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This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Let $M$ be a separable metric space. We say that $f=(f_n):M\to c_0$ is a good-$\lambda$-embedding if, whenever $x,y\in M$, $x\ne y$ implies $d(x,y)\le\Vert f(x)-f(y)\Vert$ and, for each $n$, $Lip(f_n)<\lambda$, where $Lip(f_n)$ denotes the…

Functional Analysis · Mathematics 2016-12-08 Florent P. Baudier , Robert Deville

Graph algorithms are widely used for decision making and knowledge discovery. To ensure their effectiveness, it is essential that their output remains stable even when subjected to small perturbations to the input because frequent output…

Data Structures and Algorithms · Computer Science 2023-09-15 Soh Kumabe , Yuichi Yoshida

The current best algorithms for convex body chasing problem in online algorithms use the notion of the Steiner point of a convex set. In particular, the algorithm which always moves to the Steiner point of the request set is $O(d)$…

Data Structures and Algorithms · Computer Science 2022-02-09 C. J. Argue , Anupam Gupta , Marco Molinaro

Lipschitz extensions were recently proposed as a tool for designing node differentially private algorithms. However, efficiently computable Lipschitz extensions were known only for 1-dimensional functions (that is, functions that output a…

Cryptography and Security · Computer Science 2015-04-30 Sofya Raskhodnikova , Adam Smith

A global optimization problem is studied where the objective function $f(x)$ is a multidimensional black-box function and its gradient $f'(x)$ satisfies the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant $K$.…

Optimization and Control · Mathematics 2013-07-17 Dmitri E. Kvasov , Yaroslav D. Sergeyev

The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the…

Machine Learning · Statistics 2017-06-19 Cédric Malherbe , Nicolas Vayatis

In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional…

Robotics · Computer Science 2015-02-09 Lucas Janson , Edward Schmerling , Ashley Clark , Marco Pavone

We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…

Machine Learning · Computer Science 2017-04-25 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer

This paper addresses Lipschitzian stability issues that play an important role in both theoretical and numerical aspects of variational analysis, optimization, and their applications. We particularly concentrate on the so-called relaxed…

Functional Analysis · Mathematics 2019-02-27 Andrew C. Eberhard , Boris S. Mordukhovich , Janosch Rieger

This paper deals with the study of parameter dependence of extensions of Lipschitz mappings from the point of view of continuity. We show that if assuming appropriate curvature bounds for the spaces, the multivalued extension operators that…

Metric Geometry · Mathematics 2015-02-25 Rafa Espínola , Adriana Nicolae

This study presents an effective global optimization technique designed for multivariate functions that are H\"older continuous. Unlike traditional methods that construct lower bounding proxy functions, this algorithm employs a…

Machine Learning · Computer Science 2023-03-28 Kaan Gokcesu , Hakan Gokcesu

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

We propose ECPv2, a scalable and theoretically grounded algorithm for global optimization of Lipschitz-continuous functions with unknown Lipschitz constants. Building on the Every Call is Precious (ECP) framework, which ensures that each…

Machine Learning · Computer Science 2025-11-21 Fares Fourati , Mohamed-Slim Alouini , Vaneet Aggarwal

Kalu\v{z}a, Kopeck\'a and the author have shown that the best Lipschitz constant for mappings taking a given $n^{d}$-element set in the integer lattice $\mathbb{Z}^{d}$, with $n\in \mathbb{N}$, surjectively to the regular $n$ times $n$ grid…

Functional Analysis · Mathematics 2023-09-14 Michael Dymond

Various unsupervised greedy selection methods have been proposed as computationally tractable approximations to the NP-hard subset selection problem. These methods rely on sequentially selecting the variables that best improve performance…

Machine Learning · Computer Science 2025-02-18 Federico Zocco , Marco Maggipinto , Gian Antonio Susto , Seán McLoone

In this paper, we study second-order algorithms for the convex-concave minimax problem, which has attracted much attention in many fields such as machine learning in recent years. We propose a Lipschitz-free cubic regularization (LF-CR)…

Optimization and Control · Mathematics 2025-09-09 Junlin Wang , Zi Xu , Huiling Zhang

The local Lipschitz constant of a neural network is a useful metric with applications in robustness, generalization, and fairness evaluation. We provide novel analytic results relating the local Lipschitz constant of nonsmooth vector-valued…

Machine Learning · Statistics 2021-01-12 Matt Jordan , Alexandros G. Dimakis

Given a set $S$ of $n$ distinct keys, a function $f$ that bijectively maps the keys of $S$ into the range $\{0,\ldots,n-1\}$ is called a minimal perfect hash function for $S$. Algorithms that find such functions when $n$ is large and retain…

Data Structures and Algorithms · Computer Science 2022-02-08 Giulio Ermanno Pibiri , Roberto Trani

Any Lipschitz map $f\colon M \to N$ between metric spaces can be "linearised" in such a way that it becomes a bounded linear operator $\widehat{f}\colon \mathcal F(M) \to \mathcal F(N)$ between the Lipschitz-free spaces over $M$ and $N$.…

Functional Analysis · Mathematics 2022-12-15 Luis García-Lirola , Colin Petitjean , Antonin Prochazka