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This article derives lower bounds on the convergence rate of continuous-time gradient-based optimization algorithms. The algorithms are subjected to a time-normalization constraint that avoids a reparametrization of time in order to make…

Optimization and Control · Mathematics 2020-08-04 Michael Muehlebach , Michael I. Jordan

A trust-region algorithm is presented for finding approximate minimizers of smooth unconstrained functions whose values and derivatives are subject to random noise. It is shown that, under suitable probabilistic assumptions, the new method…

Optimization and Control · Mathematics 2022-01-03 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

We study the sample complexity of the Sign-Perturbed Sums (SPS) method, which constructs exact, non-asymptotic confidence regions for the true system parameters under mild statistical assumptions, such as independent and symmetric noise…

Machine Learning · Statistics 2024-09-04 Szabolcs Szentpéteri , Balázs Csanád Csáji

Recently, due to an increasing interest for transparency in artificial intelligence, several methods of explainable machine learning have been developed with the simultaneous goal of accuracy and interpretability by humans. In this paper,…

Machine Learning · Computer Science 2021-07-16 Hossein Esfandiari , Vahab Mirrokni , Shyam Narayanan

We consider the Minimum Coverage Kernel problem: given a set $B$ of $d$-dimensional boxes, find a subset of $B$ of minimum size covering the same region as $B$. This problem is $\mathsf{NP}$-hard, but as for many $\mathsf{NP}$-hard problems…

Computational Geometry · Computer Science 2018-05-17 Jérémy Barbay , Pablo Pérez-Lantero , Javiel Rojas-Ledesma

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…

Machine Learning · Statistics 2024-01-30 Charles Guille-Escuret , Eugene Ndiaye

In the standard planar $k$-center clustering problem, one is given a set $P$ of $n$ points in the plane, and the goal is to select $k$ center points, so as to minimize the maximum distance over points in $P$ to their nearest center. Here we…

Computational Geometry · Computer Science 2021-09-29 Hongyao Huang , Georgiy Klimenko , Benjamin Raichel

Partitioning algorithms play a key role in many scientific and engineering disciplines. A partitioning algorithm divides a set into a number of disjoint subsets or partitions. Often, the quality of the resulted partitions is measured by the…

Information Theory · Computer Science 2022-11-09 Thuan Nguyen , Hoang Le , Thinh Nguyen

For any class of one-sided $1-\alpha$ confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two…

Statistics Theory · Mathematics 2012-11-19 Weizhen Wang

Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Marek W. Rupniewski

A time series is a sequence of data items; typical examples are videos, stock ticker data, or streams of temperature measurements. Quite some research has been devoted to comparing and indexing simple time series, i.e., time series where…

Computational Complexity · Computer Science 2018-06-04 Jörg P. Bachmann , Johann-Christoph Freytag , Benjamin Hauskeller , Nicole Schweikardt

Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…

Optimization and Control · Mathematics 2018-05-22 Mark Cannon

The area of parameterized approximation seeks to combine approximation and parameterized algorithms to obtain, e.g., (1+eps)-approximations in f(k,eps)n^{O(1)} time where k is some parameter of the input. We obtain the following results on…

Data Structures and Algorithms · Computer Science 2019-06-27 Fabrizio Grandoni , Stefan Kratsch , Andreas Wiese

In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…

Optimization and Control · Mathematics 2016-09-26 Ruobing Chen , Matt Menickelly , Katya Scheinberg

We resolve the space complexity of single-pass streaming algorithms for approximating the classic set cover problem. For finding an $\alpha$-approximate set cover (for any $\alpha= o(\sqrt{n})$) using a single-pass streaming algorithm, we…

Data Structures and Algorithms · Computer Science 2016-03-21 Sepehr Assadi , Sanjeev Khanna , Yang Li

The $k$-Means clustering problem on $n$ points is NP-Hard for any dimension $d\ge 2$, however, for the 1D case there exists exact polynomial time algorithms. Previous literature reported an $O(kn^2)$ time dynamic programming algorithm that…

Data Structures and Algorithms · Computer Science 2018-04-26 Allan Grønlund , Kasper Green Larsen , Alexander Mathiasen , Jesper Sindahl Nielsen , Stefan Schneider , Mingzhou Song

Standard confidence intervals employed in applied statistical analysis are usually based on asymptotic approximations. Such approximations can be considerably inaccurate in small and moderate sized samples. We derive accurate confidence…

Statistics Theory · Mathematics 2020-12-14 Eliane C. Pinheiro , Silvia L. P. Ferrari , Francisco M. C. Medeiros

We study the classic set cover problem from the perspective of sub-linear algorithms. Given access to a collection of $m$ sets over $n$ elements in the query model, we show that sub-linear algorithms derived from existing techniques have…

Data Structures and Algorithms · Computer Science 2019-02-12 Piotr Indyk , Sepideh Mahabadi , Ronitt Rubinfeld , Ali Vakilian , Anak Yodpinyanee

Let $P$ be a set of $n$ points in the plane. We show how to find, for a given integer $k>0$, the smallest-area axis-parallel rectangle that covers $k$ points of $P$ in $O(nk^2 \log n+ n\log^2 n)$ time. We also consider the problem of, given…

Computational Geometry · Computer Science 2019-07-12 Mark de Berg , Sergio Cabello , Otfried Cheong , David Eppstein , Christian Knauer