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The problem of finding a center string that is `close' to every given string arises and has many applications in computational biology and coding theory. This problem has two versions: the Closest String problem and the Closest Substring…

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

The little Grothendieck problem consists of maximizing $\sum_{ij}C_{ij}x_ix_j$ over binary variables $x_i\in\{\pm1\}$, where C is a positive semidefinite matrix. In this paper we focus on a natural generalization of this problem, the little…

Partial Set Cover (PSC) is a generalization of the well-studied Set Cover problem (SC). In PSC the input consists of an integer $k$ and a set system $(U,S)$ where $U$ is a finite set, and $S \subseteq 2^U$ is a collection of subsets of $U$.…

Finding the minimum of a multivariate real polynomial is a well-known hard problem with various applications. We present a polynomial time algorithm to approximate such lower bounds via sums of nonnegative circuit polynomials (SONC). As a…

We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…

In this article, we consider the Euclidean dispersion problems. Let $P=\{p_{1}, p_{2}, \ldots, p_{n}\}$ be a set of $n$ points in $\mathbb{R}^2$. For each point $p \in P$ and $S \subseteq P$, we define $cost_{\gamma}(p,S)$ as the sum of…

Given $k$ collections of 2SAT clauses on the same set of variables $V$, can we find one assignment that satisfies a large fraction of clauses from each collection? We consider such simultaneous constraint satisfaction problems, and design…

We study several stochastic combinatorial problems, including the expected utility maximization problem, the stochastic knapsack problem and the stochastic bin packing problem. A common technical challenge in these problems is to optimize…

Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

We consider three shortest path problems in directed graphs with random arc lengths. For the first and the second problems, a risk measure is involved. While the first problem consists in finding a path minimizing this risk measure, the…

In this paper, we propose a proximal stochasitc gradient algorithm (PSGA) for solving composite optimization problems by incorporating variance reduction techniques and an adaptive step-size strategy. In the PSGA method, the objective…

The distance from calibration, introduced by B{\l}asiok, Gopalan, Hu, and Nakkiran (STOC 2023), has recently emerged as a central measure of miscalibration for probabilistic predictors. We study the fundamental problems of computing and…

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

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…

Despite the rise to fame of incremental variance-reduced methods in recent years, their use in nonsmooth optimization is still limited to few simple cases. This is due to the fact that existing methods require to evaluate the proximity…

In stochastic optimization, the population risk is generally approximated by the empirical risk. However, in the large-scale setting, minimization of the empirical risk may be computationally restrictive. In this paper, we design an…

We consider the class of counting problems,i.e. functions in $\#$P, which are self reducible, and have easy decision version, i.e. for every input it is easy to decide if the value of the function $f(x)$ is zero. For example,…

G-computation has become a widely used robust method for estimating unconditional (marginal) treatment effects with covariate adjustment in the analysis of randomized clinical trials. Statistical inference in this context typically relies…