相关论文: Oblivious sketching for logistic regression

This article considers "compressive learning," an approach to large-scale machine learning where datasets are massively compressed before learning (e.g., clustering, classification, or regression) is performed. In particular, a "sketch" is…

The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in…

Finding dense subgraphs is a fundamental algorithmic tool in data mining, community detection, and clustering. In this problem, one aims to find an induced subgraph whose edge-to-vertex ratio is maximized. We study the directed case of this…

Binomial data with unknown sizes often appear in biological and medical sciences. The previous methods either use the Poisson approximation or the quasi-likelihood approach. A full likelihood approach is proposed by treating unknown sizes…

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

In this paper, we consider supervised learning problems such as logistic regression and study the stochastic gradient method with averaging, in the usual stochastic approximation setting where observations are used only once. We show that…

Optimizing smooth convex functions in stochastic settings, where only noisy estimates of gradients and Hessians are available, is a fundamental problem in optimization. While first-order methods possess a low per-iteration cost, their…

For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…

A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…

We design fast deterministic algorithms for distance computation in the congested clique model. Our key contributions include: -- A $(2+\epsilon)$-approximation for all-pairs shortest paths in $O(\log^2{n} / \epsilon)$ rounds on unweighted…

We give an $O(n \log \log n)$ time algorithm for computing the minimum cut (or equivalently, the shortest cycle) of a weighted directed planar graph. This improves the previous fastest $O(n\log^3 n)$ solution. Interestingly, while in…

We study the problem of compressing a weighted graph $G$ on $n$ vertices, building a "sketch" $H$ of $G$, so that given any vector $x \in \mathbb{R}^n$, the value $x^T L_G x$ can be approximated up to a multiplicative $1+\epsilon$ factor…

We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood,…

In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

The l1-regularized logistic regression (or sparse logistic regression) is a widely used method for simultaneous classification and feature selection. Although many recent efforts have been devoted to its efficient implementation, its…

We study the problem of sketching an input graph, so that given the sketch, one can estimate the weight of any cut in the graph within factor $1+\epsilon$. We present lower and upper bounds on the size of a randomized sketch, focusing on…

We provide universally-optimal distributed graph algorithms for $(1+\varepsilon)$-approximate shortest path problems including shortest-path-tree and transshipment. The universal optimality of our algorithms guarantees that, on any $n$-node…

Ordinary least squares (OLS) linear regression is one of the most basic statistical techniques for data analysis. In the main stream literature and the statistical education, the study of linear regression is typically restricted to the…

Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…