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In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…

Optimization and Control · Mathematics 2022-01-25 Jia Wang , Ying Yang

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

We propose a simple and effective method for designing approximation formulas for weighted analytic functions. We consider spaces of such functions according to weight functions expressing the decay properties of the functions. Then, we…

Numerical Analysis · Mathematics 2018-08-31 Ken'ichiro Tanaka , Masaaki Sugihara

Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…

Machine Learning · Statistics 2025-07-09 Alexandre Marthe , Samuel Bounan , Aurélien Garivier , Claire Vernade

In resource allocation, we often require that the output allocation of an algorithm is stable against input perturbation because frequent reallocation is costly and untrustworthy. Varma and Yoshida (SODA'21) formalized this requirement for…

Data Structures and Algorithms · Computer Science 2024-05-24 Soh Kumabe , Yuichi Yoshida

Data-sensitive metrics adapt distances locally based the density of data points with the goal of aligning distances and some notion of similarity. In this paper, we give the first exact algorithm for computing a data-sensitive metric called…

Computational Geometry · Computer Science 2020-04-22 Timothy Chu , Gary Miller , Donald Sheehy

The problem of solving linear systems is one of the most fundamental problems in computer science, where given a satisfiable linear system $(A,b)$, for $A \in \mathbb{R}^{n \times n}$ and $b \in \mathbb{R}^n$, we wish to find a vector $x…

Data Structures and Algorithms · Computer Science 2021-06-25 Mitali Bafna , Nikhil Vyas

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

This paper presents an algorithm for the efficient approximation of the saddle-extremum persistence diagram of a scalar field. Vidal et al. introduced recently a fast algorithm for such an approximation (by interrupting a progressive…

Graphics · Computer Science 2021-08-13 Jules Vidal , Julien Tierny

We describe approximation algorithms in Linial's classic LOCAL model of distributed computing to find maximum-weight matchings in a hypergraph of rank $r$. Our main result is a deterministic algorithm to generate a matching which is an…

Data Structures and Algorithms · Computer Science 2023-10-13 David G. Harris

The computational equivalence between approximate counting and sampling is well established for polynomial-time algorithms. The most efficient general reduction from counting to sampling is achieved via simulated annealing, where the…

Data Structures and Algorithms · Computer Science 2026-04-03 David G. Harris , Vladimir Kolmogorov , Hongyang Liu , Yitong Yin , Yiyao Zhang

Decision tree ensembles are widely used in critical domains, making robustness and sensitivity analysis essential to their trustworthiness. We study the feature sensitivity problem, which asks whether an ensemble is sensitive to a specified…

Machine Learning · Computer Science 2026-02-10 Namrita Varshney , Ashutosh Gupta , Arhaan Ahmad , Tanay V. Tayal , S. Akshay

In many application areas we are faced with the following question: Can we recover a sparse vector $x_o \in \mathbb{R}^N$ from its undersampled set of noisy observations $y \in \mathbb{R}^n$, $y=A x_o+w$. The last decade has witnessed a…

Information Theory · Computer Science 2016-06-14 Le Zheng , Arian Maleki , Haolei Weng , Xiaodong Wang , Teng Long

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…

Data Structures and Algorithms · Computer Science 2016-08-02 Michalis Kallitsis , Stilian Stoev , George Michailidis

We consider stochastic optimization over $\ell_p$ spaces using access to a first-order oracle. We ask: {What is the minimum precision required for oracle outputs to retain the unrestricted convergence rates?} We characterize this precision…

Information Theory · Computer Science 2020-01-27 Prathamesh Mayekar , Himanshu Tyagi

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…

Numerical Analysis · Mathematics 2025-09-19 Matteo Croci , Abdul-Lateef Haji-Ali , Ian C. J. Powell

This work addresses two fundamental limitations in neural network approximation theory. We demonstrate that a three-dimensional network architecture enables a significantly more efficient representation of sawtooth functions, which serves…

Machine Learning · Statistics 2026-03-13 ZeYu Li , FengLei Fan , TieYong Zeng

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…

Machine Learning · Statistics 2016-11-22 Murat A. Erdogdu , Mohsen Bayati , Lee H. Dicker

We consider the problems of distributed heavy hitters and frequency moments in both the coordinator model and the distributed tracking model (also known as the distributed functional monitoring model). We present simple and optimal (up to…

Data Structures and Algorithms · Computer Science 2025-05-21 Zengfeng Huang , Zhongzheng Xiong , Xiaoyi Zhu , Zhewei Wei
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