no code implementations • 8 Mar 2021 • Nicolas Emmenegger, Rasmus Kyng, Ahad N. Zehmakan
We prove lower bounds for higher-order methods in smooth non-convex finite-sum optimization.
no code implementations • 21 Jan 2019 • Deeksha Adil, Rasmus Kyng, Richard Peng, Sushant Sachdeva
We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1, 2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}})$ iterations, where each iteration requires solving an $m \times m$ linear system, $m$ being the dimension of the ambient space.
1 code implementation • NeurIPS 2015 • Rasmus Kyng, Anup Rao, Sushant Sachdeva
Given a directed acyclic graph $G,$ and a set of values $y$ on the vertices, the Isotonic Regression of $y$ is a vector $x$ that respects the partial order described by $G,$ and minimizes $\|x-y\|,$ for a specified norm.
1 code implementation • 2 Jul 2015 • Rasmus Kyng, Anup Rao, Sushant Sachdeva
Given a directed acyclic graph $G,$ and a set of values $y$ on the vertices, the Isotonic Regression of $y$ is a vector $x$ that respects the partial order described by $G,$ and minimizes $||x-y||,$ for a specified norm.
1 code implementation • 1 May 2015 • Rasmus Kyng, Anup Rao, Sushant Sachdeva, Daniel A. Spielman
We develop fast algorithms for solving regression problems on graphs where one is given the value of a function at some vertices, and must find its smoothest possible extension to all vertices.