Related papers: Iterative Methods via Locally Evolving Set Process
This paper establishes an approximation theorem for randomized neural networks (RaNNs) whose hidden-layer parameters are uniformly sampled from a prescribed bounded domain. Our analysis shows that, for RaNNs of the form $\mathop{\sum}_i W_i…
Around 2002, Leonid Gurvits gave a striking randomized algorithm to approximate the permanent of an n*n matrix A. The algorithm runs in O(n^2/eps^2) time, and approximates Per(A) to within eps*||A||^n additive error. A major advantage of…
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
We generalize the monotone local search approach of Fomin, Gaspers, Lokshtanov and Saurabh [J. ACM 2019], by establishing a connection between parameterized approximation and exponential-time approximation algorithms for monotone subset…
Recently Rubinfeld et al. (ICS 2011, pp. 223--238) proposed a new model of sublinear algorithms called \emph{local computation algorithms}. In this model, a computation problem $F$ may have more than one legal solution and each of them…
Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…
Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…
We present data structures and algorithms for native implementations of discrete convolution operators over Adaptive Particle Representations (APR) of images on parallel computer architectures. The APR is a content-adaptive image…
This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…
We propose a local Legendre frame (LLF) method for function approximation from equispaced data on a finite interval. Motivated by the difficulty of stable high-order polynomial approximation at equispaced points, especially in the presence…
We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…
The local convergence of alternating optimization methods with overrelaxation for low-rank matrix and tensor problems is established. The analysis is based on the linearization of the method which takes the form of an SOR iteration for a…
Given a random sample from some unknown density $f_0: \mathbb R \to [0, \infty)$ we devise Haar wavelet estimators for $f_0$ with variable resolution levels constructed from localised test procedures (as in Lepski, Mammen, and Spokoiny…
A common sparse linear regression formulation is the l1 regularized least squares, which is also known as least absolute shrinkage and selection operator (LASSO). Approximate message passing (AMP) has been proved to asymptotically achieve…
Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…
Recent progress in randomized motion planners has led to the development of a new class of sampling-based algorithms that provide asymptotic optimality guarantees, notably the RRT* and the PRM* algorithms. Careful analysis reveals that the…
In this paper, a new theory is developed for first-order stochastic convex optimization, showing that the global convergence rate is sufficiently quantified by a local growth rate of the objective function in a neighborhood of the optimal…
Historically speaking, it is hard to balance the global and local efficiency of second-order optimization algorithms. For instance, the classical Newton's method possesses excellent local convergence but lacks global guarantees, often…
Probabilistic recurrence relations (PRRs) are a standard formalism for describing the runtime of a randomized algorithm. Given a PRR and a time limit $\kappa$, we consider the classical concept of tail probability $\Pr[T \ge \kappa]$, i.e.,…
Integer programming (IP) is an important and challenging problem. Approximate methods have shown promising performance on both effectiveness and efficiency for solving the IP problem. However, we observed that a large fraction of variables…