Related papers: Random Shuffling to Reduce Disorder in Adaptive So…
One approach for reducing run time and improving efficiency of machine learning is to reduce the convergence rate of the optimization algorithm used. Shuffling is an algorithm technique that is widely used in machine learning, but it only…
We propose new sequential sorting operations by adapting techniques and methods used for designing parallel sorting algorithms. Although the norm is to parallelize a sequential algorithm to improve performance, we adapt a contrarian…
Shuffling strategies for stochastic gradient descent (SGD), including incremental gradient, shuffle-once, and random reshuffling, are supported by rigorous convergence analyses for arbitrary within-epoch permutations. In particular, random…
Sorting is a fundamental and well studied problem that has been studied extensively. Sorting plays an important role in the area of databases, as many queries can be served much faster if the relations are first sorted. One of the most…
Random Reshuffling (RR) is an algorithm for minimizing finite-sum functions that utilizes iterative gradient descent steps in conjunction with data reshuffling. Often contrasted with its sibling Stochastic Gradient Descent (SGD), RR is…
While SGD, which samples from the data with replacement is widely studied in theory, a variant called Random Reshuffling (RR) is more common in practice. RR iterates through random permutations of the dataset and has been shown to converge…
We present one stable mergesort algorithm, called \Adaptive Shivers Sort, that exploits the existence of monotonic runs for sorting efficiently partially sorted data. We also prove that, although this algorithm is simple to implement, its…
This article introduces an adaptive sorting algorithm that can relocate elements accurately by substituting their values into a function which we name it the guessing function. We focus on building this function which is the mapping…
Shuffling is the process of rearranging a sequence of elements into a random order such that any permutation occurs with equal probability. It is an important building block in a plethora of techniques used in virtually all scientific…
We introduce and analyse a new, extremely simple, randomised sorting algorithm: - choose a pair of indices $\{i, j\}$ according to some distribution $q$; - sort the elements in positions $i$ and $j$ of the array in ascending order. Choosing…
Frequently, randomly organized data is needed to avoid an anomalous operation of other algorithms and computational processes. An analogy is that a deck of cards is ordered within the pack, but before a game of poker or solitaire the deck…
This article introduces an algorithm, MergeShuffle, which is an extremely efficient algorithm to generate random permutations (or to randomly permute an existing array). It is easy to implement, runs in $n\log_2 n + O(1)$ time, is in-place,…
Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framework for variance reduction that enables the use of mixtures…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…
In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…
We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…
The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…
We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular of which is known as Stochastic Gradient Langevin Dynamics.…