相关论文: Near-Linear Runtime for a Classical Matrix Precond…
Hierarchical matrices (usually abbreviated ${\mathcal H}$-matrices) are frequently used to construct preconditioners for systems of linear equations. Since it is possible to compute approximate inverses or $LU$ factorizations in ${\mathcal…
Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to…
Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…
A run in a string is a maximal periodic substring. For example, the string $\texttt{bananatree}$ contains the runs $\texttt{anana} = (\texttt{an})^{3/2}$ and $\texttt{ee} = \texttt{e}^2$. There are less than $n$ runs in any length-$n$…
We present a parallel approximation algorithm for a class of mixed packing and covering semidefinite programs which generalize on the class of positive semidefinite programs as considered by Jain and Yao [2011]. As a corollary we get a…
With elementary means, we prove a stronger run time guarantee for the univariate marginal distribution algorithm (UMDA) optimizing the LeadingOnes benchmark function in the desirable regime with low genetic drift. If the population size is…
We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…
A matrix algorithm is said to be superfast (that is, runs at sublinear cost) if it involves much fewer scalars and flops than the input matrix has entries. Such algorithms have been extensively studied and widely applied in modern…
We consider the solution of full column-rank least squares problems by means of normal equations that are preconditioned, symmetrically or non-symmetrically, with a randomized preconditioner. With an effective preconditioner, the solutions…
We study approximation algorithms for scheduling problems with the objective of minimizing total weighted completion time, under identical and related machine models with job precedence constraints. We give algorithms that improve upon many…
The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…
We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…
Assigning jobs onto identical machines with the objective to minimize the maximal load is one of the most basic problems in combinatorial optimization. Motivated by product planing and data placement, we study a natural extension called…
This paper presents a wp-style calculus for obtaining bounds on the expected run-time of probabilistic programs. Its application includes determining the (possibly infinite) expected termination time of a probabilistic program and proving…
In this paper, an exact algorithm in polynomial time is developed to solve unrestricted binary quadratic programs. The computational complexity is $O\left( n^{\frac{15}{2}}\right) $, although very conservative, it is sufficient to prove…
We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…
We study a preconditioner for a Hermitian positive definite linear system, which is obtained as the solution of a matrix nearness problem based on the Bregman log determinant divergence. The preconditioner is of the form of a Hermitian…
We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…
We describe a quantum algorithm that generalizes the quantum linear system algorithm [Harrow et al., Phys. Rev. Lett. 103, 150502 (2009)] to arbitrary problem specifications. We develop a state preparation routine that can initialize…
We present randomized algorithms for estimating the log-determinant of regularized symmetric positive semi-definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduction of a…