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Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

Optimization and Control · Mathematics 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen

We propose randomized least-squares value iteration (RLSVI) -- a new reinforcement learning algorithm designed to explore and generalize efficiently via linearly parameterized value functions. We explain why versions of least-squares value…

Machine Learning · Statistics 2016-02-16 Ian Osband , Benjamin Van Roy , Zheng Wen

Several regularization methods have been considered over the last decade for sparse high-dimensional linear regression models, but the most common ones use the least square (quadratic) or likelihood loss and hence are not robust against…

Statistics Theory · Mathematics 2020-08-03 Elena Castilla , Abhik Ghosh , María Jaenada , Leandro Pardo

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

In this work, we present randomized compression algorithms for flat rank-structured matrices with shared bases, termed uniform Block Low-Rank (BLR) matrices. Our main contribution is a technique called tagging, which improves upon the…

Numerical Analysis · Mathematics 2025-12-16 Katherine J. Pearce , Anna Yesypenko , James Levitt , Per-Gunnar Martinsson

We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…

Data Structures and Algorithms · Computer Science 2011-05-05 Christos Boutsidis

Compressed indexing is a powerful technique that enables efficient querying over data stored in compressed form, significantly reducing memory usage and often accelerating computation. While extensive progress has been made for…

Data Structures and Algorithms · Computer Science 2025-10-23 Rajat De , Dominik Kempa

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

Data Structures and Algorithms · Computer Science 2018-12-18 Arun Jambulapati , Kirankumar Shiragur , Aaron Sidford

Clustering is a fundamental problem in unsupervised machine learning with many applications in data analysis. Popular clustering algorithms such as Lloyd's algorithm and $k$-means++ can take $\Omega(ndk)$ time when clustering $n$ points in…

Machine Learning · Computer Science 2023-10-26 Moses Charikar , Monika Henzinger , Lunjia Hu , Maxmilian Vötsch , Erik Waingarten

In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in general resource allocation problem. The algorithm requires only one single pass through the input data and…

Data Structures and Algorithms · Computer Science 2020-07-07 Xiaocheng Li , Chunlin Sun , Yinyu Ye

We consider the problem of minimizing a function over the manifold of orthogonal matrices. The majority of algorithms for this problem compute a direction in the tangent space, and then use a retraction to move in that direction while…

Machine Learning · Statistics 2022-02-01 Pierre Ablin , Gabriel Peyré

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…

Methodology · Statistics 2017-08-16 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov

Rough set is one of the important methods for rule acquisition and attribute reduction. The current goal of rough set attribute reduction focuses more on minimizing the number of reduced attributes, but ignores the spatial similarity…

Artificial Intelligence · Computer Science 2024-05-16 Xuchang Guo , Houbiao Li

Automated per-instance algorithm selection and configuration have shown promising performances for a number of classic optimization problems, including satisfiability, AI planning, and TSP. The techniques often rely on a set of features…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Tome Eftimov , Gorjan Popovski , Quentin Renau , Peter Korosec , Carola Doerr

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

We present an algebraic algorithm for quantum state tomography that leverages measurements of certain observables to estimate structured entries of the underlying density matrix. Under low-rank assumptions, the remaining entries can be…

Quantum Physics · Physics 2026-02-18 Shakir Showkat Sofi , Charlotte Vermeylen , Lieven De Lathauwer

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

In the supervised learning domain, considering the recent prevalence of algorithms with high computational cost, the attention is steering towards simpler, lighter, and less computationally extensive training and inference approaches. In…

Machine Learning · Computer Science 2022-09-02 Antonello Rosato , Massimo Panella , Denis Kleyko

Structured low-rank (SLR) algorithms, which exploit annihilation relations between the Fourier samples of a signal resulting from different properties, is a powerful image reconstruction framework in several applications. This scheme relies…

Machine Learning · Computer Science 2020-08-11 Aniket Pramanik , Hemant Aggarwal , Mathews Jacob