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Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…
Efficient and biologically plausible alternatives to backpropagation in neural network training remain a challenge due to issues such as high computational complexity and additional assumptions about neural networks, which limit scalability…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…
We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…
The most popular method for computing the matrix logarithm is a combination of the inverse scaling and squaring method in conjunction with a Pad\'e approximation, sometimes accompanied by the Schur decomposition. The main computational…
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.…
One of the most challenging issues in applied mathematics is to develop and analyze algorithms which are able to approximately compute solutions of high-dimensional nonlinear partial differential equations (PDEs). In particular, it is very…
Estimating symmetric properties of a distribution, e.g. support size, coverage, entropy, distance to uniformity, are among the most fundamental problems in algorithmic statistics. While each of these properties have been studied extensively…
Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…
Many popular learning algorithms (E.g. Regression, Fourier-Transform based algorithms, Kernel SVM and Kernel ridge regression) operate by reducing the problem to a convex optimization problem over a vector space of functions. These methods…
We calculate the least upper bounds of pointwise and uniform approximations for classes of $2\pi$-periodic functions expressible as convolutions of an arbitrary square summable kernel with functions, which belong to the unit ball of the…
This paper describes a novel method to approximate the polynomial coefficients of regression functions, with particular interest on multi-dimensional classification. The derivation is simple, and offers a fast, robust classification…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
This work introduces Bilinear Classes, a new structural framework, which permit generalization in reinforcement learning in a wide variety of settings through the use of function approximation. The framework incorporates nearly all existing…
Minimizing the sum of a convex function and a composite function appears in various fields. The generalized Levenberg--Marquardt (LM) method, also known as the prox-linear method, has been developed for such optimization problems. The…
The motivation of this work stems from the numerical approximation of bounded functions by polynomials satisfying the same bounds. The present contribution makes use of the recent algebraic characterization found in [B. Despr\'es, Numer.…
We present and study approximate notions of dimensional and margin complexity, which correspond to the minimal dimension or norm of an embedding required to approximate, rather then exactly represent, a given hypothesis class. We show that…
Given a univariate polynomial, its abscissa is the maximum real part of its roots. The abscissa arises naturally when controlling linear differential equations. As a function of the polynomial coefficients, the abscissa is H{\"o}lder…
We design new polynomials for representing threshold functions in three different regimes: probabilistic polynomials of low degree, which need far less randomness than previous constructions, polynomial threshold functions (PTFs) with…