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In this paper new general modewise Johnson-Lindenstrauss (JL) subspace embeddings are proposed that are both considerably faster to generate and easier to store than traditional JL embeddings when working with extremely large vectors and/or…

Numerical Analysis · Mathematics 2020-12-18 M. A. Iwen , D. Needell , E. Rebrova , A. Zare

In this work, we explore modewise Johnson-Lindenstrauss embeddings (JLEs) as a tool to reduce the computational cost and memory requirements of nuclear many-body methods. JLEs are randomized projections of high-dimensional data tensors onto…

Nuclear Theory · Physics 2023-05-04 A. Zare , R. Wirth , C. A. Haselby , H. Hergert , M. Iwen

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

Dimension reduction is a key algorithmic tool with many applications including nearest-neighbor search, compressed sensing and linear algebra in the streaming model. In this work we obtain a {\em sparse} version of the fundamental tool in…

Data Structures and Algorithms · Computer Science 2015-03-14 Anirban Dasgupta , Ravi Kumar , Tamás Sarlós

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

The seminal Fast Johnson-Lindenstrauss (Fast JL) transform by Ailon and Chazelle (SICOMP'09) embeds a set of $n$ points in $d$-dimensional Euclidean space into optimal $k=O(\varepsilon^{-2} \ln n)$ dimensions, while preserving all pairwise…

Data Structures and Algorithms · Computer Science 2022-04-06 Ora Nova Fandina , Mikael Møller Høgsgaard , Kasper Green Larsen

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

Data Structures and Algorithms · Computer Science 2015-08-11 Niv Buchbinder , Moran Feldman

We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…

Machine Learning · Computer Science 2026-05-06 Pranjal Awasthi , Sreenivas Gollapudi , Ravi Kumar , Kamesh Munagala

Learning to generalise from limited data is a fundamental challenge for both artificial and biological systems. A common strategy is to extract reusable structure from abundant unlabelled data, enabling efficient adaptation to new tasks…

Machine Learning · Computer Science 2026-05-20 Valentina Njaradi , Clémentine Dominé , Rachel Swanson , Marco Mondelli , Andrew Saxe

Robust optimization (RO) is a common approach to tractably obtain safeguarding solutions for optimization problems with uncertain constraints. In this paper, we study a statistical framework to integrate data into RO, based on learning a…

Optimization and Control · Mathematics 2020-03-03 L. Jeff Hong , Zhiyuan Huang , Henry Lam

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…

Machine Learning · Computer Science 2012-04-19 Karthik Sridharan

The field of deep visual recognition is undergoing a paradigm shift toward universal representations. The Platonic Representation Hypothesis suggests that diverse architectures trained on massive datasets are converging toward a shared,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-15 Michael Karnes , Alper Yilmaz

Recent advances in deep reinforcement learning (deep RL) enable researchers to solve challenging control problems, from simulated environments to real-world robotic tasks. However, deep RL algorithms are known to be sensitive to the problem…

Robotics · Computer Science 2023-02-01 Joanne Taery Kim , Sehoon Ha

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak

The objective of ordinal embedding is to find a Euclidean representation of a set of abstract items, using only answers to triplet comparisons of the form "Is item $i$ closer to the item $j$ or item $k$?". In recent years, numerous…

Machine Learning · Computer Science 2021-10-22 Leena Chennuru Vankadara , Siavash Haghiri , Michael Lohaus , Faiz Ul Wahab , Ulrike von Luxburg

We show an analog to the Fast Johnson-Lindenstrauss Transform for Nearest Neighbor Preserving Embeddings in $\ell_2$. These are sparse, randomized embeddings that preserve the (approximate) nearest neighbors. The dimensionality of the…

Data Structures and Algorithms · Computer Science 2017-07-24 Johan Sivertsen

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak
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