Related papers: Spectral Guarantees for Adversarial Streaming PCA
We study local computation algorithms (LCA) for maximum matching. An LCA does not return its output entirely, but reveals parts of it upon query. For matchings, each query is a vertex $v$; the LCA should return whether $v$ is matched -- and…
In the $k$-mismatch problem we are given a pattern of length $n$ and a text and must find all locations where the Hamming distance between the pattern and the text is at most $k$. A series of recent breakthroughs have resulted in an…
This paper resolves one of the longest standing basic problems in the streaming computational model. Namely, optimal construction of quantile sketches. An $\varepsilon$ approximate quantile sketch receives a stream of items $x_1,\ldots,x_n$…
We give an $\widetilde{O}(\sqrt{n})$-space single-pass $0.483$-approximation streaming algorithm for estimating the maximum directed cut size (Max-DICUT) in a directed graph on $n$ vertices. This improves over an $O(\log n)$-space $4/9 <…
Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR that depends on the dimensionality of the system and the…
The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…
Recent advances in quality adaptation algorithms leave adaptive bitrate (ABR) streaming architectures at a crossroads: When determining the sustainable video quality one may either rely on the information gathered at the client vantage…
We extend the multi-pass streaming model to sliding window problems, and address the problem of computing order statistics on fixed-size sliding windows, in the multi-pass streaming model as well as the closely related communication…
We study the problem of robustly estimating the parameter $p$ of an Erd\H{o}s-R\'enyi random graph on $n$ nodes, where a $\gamma$ fraction of nodes may be adversarially corrupted. After showing the deficiencies of canonical estimators, we…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
We carefully investigate the on-line version of PCA, where in each trial a learning algorithm plays a k-dimensional subspace, and suffers the compression loss on the next instance when projected into the chosen subspace. In this setting, we…
We present streaming algorithms for the graph $k$-matching problem in both the insert-only and dynamic models. Our algorithms, with space complexity matching the best upper bounds, have optimal or near-optimal update time, significantly…
We study streaming algorithms for the interval selection problem: finding a maximum cardinality subset of disjoint intervals on the line. A deterministic 2-approximation streaming algorithm for this problem is developed, together with an…
Sparse PCA is one of the most well-studied problems in high-dimensional statistics. In this problem, we are given samples from a distribution with covariance $\Sigma$, whose top eigenvector $v \in R^d$ is $s$-sparse. Existing sparse PCA…
In this paper we consider the problem of maximizing the Area under the ROC curve (AUC) which is a widely used performance metric in imbalanced classification and anomaly detection. Due to the pairwise nonlinearity of the objective function,…
We provide new algorithms and conditional hardness for the problem of estimating effective resistances in $n$-node $m$-edge undirected, expander graphs. We provide an $\widetilde{O}(m\epsilon^{-1})$-time algorithm that produces with high…
We revisit the $k$-mismatch problem in the streaming model on a pattern of length $m$ and a streaming text of length $n$, both over a size-$\sigma$ alphabet. The current state-of-the-art algorithm for the streaming $k$-mismatch problem, by…
Spectroscopy requires high-precision wavelength discrimination but typically requires bulky, alignment-sensitive instrumentation. To address this, we present a compact computational spectrometer built from a single germanium PN photodiode.…
Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. While optimal estimation procedures have been developed with well-understood properties, the increasing demand for…
We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…