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We give a polynomial-time algorithm for OnlineSetCover with a competitive ratio of $O(\log mn)$ when the elements are revealed in random order, essentially matching the best possible offline bound of $O(\log n)$ and circumventing the $\Omega(\log m \log n)$ lower bound known in adversarial order. We also extend the result to solving pure covering IPs when constraints arrive in random order. The algorithm is a multiplicative-weights-based round-and-solve approach we call LearnOrCover. We maintain a coarse fractional solution that is neither feasible nor monotone increasing, but can nevertheless be rounded online to achieve the claimed guarantee (in the random order model). This gives a new offline algorithm for SetCover that performs a single pass through the elements, which may be of independent interest.

Given a graph $G$ of degree $k$ over $n$ vertices, we consider the problem of computing a near maximum cut or a near minimum bisection in polynomial time. For graphs of girth $L$, we develop a local message passing algorithm whose complexity is $O(nkL)$, and that achieves near optimal cut values among all $L$-local algorithms. Focusing on max-cut, the algorithm constructs a cut of value $nk/4+ n\mathsf{P}_\star\sqrt{k/4}+\mathsf{err}(n,k,L)$, where $\mathsf{P}_\star\approx 0.763166$ is the value of the Parisi formula from spin glass theory, and $\mathsf{err}(n,k,L)=o_n(n)+no_k(\sqrt{k})+n \sqrt{k} o_L(1)$ (subscripts indicate the asymptotic variables). Our result generalizes to locally treelike graphs, i.e., graphs whose girth becomes $L$ after removing a small fraction of vertices. Earlier work established that, for random $k$-regular graphs, the typical max-cut value is $nk/4+ n\mathsf{P}_\star\sqrt{k/4}+o_n(n)+no_k(\sqrt{k})$. Therefore our algorithm is nearly optimal on such graphs. An immediate corollary of this result is that random regular graphs have nearly minimum max-cut, and nearly maximum min-bisection among all regular locally treelike graphs. This can be viewed as a combinatorial version of the near-Ramanujan property of random regular graphs.

For a graph class $\mathcal{C}$, the $\mathcal{C}$-Edge-Deletion problem asks for a given graph $G$ to delete the minimum number of edges from $G$ in order to obtain a graph in $\mathcal{C}$. We study the $\mathcal{C}$-Edge-Deletion problem for $\mathcal{C}$ the permutation graphs, interval graphs, and other related graph classes. It follows from Courcelle's Theorem that these problems are fixed parameter tractable when parameterized by treewidth. In this paper, we present concrete FPT algorithms for these problems. By giving explicit algorithms and analyzing these in detail, we obtain algorithms that are significantly faster than the algorithms obtained by using Courcelle's theorem.

The fundamental sparsest cut problem takes as input a graph $G$ together with the edge costs and demands, and seeks a cut that minimizes the ratio between the costs and demands across the cuts. For $n$-node graphs~$G$ of treewidth~$k$, \chlamtac, Krauthgamer, and Raghavendra (APPROX 2010) presented an algorithm that yields a factor-$2^{2^k}$ approximation in time $2^{O(k)} \cdot \operatorname{poly}(n)$. Later, Gupta, Talwar and Witmer (STOC 2013) showed how to obtain a $2$-approximation algorithm with a blown-up run time of $n^{O(k)}$. An intriguing open question is whether one can simultaneously achieve the best out of the aforementioned results, that is, a factor-$2$ approximation in time $2^{O(k)} \cdot \operatorname{poly}(n)$. In this paper, we make significant progress towards this goal, via the following results: (i) A factor-$O(k^2)$ approximation that runs in time $2^{O(k)} \cdot \operatorname{poly}(n)$, directly improving the work of Chlamt\'a\v{c} et al. while keeping the run time single-exponential in $k$. (ii) For any $\varepsilon>0$, a factor-$O(1/\varepsilon^2)$ approximation whose run time is $2^{O(k^{1+\varepsilon}/\varepsilon)} \cdot \operatorname{poly}(n)$, implying a constant-factor approximation whose run time is nearly single-exponential in $k$ and a factor-$O(\log^2 k)$ approximation in time $k^{O(k)} \cdot \operatorname{poly}(n)$. Key to these results is a new measure of a tree decomposition that we call combinatorial diameter, which may be of independent interest.

In the non-uniform sparsest cut problem, we are given a supply graph G and a demand graph D, both with the same set of nodes V. The goal is to find a cut of V that minimizes the ratio of the total capacity on the edges of G crossing the cut over the total demand of the crossing edges of D. In this work, we study the non-uniform sparsest cut problem for supply graphs with bounded treewidth k. For this case, Gupta, Talwar and Witmer [STOC 2013] obtained a 2-approximation with polynomial running time for fixed k, and the question of whether there exists a c-approximation algorithm for a constant c independent of k, that runs in FPT time, remained open. We answer this question in the affirmative. We design a 2-approximation algorithm for the non-uniform sparsest cut with bounded treewidth supply graphs that runs in FPT time, when parameterized by the treewidth. Our algorithm is based on rounding the optimal solution of a linear programming relaxation inspired by the Sherali-Adams hierarchy. In contrast to the classic Sherali-Adams approach, we construct a relaxation driven by a tree decomposition of the supply graph by including a carefully chosen set of lifting variables and constraints to encode information of subsets of nodes with super-constant size, and at the same time we have a sufficiently small linear program that can be solved in FPT time.

Source identification problems have multiple applications in engineering such as the identification of fissures in materials, determination of sources in electromagnetic fields or geophysical applications, detection of contaminant sources, among others. In this work we are concerned with the determination of a time-dependent source in a transport equation from noisy data measured at a fixed position. By means of Fourier techniques can be shown that the problem is ill-posed in the sense that the solution exists but it does not vary continuously with the data. A number of different techniques were developed by other authors to approximate the solution. In this work, we consider a family of parametric regularization operators to deal with the ill-posedness of the problem. We proposed a manner to select the regularization parameter as a function of noise level in data in order to obtain a regularized solution that approximate the unknown source. We find a H\"older type bound for the error of the approximated source when the unknown function is considered to be bounded in a given norm. Numerical examples illustrate the convergence and stability of the method.

Advances in information technology have led to extremely large datasets that are often kept in different storage centers. Existing statistical methods must be adapted to overcome the resulting computational obstacles while retaining statistical validity and efficiency. Split-and-conquer approaches have been applied in many areas, including quantile processes, regression analysis, principal eigenspaces, and exponential families. We study split-and-conquer approaches for the distributed learning of finite Gaussian mixtures. We recommend a reduction strategy and develop an effective MM algorithm. The new estimator is shown to be consistent and retains root-n consistency under some general conditions. Experiments based on simulated and real-world data show that the proposed split-and-conquer approach has comparable statistical performance with the global estimator based on the full dataset, if the latter is feasible. It can even slightly outperform the global estimator if the model assumption does not match the real-world data. It also has better statistical and computational performance than some existing methods.

We revisit the basic problem of quantum state certification: given copies of unknown mixed state $\rho\in\mathbb{C}^{d\times d}$ and the description of a mixed state $\sigma$, decide whether $\sigma = \rho$ or $\|\sigma - \rho\|_{\mathsf{tr}} \ge \epsilon$. When $\sigma$ is maximally mixed, this is mixedness testing, and it is known that $\Omega(d^{\Theta(1)}/\epsilon^2)$ copies are necessary, where the exact exponent depends on the type of measurements the learner can make [OW15, BCL20], and in many of these settings there is a matching upper bound [OW15, BOW19, BCL20]. Can one avoid this $d^{\Theta(1)}$ dependence for certain kinds of mixed states $\sigma$, e.g. ones which are approximately low rank? More ambitiously, does there exist a simple functional $f:\mathbb{C}^{d\times d}\to\mathbb{R}_{\ge 0}$ for which one can show that $\Theta(f(\sigma)/\epsilon^2)$ copies are necessary and sufficient for state certification with respect to any $\sigma$? Such instance-optimal bounds are known in the context of classical distribution testing, e.g. [VV17]. Here we give the first bounds of this nature for the quantum setting, showing (up to log factors) that the copy complexity for state certification using nonadaptive incoherent measurements is essentially given by the copy complexity for mixedness testing times the fidelity between $\sigma$ and the maximally mixed state. Surprisingly, our bound differs substantially from instance optimal bounds for the classical problem, demonstrating a qualitative difference between the two settings.

We consider the exploration-exploitation trade-off in reinforcement learning and we show that an agent imbued with a risk-seeking utility function is able to explore efficiently, as measured by regret. The parameter that controls how risk-seeking the agent is can be optimized exactly, or annealed according to a schedule. We call the resulting algorithm K-learning and show that the corresponding K-values are optimistic for the expected Q-values at each state-action pair. The K-values induce a natural Boltzmann exploration policy for which the `temperature' parameter is equal to the risk-seeking parameter. This policy achieves an expected regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed time-steps. This bound is only a factor of $L$ larger than the established lower bound. K-learning can be interpreted as mirror descent in the policy space, and it is similar to other well-known methods in the literature, including Q-learning, soft-Q-learning, and maximum entropy policy gradient, and is closely related to optimism and count based exploration methods. K-learning is simple to implement, as it only requires adding a bonus to the reward at each state-action and then solving a Bellman equation. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.

This work considers the problem of provably optimal reinforcement learning for episodic finite horizon MDPs, i.e. how an agent learns to maximize his/her long term reward in an uncertain environment. The main contribution is in providing a novel algorithm --- Variance-reduced Upper Confidence Q-learning (vUCQ) --- which enjoys a regret bound of $\widetilde{O}(\sqrt{HSAT} + H^5SA)$, where the $T$ is the number of time steps the agent acts in the MDP, $S$ is the number of states, $A$ is the number of actions, and $H$ is the (episodic) horizon time. This is the first regret bound that is both sub-linear in the model size and asymptotically optimal. The algorithm is sub-linear in that the time to achieve $\epsilon$-average regret for any constant $\epsilon$ is $O(SA)$, which is a number of samples that is far less than that required to learn any non-trivial estimate of the transition model (the transition model is specified by $O(S^2A)$ parameters). The importance of sub-linear algorithms is largely the motivation for algorithms such as $Q$-learning and other "model free" approaches. vUCQ algorithm also enjoys minimax optimal regret in the long run, matching the $\Omega(\sqrt{HSAT})$ lower bound. Variance-reduced Upper Confidence Q-learning (vUCQ) is a successive refinement method in which the algorithm reduces the variance in $Q$-value estimates and couples this estimation scheme with an upper confidence based algorithm. Technically, the coupling of both of these techniques is what leads to the algorithm enjoying both the sub-linear regret property and the asymptotically optimal regret.