Related papers: Improved Iteration Complexities for Overconstraine…
We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}})…
The $\ell_p$-norm regression problem is a classic problem in optimization with wide ranging applications in machine learning and theoretical computer science. The goal is to compute $x^{\star} =\arg\min_{Ax=b}\|x\|_p^p$, where $x^{\star}\in…
In recent years, there have been significant advances in efficiently solving $\ell_s$-regression using linear system solvers and $\ell_2$-regression [Adil-Kyng-Peng-Sachdeva, J. ACM'24]. Would efficient smoothed $\ell_p$-norm solvers lead…
We introduce fast algorithms for solving $\ell_{p}$ regression problems using the iteratively reweighted least squares (IRLS) method. Our approach achieves state-of-the-art iteration complexity, outperforming the IRLS algorithm by…
We study the $\ell_p$ regression problem, which requires finding $\mathbf{x}\in\mathbb R^{d}$ that minimizes $\|\mathbf{A}\mathbf{x}-\mathbf{b}\|_p$ for a matrix $\mathbf{A}\in\mathbb R^{n \times d}$ and response vector…
Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…
We study active sampling algorithms for linear regression, which aim to query only a few entries of a target vector $b\in\mathbb R^n$ and output a near minimizer to $\min_{x\in\mathbb R^d} \|Ax-b\|$, for a design matrix $A\in\mathbb R^{n…
We provide fast algorithms for overconstrained $\ell_p$ regression and related problems: for an $n\times d$ input matrix $A$ and vector $b\in\mathbb{R}^n$, in $O(nd\log n)$ time we reduce the problem $\min_{x\in\mathbb{R}^d} \|Ax-b\|_p$ to…
For a matrix $A\in \mathbb{R}^{n\times d}$ with $n\geq d$, we consider the dual problems of $\min \|Ax-b\|_p^p, \, b\in \mathbb{R}^n$ and $\min_{A^\top x=b} \|x\|_p^p,\, b\in \mathbb{R}^d$. We improve the runtimes for solving these problems…
Data subsampling is one of the most natural methods to approximate a massively large data set by a small representative proxy. In particular, sensitivity sampling received a lot of attention, which samples points proportional to an…
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…
Recent advances (Sherman, 2017; Sidford and Tian, 2018; Cohen et al., 2021) have overcome the fundamental barrier of dimension dependence in the iteration complexity of solving $\ell_\infty$ regression with first-order methods. Yet it…
The Lp regression problem takes as input a matrix $A \in \Real^{n \times d}$, a vector $b \in \Real^n$, and a number $p \in [1,\infty)$, and it returns as output a number ${\cal Z}$ and a vector $x_{opt} \in \Real^d$ such that ${\cal Z} =…
The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…
A coreset of a dataset with $n$ examples and $d$ features is a weighted subset of examples that is sufficient for solving downstream data analytic tasks. Nearly optimal constructions of coresets for least squares and $\ell_p$ linear…
Motivated by $\ell_p$-optimization arising from sparse optimization, high dimensional data analytics and statistics, this paper studies sparse properties of a wide range of $p$-norm based optimization problems with $p > 1$, including…
We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…
Oblivious low-distortion subspace embeddings are a crucial building block for numerical linear algebra problems. We show for any real $p, 1 \leq p < \infty$, given a matrix $M \in \mathbb{R}^{n \times d}$ with $n \gg d$, with constant…
Iteratively reweighted $\ell_1$ algorithm is a popular algorithm for solving a large class of optimization problems whose objective is the sum of a Lipschitz differentiable loss function and a possibly nonconvex sparsity inducing…
We consider the problem of linear regression where the $\ell_2^n$ norm loss (i.e., the usual least squares loss) is replaced by the $\ell_p^n$ norm. We show how to solve such problems up to machine precision in $O^*(n^{|1/2 - 1/p|})$…