Related papers: Zero-One Laws for Random Feasibility Problems
Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…
We initiate a study of the following problem: Given a continuous domain $\Omega$ along with its convex hull $\mathcal{K}$, a point $A \in \mathcal{K}$ and a prior measure $\mu$ on $\Omega$, find the probability density over $\Omega$ whose…
Motivated by the study of $Q$-learning algorithms in reinforcement learning, we study a class of stochastic approximation procedures based on operators that satisfy monotonicity and quasi-contractivity conditions with respect to an…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
Sample average approximation (SAA) is a tractable approach for dealing with chance constrained programming, a challenging stochastic optimization problem. The constraint of SAA is characterized by the $0/1$ loss function which results in…
We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…
We present a new framework for solving optimization problems with a diseconomy of scale. In such problems, our goal is to minimize the cost of resources used to perform a certain task. The cost of resources grows superlinearly, as $x^q$,…
We consider the problem of measuring the margin of robust feasibility of solutions to a system of nonlinear equations. We study the special case of a system of quadratic equations, which shows up in many practical applications such as the…
A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…
We study approximation of the embedding $\ell_p^m \hookrightarrow \ell_q^m$, $1 \leq p < q \leq \infty$, based on randomized algorithms that use up to $n$ arbitrary linear functionals as information on a problem instance where $n \ll m$. By…
This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…
We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic…
We consider the problem of clustering with $K$-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic programming approach to solving the…
We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation…
For constrained, not necessarily monotone submodular maximization, all known approximation algorithms with ratio greater than $1/e$ require continuous ideas, such as queries to the multilinear extension of a submodular function and its…
We prove risk bounds for binary classification in high-dimensional settings when the sample size is allowed to be smaller than the dimensionality of the training set observations. In particular, we prove upper bounds for both 'compressive…
We study approximation of the embedding $\ell_p^m \rightarrow \ell_{\infty}^m$, $1 \leq p \leq 2$, based on randomized adaptive algorithms that use arbitrary linear functionals as information on a problem instance. We show upper bounds for…
In coding theory, the problem of list recovery asks one to find all codewords $c$ of a given code $C$ which such that at least $1-\rho$ fraction of the symbols of $c$ lie in some predetermined set of $\ell$ symbols for each coordinate of…
Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…