相关论文: New Sublinear Algorithms and Lower Bounds for LIS …
The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…
We study dynamic $(1+\epsilon)$-approximation algorithms for the all-pairs shortest paths problem in unweighted undirected $n$-node $m$-edge graphs under edge deletions. The fastest algorithm for this problem is a randomized algorithm with…
Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…
We study the lengths of monotone subsequences for permutations drawn from the Mallows measure. The Mallows measure was introduced by Mallows in connection with ranking problems in statistics. Under this measure, the probability of a…
We establish new exponential in dimension lower bounds for the Maximum Halfspace Discrepancy problem, which models linear classification. Both are fundamental problems in computational geometry and machine learning in their exact and…
We study the law of the iterated logarithm (LIL) for the maximum likelihood estimation of the parameters (as a convex optimization problem) in the generalized linear models with independent or weakly dependent ($\rho$-mixing, $m$-dependent)…
Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…
In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…
Infinitesimal contraction analysis provides exponential convergence rates between arbitrary pairs of trajectories of a system by studying the system's linearization. An essentially equivalent viewpoint arises through stability analysis of a…
We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…
We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…
This study investigates whether reoptimization can help in solving the closest substring problem. We are dealing with the following reoptimization scenario. Suppose, we have an optimal l-length closest substring of a given set of sequences…
We present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…
In this paper, we focus on learning a linear time-invariant (LTI) model with low-dimensional latent variables but high-dimensional observations. We provide an algorithm that recovers the high-dimensional features, i.e. column space of the…
Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
In this paper, we study edit distance (ED) and longest common subsequence (LCS) in the asymmetric streaming model, introduced by Saks and Seshadhri [SS13]. As an intermediate model between the random access model and the streaming model,…
This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…