Related papers: Fast Regression for Structured Inputs
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
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…
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…
In this paper, we consider the problem of $\ell_{p}$ norm linear regression, which has several applications such as in sparse recovery, data clustering, and semi-supervised learning. The problem, even though convex, does not enjoy a…
We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…
We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…
We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…
A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…
The turnstile data stream model offers the most flexible framework where data can be manipulated dynamically, i.e., rows, columns, and even single entries of an input matrix can be added, deleted, or updated multiple times in a data stream.…
Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…
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 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 /…
Given a matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ and a vector $b \in\mathbb{R}^{d}$, we show how to compute an $\epsilon$-approximate solution to the regression problem $ \min_{x\in\mathbb{R}^{d}}\frac{1}{2} \|\mathbf{A} x - b\|_{2}^{2}…
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…
Work on approximate linear algebra has led to efficient distributed and streaming algorithms for problems such as approximate matrix multiplication, low rank approximation, and regression, primarily for the Euclidean norm $\ell_2$. We study…
This paper studies the \emph{subset sampling} problem. The input is a set $\mathcal{S}$ of $n$ records together with a function $\textbf{p}$ that assigns each record $v\in\mathcal{S}$ a probability $\textbf{p}(v)$. A query returns a random…
Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…
As a conclusion in classical linear algebra, an underdetermined linear equations usually have an infinite number of solutions. The sparest one among these solutions is significant in many applications. This problem can be modeled as the…
In many application areas we are faced with the following question: Can we recover a sparse vector $x_o \in \mathbb{R}^N$ from its undersampled set of noisy observations $y \in \mathbb{R}^n$, $y=A x_o+w$. The last decade has witnessed a…
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 $O^*(n^{|1/2 - 1/p|})$…