相关论文: Optimal Query Complexities for Dynamic Trace Estim…
We study a dynamic version of the implicit trace estimation problem. Given access to an oracle for computing matrix-vector multiplications with a dynamically changing matrix A, our goal is to maintain an accurate approximation to A's trace…
Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…
Matrix trace estimation is ubiquitous in machine learning applications and has traditionally relied on Hutchinson's method, which requires $O(\log(1/\delta)/\epsilon^2)$ matrix-vector product queries to achieve a $(1 \pm…
An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In…
We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. For weakly communicating MDPs, we establish the complexity bound…
We study how to utilize (possibly erroneous) predictions in a model for computing under uncertainty in which an algorithm can query unknown data. Our aim is to minimize the number of queries needed to solve the minimum spanning tree…
Computing an optimal classification tree that provably maximizes training performance within a given size limit, is NP-hard, and in practice, most state-of-the-art methods do not scale beyond computing optimal trees of depth three.…
Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…
We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…
We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…
We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. We establish the complexity bound $\widetilde{O}\left(SA\frac{H}{\varepsilon^2}…
We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…
The dynamic optimality conjecture, postulating the existence of an $O(1)$-competitive online algorithm for binary search trees (BSTs), is among the most fundamental open problems in dynamic data structures. Despite extensive work and some…
We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…
In recent years, significant progress has been made on algorithms for learning optimal decision trees, primarily in the context of binary features. Extending these methods to continuous features remains substantially more challenging due to…
This article is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix $A$ whose information is only available through matrix-vector products. Such a method approximates the trace by an average of…
We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…
{\em Algorithms with predictions} incorporate machine learning predictions into algorithm design. A plethora of recent works incorporated predictions to improve on worst-case optimal bounds for online problems. In this paper, we initiate…
Writing concurrent programs is notoriously hard due to scheduling non-determinism. The most common concurrency bugs are data races, which are accesses to a shared resource that can be executed concurrently. Dynamic data-race prediction is…
Detecting maximal square submatrices of ones in binary matrices is a fundamental problem with applications in computer vision and pattern recognition. While the standard dynamic programming (DP) solution achieves optimal asymptotic…