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In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2023-03-01 Spyridon Pougkakiotis , Jacek Gondzio , Dionysios S. Kalogerias

We propose an algorithm for approximative dictionary lookup, where altered strings are matched against reference forms. The algorithm makes use of a divergence function between strings -- broadly belonging to the family of edit distances;…

Computation and Language · Computer Science 2021-09-03 Pascal Vaillant

#SMT, or model counting for logical theories, is a well-known hard problem that generalizes such tasks as counting the number of satisfying assignments to a Boolean formula and computing the volume of a polytope. In the realm of…

Logic in Computer Science · Computer Science 2015-10-30 Dmitry Chistikov , Rayna Dimitrova , Rupak Majumdar

A dictionary is a database of standard vectors, so that other vectors / signals are expressed as linear combinations of dictionary vectors, and the task of learning a dictionary for a given data is to find a good dictionary so that the…

Machine Learning · Computer Science 2020-07-09 Mohammed Rayyan Sheriff , Debasish Chatterjee

This paper presents new theoretical results on sparse recovery guarantees for a greedy algorithm, Orthogonal Matching Pursuit (OMP), in the context of continuous parametric dictionaries. Here, the continuous setting means that the…

Information Theory · Computer Science 2020-12-23 Clément Elvira , Rémi Gribonval , Charles Soussen , Cédric Herzet

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

Optimization and Control · Mathematics 2022-12-14 Thang Tran Ngoc , Hai Trinh Ngoc

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht

Efficient multi-hop reasoning requires Large Language Models (LLMs) based agents to acquire high-value external knowledge iteratively. Previous work has explored reinforcement learning (RL) to train LLMs to perform search-based document…

Computation and Language · Computer Science 2025-05-27 Ziliang Wang , Xuhui Zheng , Kang An , Cijun Ouyang , Jialu Cai , Yuhang Wang , Yichao Wu

Efficiently representing real world data in a succinct and parsimonious manner is of central importance in many fields. We present a generalized greedy pursuit framework, allowing us to efficiently solve structured matrix factorization…

Machine Learning · Computer Science 2016-02-15 Rajiv Khanna , Michael Tschannen , Martin Jaggi

In this paper, the use of partitioned linear multistep methods (PLMM) as time integrators for the numerical approximation of some partial differential equations (pdes) is studied. We consider the periodic initial-value problem of two…

Numerical Analysis · Mathematics 2025-11-06 Begoña Cano , Angel Durán , Melquíades Rodríguez

We present a new algorithm which detects the maximal possible number of matched disjoint pairs satisfying a given caliper when a bipartite matching is done with respect to a scalar index (e.g., propensity score), and constructs a…

Computation · Statistics 2022-07-20 Pavel S. Ruzankin

As a popular meta-learning approach, the model-agnostic meta-learning (MAML) algorithm has been widely used due to its simplicity and effectiveness. However, the convergence of the general multi-step MAML still remains unexplored. In this…

Machine Learning · Computer Science 2020-07-14 Kaiyi Ji , Junjie Yang , Yingbin Liang

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the…

Numerical Analysis · Mathematics 2021-07-28 J. J. Alvarez-Sanchez , M. Gadella , L. P. Lara

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

In some applications, one is interested in reconstructing a function $f$ from its Fourier series coefficients. The problem is that the Fourier series is slowly convergent if the function is non-periodic, or is non-smooth. In this paper, we…

Numerical Analysis · Mathematics 2020-04-14 David Levin

The full-waveform inversion (FWI) addresses the computation and characterization of subsurface model parameters by matching predicted data to observed seismograms in the frame of nonlinear optimization. We formulate FWI as a nonlinearly…

Optimization and Control · Mathematics 2021-08-26 Ali Gholami , Hossein S. Aghamiry , Stéphane Operto

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

Algebraic Topology · Mathematics 2023-02-10 Aina Ferrà , Carles Casacuberta , Oriol Pujol

Recent work has suggested using Monte Carlo methods based on piecewise deterministic Markov processes (PDMPs) to sample from target distributions of interest. PDMPs are non-reversible continuous-time processes endowed with momentum, and…

Machine Learning · Statistics 2024-06-28 Paul Fearnhead , Sebastiano Grazzi , Chris Nemeth , Gareth O. Roberts

We show, that the Complex Step approximation to the Fr\'echet derivative of real matrix functions is applicable to the matrix sign, square root and polar mapping using iterative schemes. While this property was already discovered for the…

Numerical Analysis · Mathematics 2022-10-21 Tom Werner