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We study the classical problem of moment estimation of an underlying vector whose $n$ coordinates are implicitly defined through a series of updates in a data stream. We show that if the updates to the vector arrive in the random-order…

Data Structures and Algorithms · Computer Science 2022-07-08 David P. Woodruff , Samson Zhou

Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…

Machine Learning · Statistics 2019-03-13 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

The sliding window model generalizes the standard streaming model and often performs better in applications where recent data is more important or more accurate than data that arrived prior to a certain time. We study the problem of…

Data Structures and Algorithms · Computer Science 2021-09-06 Vladimir Braverman , Viska Wei , Samson Zhou

We study the maximum weight matching problem in the random-order semi-streaming model and in the robust communication model. Unlike many other sublinear models, in these two frameworks, there is a large gap between the guarantees of the…

Data Structures and Algorithms · Computer Science 2024-08-29 Diba Hashemi , Weronika Wrzos-Kaminska

Following a line of work that takes advantage of vast machine-learned data to enhance online algorithms with (possibly erroneous) information about future inputs, we consider predictions in the context of deterministic algorithms for the…

Data Structures and Algorithms · Computer Science 2025-02-17 Christodoulos Karavasilis

The bin packing problem is to find the minimum number of bins of size one to pack a list of items with sizes $a_1,..., a_n$ in $(0,1]$. Using uniform sampling, which selects a random element from the input list each time, we develop a…

Computational Complexity · Computer Science 2011-02-25 Richard Beigel , Bin Fu

We propose a novel technique for analyzing adaptive sampling called the {\em Simulator}. Our approach differs from the existing methods by considering not how much information could be gathered by any fixed sampling strategy, but how…

Machine Learning · Computer Science 2023-04-25 Max Simchowitz , Kevin Jamieson , Benjamin Recht

We investigate the complete $p$-th moment convergence for weighted sums of independent, identically distributed random variables under sublinear expectations space. Using moment inequality and truncation methods, we prove the equivalent…

Probability · Mathematics 2021-10-12 MIngzhou Xu , Kun Cheng

Running machine learning algorithms on large and rapidly growing volumes of data is often computationally expensive, one common trick to reduce the size of a data set, and thus reduce the computational cost of machine learning algorithms,…

Machine Learning · Computer Science 2022-01-25 Shaojie Tang , Jing Yuan

We study the classical scheduling problem on parallel machines %with precedence constraints where the precedence graph has the bounded depth $h$. Our goal is to minimize the maximum completion time. We focus on developing approximation…

Data Structures and Algorithms · Computer Science 2023-02-02 Bin Fu , Yumei Huo , Hairong Zhao

Meta-Learning has gained increasing attention in the machine learning and artificial intelligence communities. In this paper, we introduce and study an adaptive submodular meta-learning problem. The input of our problem is a set of items,…

Machine Learning · Computer Science 2021-03-26 Shaojie Tang , Jing Yuan

Given a finite set of unknown distributions or arms that can be sampled, we consider the problem of identifying the one with the maximum mean using a $\delta$-correct algorithm (an adaptive, sequential algorithm that restricts the…

Machine Learning · Computer Science 2023-11-27 Shubhada Agrawal , Sandeep Juneja , Peter Glynn

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…

Computation · Statistics 2021-03-10 Topi Paananen , Juho Piironen , Paul-Christian Bürkner , Aki Vehtari

Adam is one of the most popular optimization algorithms in deep learning. However, it is known that Adam does not converge in theory unless choosing a hyperparameter, i.e., $\beta_2$, in a problem-dependent manner. There have been many…

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Two-phase sampling designs are frequently employed in epidemiological studies and large-scale health surveys. In such designs, certain variables are exclusively collected within a second-phase random subsample of the initial first-phase…

Methodology · Statistics 2024-03-25 Lingxiao Wang

In this work, we study the classic submodular maximization problem under knapsack constraints and beyond. We first present an $(7/16-\varepsilon)$-approximate algorithm for single knapsack constraint, which requires…

Data Structures and Algorithms · Computer Science 2020-12-22 Wenxin Li

Motivated by the prevalence and success of machine learning, a line of recent work has studied learning-augmented algorithms in the streaming model. These results have shown that for natural and practical oracles implemented with machine…

Data Structures and Algorithms · Computer Science 2026-03-04 Soham Nagawanshi , Shalini Panthangi , Chen Wang , David P. Woodruff , Samson Zhou

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Statistical Finance · Quantitative Finance 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu