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Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…

Optimization and Control · Mathematics 2020-10-01 Iman Shames , Farhad Farokhi

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We show optimal lower bounds for spanning forest computation in two different models: * One wants a data structure for fully dynamic spanning forest in which updates can insert or delete edges amongst a base set of $n$ vertices. The sole…

Data Structures and Algorithms · Computer Science 2019-11-27 Jelani Nelson , Huacheng Yu

The optimal connecting network problem generalizes many models of structure optimization known from the literature, including communication and transport network topology design, graph cut and graph clustering, structure identification from…

Combinatorics · Mathematics 2018-08-22 Mikhail Goubko , Alexander Kuznetsov

This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…

Statistics Theory · Mathematics 2017-05-08 Jianqing Fan , Weichen Wang , Ziwei Zhu

The decision tree is one of the most fundamental programming abstractions. A commonly used type of decision tree is the alphabetic binary tree, which uses (without loss of generality) ``less than'' versus ''greater than or equal to'' tests…

Performance · Computer Science 2007-07-13 Michael B. Baer

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma

This paper deals with the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We propose a new nuclear norm penalized estimator of $A_0$ and…

Statistics Theory · Mathematics 2016-03-24 Vladimir Koltchinskii , Alexandre B. Tsybakov , Karim Lounici

Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…

Machine Learning · Computer Science 2025-11-19 Varun Babbar , Hayden McTavish , Cynthia Rudin , Margo Seltzer

Backtracking line search is foundational in numerical optimization. The basic idea is to adjust the step-size of an algorithm by a constant factor until some chosen criterion (e.g. Armijo, Descent Lemma) is satisfied. We propose a novel way…

Optimization and Control · Mathematics 2025-05-28 Joao V. Cavalcanti , Laurent Lessard , Ashia C. Wilson

We present a comprehensive classical and parameterized complexity analysis of decision tree pruning operations, extending recent research on the complexity of learning small decision trees. Thereby, we offer new insights into the…

Machine Learning · Computer Science 2025-03-06 Juha Harviainen , Frank Sommer , Manuel Sorge , Stefan Szeider

We study the problem of scheduling $n$ independent moldable tasks on $m$ processors that arises in large-scale parallel computations. When tasks are monotonic, the best known result is a $(\frac{3}{2}+\epsilon)$-approximation algorithm for…

Data Structures and Algorithms · Computer Science 2023-03-30 Xiaohu Wu , Patrick Loiseau

We present a new trace estimator of the matrix whose explicit form is not given but its matrix multiplication to a vector is available. The form of the estimator is similar to the Hutchison stochastic trace estimator, but instead of the…

Machine Learning · Statistics 2016-06-20 Boram Yoon

Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…

Machine Learning · Computer Science 2022-10-27 Ali Behrouz , Mathias Lecuyer , Cynthia Rudin , Margo Seltzer

Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…

Methodology · Statistics 2024-02-05 Meijia Shao , Dong Xia , Yuan Zhang , Qiong Wu , Shuo Chen

This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…

Optimization and Control · Mathematics 2024-08-12 Zhaoen Li , Maoqi Liu , Zhi-Hai Zhang

Hutchinson estimators are widely employed in training divergence-based likelihoods for diffusion models to ensure optimal transport (OT) properties. However, this estimator often suffers from high variance and scalability concerns. To…

Machine Learning · Computer Science 2025-02-27 Xinyang Liu , Hengrong Du , Wei Deng , Ruqi Zhang

In this paper, we focus our attention on the high-dimensional double sparse linear regression, that is, a combination of element-wise and group-wise sparsity. To address this problem, we propose an IHT-style (iterative hard thresholding)…

Statistics Theory · Mathematics 2024-12-10 Yanhang Zhang , Zhifan Li , Shixiang Liu , Jianxin Yin

Permutation pattern-avoidance is a central concept of both enumerative and extremal combinatorics. In this paper we study the effect of permutation pattern-avoidance on the complexity of optimization problems. In the context of the dynamic…

Data Structures and Algorithms · Computer Science 2025-11-25 Benjamin Aram Berendsohn , László Kozma , Michal Opler

In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular, we obtain improved dynamic algorithms that, given an unweighted and…

Data Structures and Algorithms · Computer Science 2022-09-09 Jan van den Brand , Sebastian Forster , Yasamin Nazari
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