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We resolve a long-standing open question, about the existence of a constant-factor approximation algorithm for the average-case \textsc{Decision Tree} problem with uniform probability distribution over the hypotheses. We answer the question…
The submodular knapsack problem (SKP), which seeks to maximize a submodular set function by selecting a subset of elements within a given budget, is an important discrete optimization problem. The majority of existing approaches to solving…
We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's…
We introduce and study the problem of consistent low-rank approximation, in which rows of an input matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ arrive sequentially and the goal is to provide a sequence of subspaces that well-approximate the…
The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…
Continuous DR-submodular functions are a class of functions that satisfy the Diminishing Returns (DR) property, which implies that they are concave along non-negative directions. Existing works have studied monotone continuous DR-submodular…
We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…
We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…
We study local computation algorithms (LCA) for maximum matching. An LCA does not return its output entirely, but reveals parts of it upon query. For matchings, each query is a vertex $v$; the LCA should return whether $v$ is matched -- and…
A matrix algorithm runs at {\em sublinear cost} if it uses much fewer memory cells and arithmetic operations than the input matrix has entries. Such algorithms are indispensable for Big Data Mining and Analysis. Quite typically in that area…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…
We provide an exact algorithm to solve the log-linear continuous (fractional) knapsack problem. The algorithm is based on two lemmas that follow from the application of weak duality theorem and complementary slackness theorem to the linear…
A recent trend of research on direction-of-arrival (DOA) estimation is to localize more uncorrelated sources than sensors by using a proper sparse linear array (SLA) and the Toeplitz covariance structure, at a cost of robustness to source…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…
Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…
This paper investigates the approximability of the Longest Common Subsequence (LCS) problem. The fastest algorithm for solving the LCS problem exactly runs in essentially quadratic time in the length of the input, and it is known that under…
We present the algorithmic details of the dynamical cluster approximation (DCA) algorithm. The DCA is a fully-causal approach which systematically restores non-local correlations to the dynamical mean field approximation (DMFA). The DCA is…