Related papers: Almost Linear Constant-Factor Sketching for $\ell_…

We consider the problem of estimating the graph associated with a binary Ising Markov random field. We describe a method based on $\ell_1$-regularized logistic regression, in which the neighborhood of any given node is estimated by…

In this paper, we present long-awaited algorithmic advances toward the efficient construction of near-optimal replenishment policies for a true inventory management classic, the economic warehouse lot scheduling problem. While this paradigm…

Least-mean squares (LMS) solvers such as Linear / Ridge / Lasso-Regression, SVD and Elastic-Net not only solve fundamental machine learning problems, but are also the building blocks in a variety of other methods, such as decision trees and…

We give an algorithm which for an input planar graph $G$ of $n$ vertices and integer $k$, in $\min\{O(n\log^3n),O(nk^2)\}$ time either constructs a branch-decomposition of $G$ with width at most $(2+\delta)k$, $\delta>0$ is a constant, or a…

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for…

Computing the approximate quantiles or ranks of a stream is a fundamental task in data monitoring. Given a stream of elements $x_1, x_2, \dots, x_n$ and a query $x$, a relative-error quantile estimation algorithm can estimate the rank of…

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…

Many learning tasks, such as cross-validation, parameter search, or leave-one-out analysis, involve multiple instances of similar problems, each instance sharing a large part of learning data with the others. We introduce a robust framework…

Consider the following class of learning schemes: $$\hat{\boldsymbol{\beta}} := \arg\min_{\boldsymbol{\beta}}\;\sum_{j=1}^n \ell(\boldsymbol{x}_j^\top\boldsymbol{\beta}; y_j) + \lambda R(\boldsymbol{\beta}),\qquad\qquad (1) $$ where…

Linear sketches are powerful algorithmic tools that turn an n-dimensional input into a concise lower-dimensional representation via a linear transformation. Such sketches have seen a wide range of applications including norm estimation over…

In this paper we provide new randomized algorithms with improved runtimes for solving linear programs with two-sided constraints. In the special case of the minimum cost flow problem on $n$-vertex $m$-edge graphs with integer…

In logistic regression, it is often desirable to utilize regularization to promote sparse solutions, particularly for problems with a large number of features compared to available labels. In this paper, we present screening rules that…

We study when a single linear sketch can control the largest and smallest nonzero singular values of every rank-$r$ matrix. Classical oblivious embeddings require $s=\Theta(r/\varepsilon^{2})$ for $(1\pm\varepsilon)$ distortion, but this…

We study the problem of sketching an input graph, so that given the sketch, one can estimate the weight of any cut in the graph within factor $1+\epsilon$. We present lower and upper bounds on the size of a randomized sketch, focusing on…

We study gradient descent (GD) with a constant stepsize for $\ell_2$-regularized logistic regression with linearly separable data. Classical theory suggests small stepsizes to ensure monotonic reduction of the optimization objective,…

We study realizable continual linear regression under random task orderings, a common setting for developing continual learning theory. In this setup, the worst-case expected loss after $k$ learning iterations admits a lower bound of…

We study the problem of robustly learning multi-dimensional histograms. A $d$-dimensional function $h: D \rightarrow \mathbb{R}$ is called a $k$-histogram if there exists a partition of the domain $D \subseteq \mathbb{R}^d$ into $k$…

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…