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We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for Gaussian processes. Under certain conditions, including bounded condition number…

Applications · Statistics 2013-12-11 Michael L. Stein , Jie Chen , Mihai Anitescu

Self-consistency (SC), a widely used decoding strategy for chain-of-thought reasoning, shows significant gains across various multi-step reasoning tasks but comes with a high cost due to multiple sampling with the preset size. Its variants,…

Computation and Language · Computer Science 2025-02-13 Xinglin Wang , Shaoxiong Feng , Yiwei Li , Peiwen Yuan , Yueqi Zhang , Chuyi Tan , Boyuan Pan , Yao Hu , Kan Li

Low-rank approximation and column subset selection are two fundamental and related problems that are applied across a wealth of machine learning applications. In this paper, we study the question of socially fair low-rank approximation and…

Machine Learning · Computer Science 2024-12-10 Zhao Song , Ali Vakilian , David P. Woodruff , Samson Zhou

Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…

Computation · Statistics 2025-06-05 Dandan Jiang , Bo Fu , Weiwei Xu

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

Classification systems are often deployed in resource-constrained settings where labels must be assigned to inputs on a budget of time, memory, etc. Budgeted, sequential classifiers (BSCs) address these scenarios by processing inputs…

Neural and Evolutionary Computing · Computer Science 2022-09-08 Nolan H. Hamilton , Errin Fulp

Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…

Data Structures and Algorithms · Computer Science 2023-04-11 Prateek Bhakta , Ben Cousins , Matthew Fahrbach , Dana Randall

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…

Information Theory · Computer Science 2019-08-30 Chencheng Ye , Ying Cui

We present a simple randomized algorithm that approximates the number of satisfying assignments of Boolean formulas in conjunctive normal form. To the best of our knowledge this is the first algorithm which approximates #k-SAT for any k >=…

Data Structures and Algorithms · Computer Science 2011-07-12 Marc Thurley

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…

Machine Learning · Statistics 2017-06-16 Simone Scardapane , Paolo Di Lorenzo

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification. To this end, we put forth a recursive momentum-based…

Optimization and Control · Mathematics 2025-08-04 Basil M. Idrees , Lavish Arora , Ketan Rajawat

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

One of the classic results in scheduling theory is the 2-approximation algorithm by Lenstra, Shmoys, and Tardos for the problem of scheduling jobs to minimize makespan on unrelated machines, i.e., job j requires time p_{ij} if processed on…

Data Structures and Algorithms · Computer Science 2011-03-22 Ola Svensson

We consider a large family of problems in which an ordering (or, more precisely, a chain of subsets) of a finite set must be chosen to minimize some weighted sum of costs. This family includes variations of Min Sum Set Cover (MSSC), several…

Data Structures and Algorithms · Computer Science 2021-06-28 Felix Happach , Lisa Hellerstein , Thomas Lidbetter

We study the canonical problem of maximizing a stochastic submodular function subject to a cardinality constraint, where the goal is to select a subset from a ground set of items with uncertain individual performances to maximize their…

Data Structures and Algorithms · Computer Science 2019-05-10 Shreyas Sekar , Milan Vojnovic , Se-Young Yun

We present a new FPTAS for the Subset Sum Ratio problem, which, given a set of integers, asks for two disjoint subsets such that the ratio of their sums is as close to $1$ as possible. Our scheme makes use of exact and approximate…

Data Structures and Algorithms · Computer Science 2022-12-08 Giannis Alonistiotis , Antonis Antonopoulos , Nikolaos Melissinos , Aris Pagourtzis , Stavros Petsalakis , Manolis Vasilakis

The adaptive $s$-step CG algorithm is a solver for sparse, symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we…

Numerical Analysis · Mathematics 2019-08-13 Erin C. Carson