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04/04/2023
Sequential Linearithmic Time Optimal Unimodal Fitting When Minimizing Univariate Linear Losses
This paper focuses on optimal unimodal transformation of the score outpu...
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03/30/2023
A Note On Nonlinear Regression Under L2 Loss
We investigate the nonlinear regression problem under L2 loss (square lo...
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03/24/2023
Efficient Lipschitzian Global Optimization of Hölder Continuous Multivariate Functions
This study presents an effective global optimization technique designed ...
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03/19/2023
Formulation of Weighted Average Smoothing as a Projection of the Origin onto a Convex Polytope
Our study focuses on determining the best weight windows for a weighted ...
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03/14/2023
A 2-opt Algorithm for Locally Optimal Set Partition Optimization
Our research deals with the optimization version of the set partition pr...
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03/12/2023
Data Dependent Regret Guarantees Against General Comparators for Full or Bandit Feedback
We study the adversarial online learning problem and create a completely...
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09/06/2022
1D to nD: A Meta Algorithm for Multivariate Global Optimization via Univariate Optimizers
In this work, we propose a meta algorithm that can solve a multivariate ...
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06/29/2022
An Auto-Regressive Formulation for Smoothing and Moving Mean with Exponentially Tapered Windows
We investigate an auto-regressive formulation for the problem of smoothi...
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06/06/2022
Efficient Minimax Optimal Global Optimization of Lipschitz Continuous Multivariate Functions
In this work, we propose an efficient minimax optimal global optimizatio...
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06/01/2022
A Log-Linear Time Sequential Optimal Calibration Algorithm for Quantized Isotonic L2 Regression
We study the sequential calibration of estimations in a quantized isoton...
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04/18/2022
Robust, Nonparametric, Efficient Decomposition of Spectral Peaks under Distortion and Interference
We propose a decomposition method for the spectral peaks in an observed ...
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04/13/2022
Second Order Regret Bounds Against Generalized Expert Sequences under Partial Bandit Feedback
We study the problem of expert advice under partial bandit feedback sett...
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03/27/2022
Blind Source Separation for Mixture of Sinusoids with Near-Linear Computational Complexity
We propose a multi-tone decomposition algorithm that can find the freque...
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03/22/2022
Merging Knockout and Round-Robin Tournaments: A Flexible Linear Elimination Tournament Design
We propose a new tournament structure that combines the popular knockout...
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03/15/2022
Natural Hierarchical Cluster Analysis by Nearest Neighbors with Near-Linear Time Complexity
We propose a nearest neighbor based clustering algorithm that results in...
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03/10/2022
A Linearithmic Time Locally Optimal Algorithm for the Multiway Number Partition Optimization
We study the problem of multiway number partition optimization, which ha...
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03/06/2022
Smoothing with the Best Rectangle Window is Optimal for All Tapered Rectangle Windows
We investigate the optimal selection of weight windows for the problem o...
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02/22/2022
Nonconvex Extension of Generalized Huber Loss for Robust Learning and Pseudo-Mode Statistics
We propose an extended generalization of the pseudo Huber loss formulati...
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01/18/2022
Low Regret Binary Sampling Method for Efficient Global Optimization of Univariate Functions
In this work, we propose a computationally efficient algorithm for the p...
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10/31/2021
Efficient, Anytime Algorithms for Calibration with Isotonic Regression under Strictly Convex Losses
We investigate the calibration of estimations to increase performance wi...
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09/28/2021
Near-Linear Time Algorithm with Near-Logarithmic Regret Per Switch for Mixable/Exp-Concave Losses
We investigate the problem of online learning, which has gained signific...
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09/19/2021
Generalized Translation and Scale Invariant Online Algorithm for Adversarial Multi-Armed Bandits
We study the adversarial multi-armed bandit problem and create a complet...
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09/16/2021
A Quadratic Time Locally Optimal Algorithm for NP-hard Equal Cardinality Partition Optimization
We study the optimization version of the equal cardinality set partition...
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09/10/2021
Efficient Locally Optimal Number Set Partitioning for Scheduling, Allocation and Fair Selection
We study the optimization version of the set partition problem (where th...
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09/05/2021
Nonparametric Extrema Analysis in Time Series for Envelope Extraction, Peak Detection and Clustering
In this paper, we propose a nonparametric approach that can be used in e...
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08/28/2021
Generalized Huber Loss for Robust Learning and its Efficient Minimization for a Robust Statistics
We propose a generalized formulation of the Huber loss. We show that wit...
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08/24/2021
Regret Analysis of Global Optimization in Univariate Functions with Lipschitz Derivatives
In this work, we study the problem of global optimization in univariate ...
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08/19/2021
Optimally Efficient Sequential Calibration of Binary Classifiers to Minimize Classification Error
In this work, we aim to calibrate the score outputs of an estimator for ...
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08/13/2021
Optimal and Efficient Algorithms for General Mixable Losses against Switching Oracles
We investigate the problem of online learning, which has gained signific...
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09/19/2020
Recursive Experts: An Efficient Optimal Mixture of Learning Systems in Dynamic Environments
Sequential learning systems are used in a wide variety of problems from ...
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09/09/2020
A Generalized Online Algorithm for Translation and Scale Invariant Prediction with Expert Advice
In this work, we aim to create a completely online algorithmic framework...
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11/25/2019
Minimax Optimal Algorithms for Adversarial Bandit Problem with Multiple Plays
We investigate the adversarial bandit problem with multiple plays under ...
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05/29/2019
Accelerating Min-Max Optimization with Application to Minimal Bounding Sphere
We study the min-max optimization problem where each function contributi...
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12/02/2017