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We consider linear regression in the high-dimensional regime where the number of observations $n$ is smaller than the number of parameters $p$. A very successful approach in this setting uses $\ell_1$-penalized least squares (a.k.a. the…

Methodology · Statistics 2014-02-05 Adel Javanmard , Andrea Montanari

In real world, our datasets often contain outliers. Moreover, the outliers can seriously affect the final machine learning result. Most existing algorithms for handling outliers take high time complexities (e.g. quadratic or cubic…

Computational Geometry · Computer Science 2020-02-28 Hu Ding , Zixiu Wang

In multivariate regression, a $K$-dimensional response vector is regressed upon a common set of $p$ covariates, with a matrix $B^*\in\mathbb{R}^{p\times K}$ of regression coefficients. We study the behavior of the multivariate group Lasso,…

Machine Learning · Statistics 2011-03-08 Guillaume Obozinski , Martin J. Wainwright , Michael I. Jordan

We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Data Structures and Algorithms · Computer Science 2025-07-17 Michał Dereziński , Aaron Sidford

The Johnson-Lindenstrauss (JL) lemma is a fundamental result in dimensionality reduction, ensuring that any finite set $X \subseteq \mathbb{R}^d$ can be embedded into a lower-dimensional space $\mathbb{R}^k$ while approximately preserving…

Probability · Mathematics 2025-10-30 Rafael Chiclana , Mark Iwen

We discuss multiple classes of piece-wise Pareto-like power law probability density functions $p(x)$ with two regimes, a non-pathological core with non-zero, finite values for support $0\leq x\leq x_{\mathrm{min}}$ and a power-law tail with…

Methodology · Statistics 2023-09-19 Benjamin F. Maier

The input to the $k$-median for lines problem is a set $L$ of $n$ lines in $\mathbb{R}^d$, and the goal is to compute a set of $k$ centers (points) in $\mathbb{R}^d$ that minimizes the sum of squared distances over every line in $L$ and its…

Computational Geometry · Computer Science 2019-11-26 Yair Marom , Dan Feldman

Machine learning interatomic potentials (MLIPs) balance high accuracy and lower costs compared to density functional theory calculations, but their performance often depends on the size and diversity of training datasets. Large datasets…

Machine Learning · Computer Science 2025-11-14 Benjamin Yu , Vincenzo Lordi , Daniel Schwalbe-Koda

Problems on repeated geometric patterns in finite point sets in Euclidean space are extensively studied in the literature of combinatorial and computational geometry. Such problems trace their inspiration to Erd\H{o}s' original work on that…

Computational Geometry · Computer Science 2022-01-03 Aya Bernstine , Yehonatan Mizrahi

We consider the massively parallel computation (MPC) model, which is a theoretical abstraction of large-scale parallel processing models such as MapReduce. In this model, assuming the widely believed 1-vs-2-cycles conjecture, solving many…

Data Structures and Algorithms · Computer Science 2023-10-31 Yi-Jun Chang , Da Wei Zheng

In recent years we have witnessed an increase on the development of methods for submodular optimization, which have been motivated by the wide applicability of submodular functions in real-world data-science problems. In this paper, we…

Data Structures and Algorithms · Computer Science 2022-09-15 Guangyi Zhang , Nikolaj Tatti , Aristides Gionis

A common technique for compressing a neural network is to compute the $k$-rank $\ell_2$ approximation $A_{k,2}$ of the matrix $A\in\mathbb{R}^{n\times d}$ that corresponds to a fully connected layer (or embedding layer). Here, $d$ is the…

Machine Learning · Computer Science 2020-09-29 Murad Tukan , Alaa Maalouf , Matan Weksler , Dan Feldman

Min-plus matrix multiplication is used in many problems operating on distances in graphs or solvable by dynamic programming. Assuming the APSP hypothesis, there is no subcubic-time algorithm for the min-plus product of two general $n\times…

Data Structures and Algorithms · Computer Science 2025-07-08 Paweł Gawrychowski , Egor Gorbachev , Tomasz Kociumaka

Bayesian coresets speed up posterior inference in the large-scale data regime by approximating the full-data log-likelihood function with a surrogate log-likelihood based on a small, weighted subset of the data. But while Bayesian coresets…

Machine Learning · Statistics 2024-10-18 Trevor Campbell

We devise coresets for kernel $k$-Means with a general kernel, and use them to obtain new, more efficient, algorithms. Kernel $k$-Means has superior clustering capability compared to classical $k$-Means, particularly when clusters are…

Data Structures and Algorithms · Computer Science 2024-04-09 Shaofeng H. -C. Jiang , Robert Krauthgamer , Jianing Lou , Yubo Zhang

The turnstile data stream model offers the most flexible framework where data can be manipulated dynamically, i.e., rows, columns, and even single entries of an input matrix can be added, deleted, or updated multiple times in a data stream.…

Data Structures and Algorithms · Computer Science 2024-06-04 Alexander Munteanu , Simon Omlor

Subsampling algorithms are a natural approach to reduce data size before fitting models on massive datasets. In recent years, several works have proposed methods for subsampling rows from a data matrix while maintaining relevant information…

Machine Learning · Computer Science 2023-01-18 Fred Lu , Edward Raff , James Holt

Training machine learning models on massive datasets incurs substantial computational costs. To alleviate such costs, there has been a sustained effort to develop data-efficient training methods that can carefully select subsets of the…

Machine Learning · Computer Science 2022-08-01 Omead Pooladzandi , David Davini , Baharan Mirzasoleiman

Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Optimization and Control · Mathematics 2021-06-14 Werner Römisch , Thomas M. Surowiec

Good approximations have been attained for the sparsest cut problem by rounding solutions to convex relaxations via low-distortion metric embeddings. Recently, Bryant and Tupper showed that this approach extends to the hypergraph setting by…

Data Structures and Algorithms · Computer Science 2023-03-09 Adam D. Jozefiak , F. Bruce Shepherd