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This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…

Optimization and Control · Mathematics 2020-10-05 Guanghui Lan , Zhiqiang Zhou

We study the problem of testing whether a matrix $\mathbf{A} \in \mathbb{R}^{n \times n}$ with bounded entries ($\|\mathbf{A}\|_\infty \leq 1$) is positive semi-definite (PSD), or $\epsilon$-far in Euclidean distance from the PSD cone,…

Data Structures and Algorithms · Computer Science 2020-09-21 Ainesh Bakshi , Nadiia Chepurko , Rajesh Jayaram

We study the approximability of two related problems on graphs with $n$ nodes and $m$ edges: $n$-Pairs Shortest Paths ($n$-PSP), where the goal is to find a shortest path between $O(n)$ prespecified pairs, and All Node Shortest Cycles…

Data Structures and Algorithms · Computer Science 2022-09-21 Mina Dalirrooyfard , Ce Jin , Virginia Vassilevska Williams , Nicole Wein

We study monotonicity testing of functions $f \colon \{0,1\}^d \to \{0,1\}$ using sample-based algorithms, which are only allowed to observe the value of $f$ on points drawn independently from the uniform distribution. A classic result by…

Data Structures and Algorithms · Computer Science 2024-08-21 Hadley Black

Stochastic convex optimization over an $\ell_1$-bounded domain is ubiquitous in machine learning applications such as LASSO but remains poorly understood when learning with differential privacy. We show that, up to logarithmic factors the…

Machine Learning · Computer Science 2021-03-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We consider a class of convex optimization problems over the simplex of probability measures. Our framework comprises optimal experimental design (OED) problems, in which the measure over the design space indicates which experiments are…

Numerical Analysis · Mathematics 2020-04-20 Roland Herzog , Eric Legler

Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…

Optimization and Control · Mathematics 2025-12-01 Lesi Chen , Jingzhao Zhang

We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poincar\'e inequality) as well as more general settings with…

Statistics Theory · Mathematics 2023-06-29 Jiaojiao Fan , Bo Yuan , Yongxin Chen

The problem of monotonicity testing over the hypergrid and its special case, the hypercube, is a classic, well-studied, yet unsolved question in property testing. We are given query access to $f:[k]^n \mapsto \R$ (for some ordered range…

Discrete Mathematics · Computer Science 2014-04-04 Deeparnab Chakrabarty , C. Seshadhri

We examine the rate of convergence of the Lasso estimator of lower dimensional components of the high-dimensional parameter. Under bounds on the $\ell_1$-norm on the worst possible sub-direction these rates are of order $\sqrt {|J| \log p /…

Statistics Theory · Mathematics 2014-03-28 Sara van de Geer

We establish upper bounds for the expected excess risk of models trained by proper iterative algorithms which approximate the local minima. Unlike the results built upon the strong globally strongly convexity or global growth conditions…

Machine Learning · Computer Science 2022-10-11 Mingyang Yi , Ruoyu Wang , Zhi-Ming Ma

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

This paper is concerned with the hard thresholding operator which sets all but the $k$ largest absolute elements of a vector to zero. We establish a {\em tight} bound to quantitatively characterize the deviation of the thresholded solution…

Machine Learning · Statistics 2020-08-12 Jie Shen , Ping Li

In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…

Data Structures and Algorithms · Computer Science 2018-11-01 Alina Ene , Huy L. Nguyen

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

In group testing, the goal is to identify a subset of defective items within a larger set of items based on tests whose outcomes indicate whether any defective item is present. This problem is relevant in areas such as medical testing, data…

Information Theory · Computer Science 2020-11-11 Nelvin Tan , Jonathan Scarlett

Estimating the length of the longest increasing subsequence (LIS) in an array is a problem of fundamental importance. Despite the significance of the LIS estimation problem and the amount of attention it has received, there are important…

Data Structures and Algorithms · Computer Science 2021-02-12 Ilan Newman , Nithin Varma

Parameter testing algorithms are using constant number of queries to estimate the value of a certain parameter of a very large finite graph. It is well-known that graph parameters such as the independence ratio or the edit-distance from…

Combinatorics · Mathematics 2009-07-02 Gabor Elek

We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

We study the set of solutions to a parameterized, strongly convex optimization problem whose cost depends on uncertain, bounded parameters. We compute a certified outer approximation of the corresponding set of optimizers, using convergence…

Optimization and Control · Mathematics 2026-05-01 Brendan Gould , Chih-Yuan Chiu , Antoine P. Leeman , Kyriakos G. Vamvoudakis , Samuel Coogan , Glen Chou