Related papers: Deterministic computation of quantiles in a Lipsch…
Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many…
This paper studies the differentiability of the value function of switched linear systems under arbitrary switching and controlled switching, referred to as worst-case and optimal value functions respectively. First, we show that the value…
In the search with wildcards problem [Ambainis, Montanaro, Quantum Inf.~Comput.'14], one's goal is to learn an unknown bit-string $x \in \{-1,1\}^n$. An algorithm may, at unit cost, test equality of any subset of the hidden string with a…
Automatic numerical algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. The computational cost is often determined \emph{adaptively} by the algorithm based…
In this paper, the global optimization problem $\min_{y\in S} F(y)$ with $S$ being a hyperinterval in $\Re^N$ and $F(y)$ satisfying the Lipschitz condition with an unknown Lipschitz constant is considered. It is supposed that the function…
The Lipschitz constant is a key measure for certifying the robustness of neural networks to input perturbations. However, computing the exact constant is NP-hard, and standard approaches to estimate the Lipschitz constant involve solving a…
The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…
In stochastic convex optimization problems, most existing adaptive methods rely on prior knowledge about the diameter bound $D$ when the smoothness or the Lipschitz constant is unknown. This often significantly affects performance as only a…
In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…
As data volume grows extensively, data profiling helps to extract metadata of large-scale data. However, one kind of metadata, order statistics, is difficult to be computed because they are not mergeable or incremental. Thus, the limitation…
The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…
We extend the classic convergence rate theory for subgradient methods to apply to non-Lipschitz functions. For the deterministic projected subgradient method, we present a global $O(1/\sqrt{T})$ convergence rate for any convex function…
The Frank-Wolfe algorithm has seen a resurgence in popularity due to its ability to efficiently solve constrained optimization problems in machine learning and high-dimensional statistics. As such, there is much interest in establishing…
We introduce the Lipschitz matrix: a generalization of the scalar Lipschitz constant for functions with many inputs. Among the Lipschitz matrices compatible a particular function, we choose the smallest such matrix in the Frobenius norm to…
With the advancements in computing technology and web-based applications, data is increasingly generated in multi-dimensional form. This data is usually sparse due to the presence of a large number of users and fewer user interactions. To…
Stochastic constraints, which incorporate both deterministic parameters and random variables, extend classical deterministic constraints by explicitly accounting for uncertainty. These constraints are increasingly prevalent in data science,…
This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…
We study randomized and quantum query (a.k.a. decision tree) complexity for all total Boolean functions, with emphasis to derandomization and dequantization (removing quantumness from algorithms). Firstly, we show that $D(f) = O(Q_1(f)^3)$…
The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be unique nor stable. Equivalently the value function of the…
For a family of systems of linear elasticity with rapidly oscillating periodic coefficients, we establish sharp boundary estimates with either Dirichlet or Neumann conditions, uniform down to the microscopic scale, without smoothness…