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We study high-dimensional least-squares regression within a subgaussian statistical learning framework with heterogeneous noise. It includes $s$-sparse and $r$-low-rank least-squares regression when a fraction $\epsilon$ of the labels are…

Statistics Theory · Mathematics 2023-11-01 Philip Thompson

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…

Information Retrieval · Computer Science 2018-03-06 Michiel Stock , Krzysztof Dembczynski , Bernard De Baets , Willem Waegeman

Sparse linear regression is the well-studied inference problem where one is given a design matrix $\mathbf{A} \in \mathbb{R}^{M\times N}$ and a response vector $\mathbf{b} \in \mathbb{R}^M$, and the goal is to find a solution $\mathbf{x}…

Machine Learning · Computer Science 2022-02-17 Aparna Gupte , Vinod Vaikuntanathan

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Many applications like audio and image processing show that sparse representations are a powerful and efficient signal modeling technique. Finding an optimal dictionary that generates at the same time the sparsest representations of data…

Machine Learning · Computer Science 2022-01-12 Paul Irofti , Cristian Rusu , Andrei Pătraşcu

Given a dataset of $n$ i.i.d. samples from an unknown distribution $P$, we consider the problem of generating a sample from a distribution that is close to $P$ in total variation distance, under the constraint of differential privacy (DP).…

Data Structures and Algorithms · Computer Science 2023-06-23 Badih Ghazi , Xiao Hu , Ravi Kumar , Pasin Manurangsi

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $\sigma$ of a polynomial $y = p(x)$, but have a $\rho$ chance of being arbitrary adversarial outliers. Previously, it…

Data Structures and Algorithms · Computer Science 2017-08-11 Daniel Kane , Sushrut Karmalkar , Eric Price

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise…

Data Structures and Algorithms · Computer Science 2019-01-08 Sushrut Karmalkar , Eric Price

We consider the problem of learning a sparse graph underlying an undirected Gaussian graphical model, a key problem in statistical machine learning. Given $n$ samples from a multivariate Gaussian distribution with $p$ variables, the goal is…

Machine Learning · Computer Science 2026-04-07 Kayhan Behdin , Wenyu Chen , Rahul Mazumder

Consider a set $P$ of $n$ points picked uniformly and independently from $[0,1]^d$ for a constant dimension $d$ -- such a point set is extremely well behaved in many aspects. For example, for a fixed $r \in [0,1]$, we prove a new…

Computational Geometry · Computer Science 2023-11-01 Sariel Har-Peled , Elfarouk Harb

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…

Data Structures and Algorithms · Computer Science 2015-01-09 Aditya Bhaskara , Ananda Theertha Suresh , Morteza Zadimoghaddam

We make progress on two important problems regarding attribute efficient learnability. First, we give an algorithm for learning decision lists of length $k$ over $n$ variables using $2^{\tilde{O}(k^{1/3})} \log n$ examples and time…

Machine Learning · Computer Science 2007-05-23 Adam R. Klivans , Rocco A. Servedio

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 at least one defective item is present. This problem is relevant in areas such as medical…

Information Theory · Computer Science 2022-10-24 Eric Price , Jonathan Scarlett , Nelvin Tan

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…

Statistics Theory · Mathematics 2022-06-22 Tselil Schramm , Alexander S. Wein

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…

Statistics Theory · Mathematics 2014-05-22 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan