相关论文: Better and Simpler Error Analysis of the Sinkhorn-…

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…

Since convolutional neural network (CNN) lacks an inherent mechanism to handle large scale variations, we always need to compute feature maps multiple times for multi-scale object detection, which has the bottleneck of computational cost in…

This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted. This problem arises in many applications, such as…

Every sufficiently big matrix with small spectral norm has a nearby low-rank matrix if the distance is measured in the maximum norm (Udell & Townsend, SIAM J Math Data Sci, 2019). We use the Hanson--Wright inequality to improve the estimate…

We present a new algorithm for estimating the star discrepancy of arbitrary point sets. Similar to the algorithm for discrepancy approximation of Winker and Fang [SIAM J. Numer. Anal. 34 (1997), 2028--2042] it is based on the optimization…

We study the convergence rate of the Circumcentered-Reflection Method (CRM) for solving the convex feasibility problem and compare it with the Method of Alternating Projections (MAP). Under an error bound assumption, we prove that both…

Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…

Kalman filtering can provide an optimal estimation of the system state from noisy observation data. This algorithm's performance depends on the accuracy of system modeling and noise statistical characteristics, which are usually challenging…

We propose a scalable approximate algorithm for the NP-hard maximum-weight independent set problem. The core component of our algorithm is a dual coordinate descent applied to a smoothed LP relaxation of the problem. This technique is…

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

A critical piece of the modern information retrieval puzzle is approximate nearest neighbor search. Its objective is to return a set of $k$ data points that are closest to a query point, with its accuracy measured by the proportion of exact…

k Nearest Neighbor (kNN) method is a simple and popular statistical method for classification and regression. For both classification and regression problems, existing works have shown that, if the distribution of the feature vector has…

The relaxed optimal $k$-thresholding pursuit (ROTP) is a recent algorithm for linear inverse problems. This algorithm is based on the optimal $k$-thresholding technique which performs vector thresholding and error metric reduction…

Spectral clustering has shown a superior performance in analyzing the cluster structure. However, its computational complexity limits its application in analyzing large-scale data. To address this problem, many low-rank matrix approximating…

We consider the related tasks of matrix completion and matrix approximation from missing data and propose adaptive sampling procedures for both problems. We show that adaptive sampling allows one to eliminate standard incoherence…

In this paper we introduce and study the Maximum-Average Subtensor ($p$-MAS) problem, in which one wants to find a subtensor of size $k$ of a given random tensor of size $N$, both of order $p$, with maximum sum of entries. We are motivated…

We investigate a class of constrained sparse regression problem with cardinality penalty, where the feasible set is defined by box constraint, and the loss function is convex, but not necessarily smooth. First, we put forward a smoothing…

Given the wide range of deployment targets, flexible model selection is essential for optimizing performance within a given compute budget. Recent work demonstrates that stitching pretrained models within a model family enables…

This paper develops a generalization of the line-search sequential quadratic programming (SQP) algorithm with $\ell_1$-merit function that uses objective and constraint function approximations with tunable accuracy to solve smooth…

This paper addresses the general problem of single-look multi-master SAR tomography. For this purpose, we establish the single-look multi-master data model, analyze its implications for single and double scatterers, and propose a generic…