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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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114229343457 · Jun 202019922001200920172026
48 results for run-time complexity

We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadrat…

2014-07-15abs ↗pdf ↗

Randomly chosen support makes sparse linear regression easy.

problem Sparse linear regression with random support.
method Random support selection for efficient prediction.
result Prediction error εε with N=extpoly(k,logd,1/ε)N = ext{poly}(k, \log d, 1/ε) samples and extpoly(d,N) ext{poly}(d,N) run-time.

New insights into training ReLU networks, especially as data dimensionality increases.

problem Understanding computational complexity of training ReLU networks with varying data dimensions.
method Analyzed the parameterized complexity of two-layer ReLU networks with respect to various loss functions, focusing on the influence of data dimensionality.
result Running time lower bounds and optimal brute-force strategies for training ReLU networks, extending previous results to broader loss functions.

Efficient algorithms improve learning of large-margin halfspaces.

problem Learning large-margin halfspaces efficiently and reproducibly.
method Design of efficient, dimension-independent, polynomial-time algorithms; SGD-based approach; DP-to-Replicability reduction.
result Improved sample complexity compared to previous algorithms, with optimal sample complexity for one algorithm.

Efficiently learns complex Boolean functions under Gaussian distributions.

problem Learning complex Boolean functions of halfspaces under Gaussian marginals.
method First efficient proper agnostic learning algorithm for arbitrary Boolean functions of K halfspaces.
result Matches the best known improper learning algorithm's run-time dependence on dimension.

New framework reduces private mean estimation error with optimal efficiency.

problem Locally private mean estimation of high-dimensional vectors.
method ProjUnit framework: random projections, normalization, and optimal algorithm execution in lower dimensions.
result Optimal error up to a 1+o(1)-factor with computational efficiency and low communication complexity.

We derive and analyze learning algorithms for apprenticeship learning, policy evaluation, and policy gradient for average reward criteria. Existing algorithms explicitly require an upper bound on the mixing time. In contrast, we build on ideas from Markov chain theory and derive sampling algorithms that do not require …

2019-05-23abs ↗pdf ↗

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and conditions on when recovery is possible (how many observations do we need, how many co…

2016-05-25abs ↗pdf ↗

AITuning uses reinforcement learning to optimize communication libraries.

problem Optimizing communication libraries for better performance in parallel applications.
method Deep reinforcement learning applied to tuning communication libraries.
result Demonstrates the effectiveness of reinforcement learning for tuning communication libraries.

Recurrent neural networks can be large and compute-intensive, yet many applications that benefit from RNNs run on small devices with very limited compute and storage capabilities while still having run-time constraints. As a result, there is a need for compression techniques that can achieve significant compression wit…

2019-06-12abs ↗pdf ↗

We study kk-GenEV, the problem of finding the top kk generalized eigenvectors, and kk-CCA, the problem of finding the top kk vectors in canonical-correlation analysis. We propose algorithms LazyEV\mathtt{LazyEV} and LazyCCA\mathtt{LazyCCA} to solve the two problems with running times linearly dependent on the input size and…

2016-07-20abs ↗pdf ↗

This article introduces the concepts around Online Bandit Linear Optimization and explores an efficient setup called SCRiBLe (Self-Concordant Regularization in Bandit Learning) created by Abernethy et. al.\cite{abernethy}. The SCRiBLe setup and algorithm yield a O(T)O(\sqrt{T}) regret bound and polynomial run time comple…

2018-05-11abs ↗pdf ↗

This paper develops coding techniques to reduce the running time of distributed learning tasks. It characterizes the fundamental tradeoff to compute gradients (and more generally vector summations) in terms of three parameters: computation load, straggler tolerance and communication cost. It further gives an explicit c…

2018-02-09abs ↗pdf ↗

We develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time O~(nrζκδ2log(1/ε))\widetilde{O} \left( n\sqrt{r} \frac{ζκ}{δ^2} \log \left(1/ε\right) \right), where rr is the number of positivity and budget constraints, nn is the number of assets in the portfolio, εε the des…

2019-08-22abs ↗pdf ↗

We develop an efficient algorithm for low-rank approximation with improved approximation guarantees.

problem Optimal low-rank approximation of matrices with 1\ell_1 norm constraints.
method Polynomial time column subset selection-based algorithm achieving ildeO(k1/2) ilde{O}(k^{1/2})-approximation.
result Improved approximation guarantees for 1\ell_1 low-rank approximation.

This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time tt is uniformly bounded by O(1/γˉ2)\mathcal{O}(1/\barγ^2) where γˉ\barγ is the average drift of…

2013-12-23abs ↗pdf ↗

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

Belief propagation and its variants are popular methods for approximate inference, but their running time and even their convergence depend greatly on the schedule used to send the messages. Recently, dynamic update schedules have been shown to converge much faster on hard networks than static schedules, namely the res…

2012-06-20abs ↗pdf ↗

Long short-term memory (LSTM) has been widely used for sequential data modeling. Researchers have increased LSTM depth by stacking LSTM cells to improve performance. This incurs model redundancy, increases run-time delay, and makes the LSTMs more prone to overfitting. To address these problems, we propose a hidden-laye…

2018-05-30abs ↗pdf ↗

In this paper, we study the general problem of optimizing a convex function F(L)F(L) over the set of p×pp \times p matrices, subject to rank constraints on LL. However, existing first-order methods for solving such problems either are too slow to converge, or require multiple invocations of singular value decompositions.…

2017-12-08abs ↗pdf ↗

We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of low-rank matrices, and the set of sparse matrices; each projection is {\em non-convex…

2014-10-28abs ↗pdf ↗

This paper tackles combinatorial pure exploration for dueling bandits, aiming to find the best candidate-position match.

problem Finding the best candidate-position match in a dueling bandit setting.
method The paper adapts combinatorial pure exploration for multi-armed bandits to dueling bandits, considering both Borda winner and Condorcet winner cases. It designs PAC and exact algorithms for Borda winner and a fully polynomial time approximation scheme (FPTAS) for Condorcet winner.
result The paper introduces the first algorithm with polynomial running time per round for identifying the Condorcet winner in CPE-DB.

Detects and mitigates rare subclasses in deep neural networks.

problem Underrepresented classes in training datasets reduce classifier performance.
method Commonality metric for detection, methods for reducing impact during training and exploitation.
result Models compensate for rare subclasses, improving performance and runtime identification.

This work bounds the run-time of nonconvex optimization with early stopping.

problem Bounding the expected run-time of nonconvex optimization with early stopping.
method Derives conditions for well-defined early stopping based on validation function norms and bounds the expected number of iterations and gradient evaluations.
result Guarantees the validity of early stopping and provides bounds on the expected run-time for various optimization algorithms.

We describe two techniques that significantly improve the running time of several standard machine-learning algorithms when data is sparse. The first technique is an algorithm that effeciently extracts one-way and two-way counts--either real or expected-- from discrete data. Extracting such counts is a fundamental step…

2013-01-23abs ↗pdf ↗

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not only achieves nearly optimal utility, but also significantly improves the running …

2017-03-29abs ↗pdf ↗

Paper tackles robust estimation of tree-structured Ising models without side information.

problem Learning tree-structured Ising models with flipped signs of variables.
method Proves unidentifiability, proposes an algorithm with logarithmic sample complexity and polynomial run-time complexity.
result Empirically demonstrates robustness of proposed algorithm in the flipped signs setting.

Improved sample and time complexity for identifying mixtures of product distributions.

problem Identifying a mixture of kk product distributions from statistics.
method Combining robust tensor decomposition and Hadamard extensions to bound the condition number of key matrices.
result Achieved sample complexity and run-time complexity of (1/ζ)O(k)(1/ζ)^{O(k)} for n2k1n \geq 2k-1.

We introduce dropout compaction, a novel method for training feed-forward neural networks which realizes the performance gains of training a large model with dropout regularization, yet extracts a compact neural network for run-time efficiency. In the proposed method, we introduce a sparsity-inducing prior on the per u…

2016-11-18abs ↗pdf ↗