Related papers: High-Order Error Bounds for Markovian LSA with Ric…
Consider a discrete finite-dimensional, Markovian market model. In this setting, discretely sampled American options can be priced using the so-called ``non-recombining'' tree algorithm. By successively increasing the number of exercise…
We study differentially private (DP) stochastic optimization (SO) with loss functions whose worst-case Lipschitz parameter over all data may be extremely large or infinite. To date, the vast majority of work on DP SO assumes that the loss…
We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…
Lenstra-Lenstra-Lovasz (LLL) algorithm, which is one of the lattice reduction (LR) techniques, has been extensively used to obtain better basis of the channel matrix. In this paper, we jointly apply Seysen's lattice reduction algorithm…
Recently, random feature attentions (RFAs) are proposed to approximate the softmax attention in linear time and space complexity by linearizing the exponential kernel. In this paper, we first propose a novel perspective to understand the…
The Least Absolute Shrinkage and Selection Operator (LASSO) has gained attention in a wide class of continuous parametric estimation problems with promising results. It has been a subject of research for more than a decade. Due to the…
In this paper we revisit some classic problems on classification under misspecification. In particular, we study the problem of learning halfspaces under Massart noise with rate $\eta$. In a recent work, Diakonikolas, Goulekakis, and Tzamos…
In this paper, we first introduce the concept of elementary linear subspace, which has similar properties to those of a set of coordinates. We then use elementary linear subspaces to derive properties of maximum rank distance (MRD) codes…
High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective…
A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal…
Robust Ordinal Regression (ROR) is a way of dealing with Multiple Criteria Decision Aiding (MCDA), by considering all sets of parameters of an assumed preference model, that are compatible with preference information given by the Decision…
Learning-augmented algorithms are a prominent recent development in beyond worst-case analysis. In this framework, a problem instance is provided with a prediction (``advice'') from a machine-learning oracle, which provides partial…
Robust learning aims to maintain model performance under noise, corruption, and distributional shifts, which are prevalent in modern machine learning applications. This work shows that examples of robust learning problems can be formulated…
Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…
In this paper we present a new algorithm for Polynomial Linear System Solving (via evaluation/interpolation) with errors. In this scenario, errors can occur in the black box evaluation step. We improve the bound on the number of errors that…
We present high-probability (and expectation) complexity bounds for two versions of stochastic adaptive regularization methods with cubics (SARC), also known as regularized Newton methods. The first algorithm aims to find first-order…
Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…
This paper studies the control-oriented identification problem of set-valued moving average systems with uniform persistent excitations and observation noises. A stochastic approximation-based (SA-based) algorithm without projections or…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
In this paper, we establish an initial theory regarding the Second Order Asymptotical Regularization (SOAR) method for the stable approximate solution of ill-posed linear operator equations in Hilbert spaces, which are models for linear…