Related papers: Optimal Parallel Algorithms for Convex Hulls in 2D…
We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…
Interesting theoretical associations have been established by recent papers between the fields of active learning and stochastic convex optimization due to the common role of feedback in sequential querying mechanisms. In this paper, we…
This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…
Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…
Computing the convex hull of a planar $n$-point set $P$ is one of the most fundamental problems in computational geometry. It has an $\Omega(n \log n)$ lower bound in the algebraic computation tree model, and many convex hull algorithms…
We consider the following problem in computational geometry: given, in the d-dimensional real space, a set of points marked as positive and a set of points marked as negative, such that the convex hull of the positive set does not intersect…
Consider the problem of minimizing the sum of a smooth (possibly non-convex) and a convex (possibly nonsmooth) function involving a large number of variables. A popular approach to solve this problem is the block coordinate descent (BCD)…
Randomized parallel algorithms for many fundamental problems achieve optimal linear work in expectation, but upgrading this guarantee to hold with high probability (whp) remains a recurring theoretical challenge. In this paper, we address…
In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…
Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…
Mixed packing and covering problems are problems that can be formulated as linear programs using only non-negative coefficients. Examples include multicommodity network flow, the Held-Karp lower bound on TSP, fractional relaxations of set…
Vector-based algorithms are novel algorithms in optimal any-angle path planning that are motivated by bug algorithms, bypassing free space by directly conducting line-of-sight checks between two queried points, and searching along obstacle…
The Stochastic Primal-Dual Hybrid Gradient (SPDHG) was proposed by Chambolle et al. (2018) and is an efficient algorithm to solve some nonsmooth large-scale optimization problems. In this paper we prove its almost sure convergence for…
We propose a decomposition framework for the parallel optimization of the sum of a differentiable (possibly nonconvex) function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the…
We propose a decomposition framework for the parallel optimization of the sum of a differentiable {(possibly nonconvex)} function and a nonsmooth (possibly nonseparable), convex one. The latter term is usually employed to enforce structure…
Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…
Stochastic Primal-Dual Hybrid Gradient (SPDHG) is an algorithm proposed by Chambolle et al. (2018) to efficiently solve a wide class of nonsmooth large-scale optimization problems. In this paper we contribute to its theoretical foundations…
Convex hulls are a fundamental geometric tool used in a number of algorithms. As a side-effect of exhaustive tests for an algorithm for which a convex hull computation was the first step, interesting experimental results were found and are…
We present a new fully dynamic algorithm for maintaining convex hulls under insertions and deletions while supporting geometric queries. Our approach combines the logarithmic method with a deletion-only convex hull data structure, achieving…
The densest subgraph problem has received significant attention, both in theory and in practice, due to its applications in problems such as community detection, social network analysis, and spam detection. Due to the high cost of obtaining…