Related papers: A lattice algorithm with multiple shifts for funct…
In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…
During recent years there has been an increased interest in stochastic adaptations of limited memory quasi-Newton methods, which compared to pure gradient-based routines can improve the convergence by incorporating second order information.…
We present a random-subspace variant of cubic regularization algorithm that chooses the size of the subspace adaptively, based on the rank of the projected second derivative matrix. Iteratively, our variant only requires access to…
Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…
In this paper, we give a quadratic Goldreich-Levin algorithm that is close to optimal in the following ways. Given a bounded function $f$ on the Boolean hypercube $\mathbb{F}_2^n$ and any $\varepsilon>0$, the algorithm returns a quadratic…
In scientific computing, the acceleration of atomistic computer simulations by means of custom hardware is finding ever growing application. A major limitation, however, is that the high efficiency in terms of performance and low power…
This paper proposes to develop a new variant of the two-time-scale stochastic approximation to find the roots of two coupled nonlinear operators, assuming only noisy samples of these operators can be observed. Our key idea is to leverage…
We show that for those lattices of Voronoi's first kind with known obtuse superbasis, a closest lattice point can be computed in $O(n^4)$ operations where $n$ is the dimension of the lattice. To achieve this a series of relevant lattice…
We consider the problem of finding patrol schedules for $k$ robots to visit a given set of $n$ sites in a metric space. Each robot has the same maximum speed and the goal is to minimize the weighted maximum latency of any site, where the…
In this paper, we study optimal quadrature errors, approximation numbers, and sampling numbers in $L_2(\Bbb S^d)$ for Sobolev spaces ${\rm H}^{\alpha,\beta}(\Bbb S^d)$ with logarithmic perturbation on the unit sphere $\Bbb S^d$ in $\Bbb…
Weighted flow time is a fundamental and very well-studied objective function in scheduling. In this paper, we study the setting of a single machine with preemptions. The input consists of a set of jobs, characterized by their processing…
We present a method for improving a Non Local Means operator by computing its low-rank approximation. The low-rank operator is constructed by applying a filter to the spectrum of the original Non Local Means operator. This results in an…
This paper addresses the challenging scheduling problem of coflows with release times, with the objective of minimizing the total weighted completion time. Previous literature has predominantly concentrated on establishing the scheduling…
Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…
Low rank approximation has been extensively studied in the past. It is most suitable to reproduce rectangular like structures in the data. In this work we introduce a generalization using shifted rank-1 matrices to approximate…
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…
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…
It was recently shown in [4] that, for $L_2$-approximation of functions from a Hilbert space, function values are almost as powerful as arbitrary linear information, if the approximation numbers are square-summable. That is, we showed that…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…