp analysis of: (1) mini-batching, a method of averaging many samples of a…

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…

The stochastic proximal gradient method is a powerful generalization of the widely used stochastic gradient descent (SGD) method and has found numerous applications in Machine Learning. However, it is notoriously known that this method…

Many well-known, real-world problems involve dynamic data which describe the relationship among the entities. Hypergraphs are powerful combinatorial structures that are frequently used to model such data. For many of today's data-centric…

Big Data streams are being generated in a faster, bigger, and more commonplace. In this scenario, Hoeffding Trees are an established method for classification. Several extensions exist, including high-performing ensemble setups such as…