Related papers: SALSA: Sequential Approximate Leverage-Score Algor…

Traditionally, stochastic approximation schemes for SVIs have relied on strong monotonicity and Lipschitzian properties of the underlying map. In contrast, we consider monotone stochastic variational inequality (SVI) problems where the…

Various computational challenges arise when applying Bayesian inference approaches to complex hierarchical models. Sampling-based inference methods, such as Markov Chain Monte Carlo strategies, are renowned for providing accurate results…

We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…

The success of large language models (LLMs) for time series has been demonstrated in previous work. Utilizing a symbolic time series representation, one can efficiently bridge the gap between LLMs and time series. However, the remaining…

We propose a proximal point algorithm to solve LAROS problem, that is the problem of finding a "large approximately rank-one submatrix". This LAROS problem is used to sequentially extract features in data. We also develop a new stopping…

We give an $\alpha(1+\epsilon)$-approximation algorithm for solving covering LPs, assuming the presence of a $(1/\alpha)$-approximation algorithm for a certain optimization problem. Our algorithm is based on a simple modification of the…

Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…

Machine learning algorithms are commonly specified in linear algebra (LA). LA expressions can be rewritten into more efficient forms, by taking advantage of input properties such as sparsity, as well as program properties such as common…

Stochastic Alternating Least Squares (SALS) is a method that approximates the canonical decomposition of averages of sampled random tensors. Its simplicity and efficient memory usage make SALS an ideal tool for decomposing tensors in an…

SARSA, a classical on-policy control algorithm for reinforcement learning, is known to chatter when combined with linear function approximation: SARSA does not diverge but oscillates in a bounded region. However, little is known about how…

Preference-based Reinforcement Learning (PbRL) entails a variety of approaches for aligning models with human intent to alleviate the burden of reward engineering. However, most previous PbRL work has not investigated the robustness to…

This paper focuses on extending the success of large language models (LLMs) to sequential decision making. Existing efforts either (i) re-train or finetune LLMs for decision making, or (ii) design prompts for pretrained LLMs. The former…

Large language models (LLMs) offer a promising way to simulate human survey responses, potentially reducing the cost of large-scale data collection. However, existing zero-shot methods suffer from prompt sensitivity and low accuracy, while…

Magnetic Resonance Imaging (MRI) is a powerful technique employed for non-invasive in vivo visualization of internal structures. Sparsity is often deployed to accelerate the signal acquisition or overcome the presence of motion artifacts,…

Low rank approximation of a matrix (LRA) is a highly important area of Numerical Linear and Multilinear Algebra and Data Mining and Analysis. One can operate with an LRA superfast -- by using much fewer memory cells and flops than an input…

The fast-growing amount of information on the Internet makes the research in automatic document summarization very urgent. It is an effective solution for information overload. Many approaches have been proposed based on different…

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…

Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…

We present a novel method for symbolic regression (SR), the task of searching for compact programmatic hypotheses that best explain a dataset. The problem is commonly solved using genetic algorithms; we show that we can enhance such methods…