Related papers: Finding the saddlepoint faster than sorting

Recently, Pagh presented a randomized approximation algorithm for the multiplication of real-valued matrices building upon work for detecting the most frequent items in data streams. We continue this line of research and present new {\em…

The product of a matrix chain consisting of $n$ matrices can be computed in $C_{n-1}$ (Catalan's number) different ways, each identified by a distinct parenthesisation of the chain. The best algorithm to select a parenthesisation that…

In this paper, we propose a new adaptive stochastic gradient Langevin dynamics (ASGLD) algorithmic framework and its two specialized versions, namely adaptive stochastic gradient (ASG) and adaptive gradient Langevin dynamics(AGLD), for…

We study the problem of maximizing a monotone submodular function subject to a matroid constraint, and present for it a deterministic non-oblivious local search algorithm that has an approximation guarantee of $1 - 1/e - \varepsilon$ (for…

We study two fundamental problems in computational geometry: finding the maximum inscribed ball (MaxIB) inside a bounded polyhedron defined by $m$ hyperplanes, and the minimum enclosing ball (MinEB) of a set of $n$ points, both in…

We propose a derivative-free saddle-search algorithm designed to locate transition states using only function evaluations. The algorithm employs a nested architecture consisting of an inner eigenvector search and an outer saddle-point…

Fredman proposed in 1976 the following algorithmic problem: Given are a ground set $X$, some partial order $P$ over $X$, and some comparison oracle $O_L$ that specifies a linear order $L$ over $X$ that extends $P$. A query to $O_L$ has as…

For $k\geq 3$, a k-rollercoaster is a sequence of numbers whose every maximal contiguous subsequence, that is increasing or decreasing, has length at least $k$; $3$-rollercoasters are called simply rollercoasters. Given a sequence of…

The suffix array is a fundamental data structure for many applications that involve string searching and data compression. Designing time/space-efficient suffix array construction algorithms has attracted significant attention and…

Large-scale saddle-point problems arise in such machine learning tasks as GANs and linear models with affine constraints. In this paper, we study distributed saddle-point problems (SPP) with strongly-convex-strongly-concave smooth…

The optimistic gradient method has seen increasing popularity for solving convex-concave saddle point problems. To analyze its iteration complexity, a recent work [arXiv:1906.01115] proposed an interesting perspective that interprets this…

We revisit a classical problem in computational geometry: finding the largest-volume axis-aligned empty box (inside a given bounding box) amidst $n$ given points in $d$ dimensions. Previously, the best algorithms known have running time…

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

In this paper we consider the classic matroid intersection problem: given two matroids $\M_{1}=(V,\I_{1})$ and $\M_{2}=(V,\I_{2})$ defined over a common ground set $V$, compute a set $S\in\I_{1}\cap\I_{2}$ of largest possible cardinality,…

Nonconvex optimization problems such as the ones in training deep neural networks suffer from a phenomenon called saddle point proliferation. This means that there are a vast number of high error saddle points present in the loss function.…

It is well known that, using fast algorithms for polynomial multiplication and division, evaluation of a polynomial $F \in \mathbb{C}[x]$ of degree $n$ at $n$ complex-valued points can be done with $\tilde{O}(n)$ exact field operations in…

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…

We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…

We show a simple local norm regularization algorithm that works with high probability. Namely, we prove that if the entries of a $n \times n$ matrix $A$ are i.i.d. symmetrically distributed and have finite second moment, it is enough to…

The Frechet distance is a well-studied and very popular measure of similarity of two curves. Many variants and extensions have been studied since Alt and Godau introduced this measure to computational geometry in 1991. Their original…