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This study introduces a novel estimation method for the entries and structure of a matrix $A$ in the linear factor model $\textbf{X} = A\textbf{Z} + \textbf{E}$. This is applied to an observable vector $\textbf{X} \in \mathbb{R}^d$ with $\textbf{Z} \in \mathbb{R}^K$, a vector composed of independently regularly varying random variables, and independent lighter tail noise $\textbf{E} \in \mathbb{R}^d$. This leads to max-linear models treated in classical multivariate extreme value theory. The spectral of the limit distribution is subsequently discrete and completely characterised by the matrix $A$. Every max-stable random vector with discrete spectral measure can be written as a max-linear model. Each row of the matrix $A$ is supposed to be both scaled and sparse. Additionally, the value of $K$ is not known a priori. The problem of identifying the matrix $A$ from its matrix of pairwise extremal correlation is addressed. In the presence of pure variables, which are elements of $\textbf{X}$ linked, through $A$, to a single latent factor, the matrix $A$ can be reconstructed from the extremal correlation matrix. Our proofs of identifiability are constructive and pave the way for our innovative estimation for determining the number of factors $K$ and the matrix $A$ from $n$ weakly dependent observations on $\textbf{X}$. We apply the suggested method to weekly maxima rainfall and wildfires to illustrate its applicability.

We conduct a systematic study of the approximation properties of Transformer for sequence modeling with long, sparse and complicated memory. We investigate the mechanisms through which different components of Transformer, such as the dot-product self-attention, positional encoding and feed-forward layer, affect its expressive power, and we study their combined effects through establishing explicit approximation rates. Our study reveals the roles of critical parameters in the Transformer, such as the number of layers and the number of attention heads. These theoretical insights are validated experimentally and offer natural suggestions for alternative architectures.

We give a quantum approximation scheme (i.e., $(1 + \varepsilon)$-approximation for every $\varepsilon > 0$) for the classical $k$-means clustering problem in the QRAM model with a running time that has only polylogarithmic dependence on the number of data points. More specifically, given a dataset $V$ with $N$ points in $\mathbb{R}^d$ stored in QRAM data structure, our quantum algorithm runs in time $\tilde{O} \left( 2^{\tilde{O}(\frac{k}{\varepsilon})} \eta^2 d\right)$ and with high probability outputs a set $C$ of $k$ centers such that $cost(V, C) \leq (1+\varepsilon) \cdot cost(V, C_{OPT})$. Here $C_{OPT}$ denotes the optimal $k$-centers, $cost(.)$ denotes the standard $k$-means cost function (i.e., the sum of the squared distance of points to the closest center), and $\eta$ is the aspect ratio (i.e., the ratio of maximum distance to minimum distance). This is the first quantum algorithm with a polylogarithmic running time that gives a provable approximation guarantee of $(1+\varepsilon)$ for the $k$-means problem. Also, unlike previous works on unsupervised learning, our quantum algorithm does not require quantum linear algebra subroutines and has a running time independent of parameters (e.g., condition number) that appear in such procedures.

Given a source and a target probability measure supported on $\mathbb{R}^d$, the Monge problem asks to find the most efficient way to map one distribution to the other. This efficiency is quantified by defining a \textit{cost} function between source and target data. Such a cost is often set by default in the machine learning literature to the squared-Euclidean distance, $\ell^2_2(\mathbf{x},\mathbf{y})=\tfrac12|\mathbf{x}-\mathbf{y}|_2^2$. Recently, Cuturi et. al '23 highlighted the benefits of using elastic costs, defined through a regularizer $\tau$ as $c(\mathbf{x},\mathbf{y})=\ell^2_2(\mathbf{x},\mathbf{y})+\tau(\mathbf{x}-\mathbf{y})$. Such costs shape the \textit{displacements} of Monge maps $T$, i.e., the difference between a source point and its image $T(\mathbf{x})-\mathbf{x})$, by giving them a structure that matches that of the proximal operator of $\tau$. In this work, we make two important contributions to the study of elastic costs: (i) For any elastic cost, we propose a numerical method to compute Monge maps that are provably optimal. This provides a much-needed routine to create synthetic problems where the ground truth OT map is known, by analogy to the Brenier theorem, which states that the gradient of any convex potential is always a valid Monge map for the $\ell_2^2$ cost; (ii) We propose a loss to \textit{learn} the parameter $\theta$ of a parameterized regularizer $\tau_\theta$, and apply it in the case where $\tau_{A}(\mathbf{z})=|A^\perp \mathbf{z}|^2_2$. This regularizer promotes displacements that lie on a low dimensional subspace of $\mathbb{R}^d$, spanned by the $p$ rows of $A\in\mathbb{R}^{p\times d}$.

Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries of a Hermitian matrix $A$ and assuming a constant eigenvalue gap, output a classical description of a good approximation of the top eigenvector: one algorithm with time complexity $\mathcal{\tilde{O}}(d^{1.75})$ and one with time complexity $d^{1.5+o(1)}$ (the first algorithm has a slightly better dependence on the $\ell_2$-error of the approximating vector than the second, and uses different techniques of independent interest). Both of our quantum algorithms provide a polynomial speed-up over the best-possible classical algorithm, which needs $\Omega(d^2)$ queries to entries of $A$, and hence $\Omega(d^2)$ time. We extend this to a quantum algorithm that outputs a classical description of the subspace spanned by the top-$q$ eigenvectors in time $qd^{1.5+o(1)}$. We also prove a nearly-optimal lower bound of $\tilde{\Omega}(d^{1.5})$ on the quantum query complexity of approximating the top eigenvector. Our quantum algorithms run a version of the classical power method that is robust to certain benign kinds of errors, where we implement each matrix-vector multiplication with small and well-behaved error on a quantum computer, in different ways for the two algorithms. Our first algorithm estimates the matrix-vector product one entry at a time, using a new ``Gaussian phase estimation'' procedure. Our second algorithm uses block-encoding techniques to compute the matrix-vector product as a quantum state, from which we obtain a classical description by a new time-efficient unbiased pure-state tomography procedure.

Minimum Weight Cycle (MWC) is the problem of finding a simple cycle of minimum weight in a graph $G=(V,E)$. This is a fundamental graph problem with classical sequential algorithms that run in $\tilde{O}(n^3)$ and $\tilde{O}(mn)$ time where $n=|V|$ and $m=|E|$. In recent years this problem has received significant attention in the context of fine-grained sequential complexity as well as in the design of faster sequential approximation algorithms, though not much is known in the distributed CONGEST model. We present sublinear-round approximation algorithms for computing MWC in directed graphs, and weighted graphs. Our algorithms use a variety of techniques in non-trivial ways, such as in our approximate directed unweighted MWC algorithm that efficiently computes BFS from all vertices restricted to certain implicitly computed neighborhoods in sublinear rounds, and in our weighted approximation algorithms that use unweighted MWC algorithms on scaled graphs combined with a fast and streamlined method for computing multiple source approximate SSSP. We present $\tilde{\Omega}(\sqrt{n})$ lower bounds for arbitrary constant factor approximation of MWC in directed graphs and undirected weighted graphs.

We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between features. Evaluating the Shapley values exactly requires solving a number of regression problems that is exponential in the number of features, so a Monte Carlo-type approximation is typically used. We focus on the special case of least-squares regression models, where several tricks can be used to compute and evaluate regression models efficiently. These tricks give a substantial speed up, allowing many more Monte Carlo samples to be evaluated, achieving better accuracy. We refer to our method as least-squares Shapley performance attribution (LS-SPA), and describe our open-source implementation.

Given an undirected connected graph $G = (V(G), E(G))$ on $n$ vertices, the minimum Monitoring Edge-Geodetic Set (MEG-set) problem asks to find a subset $M \subseteq V(G)$ of minimum cardinality such that, for every edge $e \in E(G)$, there exist $x,y \in M$ for which all shortest paths between $x$ and $y$ in $G$ traverse $e$. We show that, for any constant $c < \frac{1}{2}$, no polynomial-time $(c \log n)$-approximation algorithm for the minimum MEG-set problem exists, unless $\mathsf{P} = \mathsf{NP}$.

General factors are a generalization of matchings. Given a graph $G$ with a set $\pi(v)$ of feasible degrees, called a degree constraint, for each vertex $v$ of $G$, the general factor problem is to find a (spanning) subgraph $F$ of $G$ such that $\text{deg}_F(x) \in \pi(v)$ for every $v$ of $G$. When all degree constraints are symmetric $\Delta$-matroids, the problem is solvable in polynomial time. The weighted general factor problem is to find a general factor of the maximum total weight in an edge-weighted graph. In this paper, we present the first strongly polynomial-time algorithm for a type of weighted general factor problems with real-valued edge weights that is provably not reducible to the weighted matching problem by gadget constructions.

We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions, which are of the same order as the stability threshold for Gaussian targets and are valid for a large interval of the friction parameter. We apply this methodology to various integration schemes which are popular in the molecular dynamics and machine learning communities. Further, we introduce the property ``$\gamma$-limit convergent" (GLC) to characterize underdamped Langevin schemes that converge to overdamped dynamics in the high-friction limit and which have stepsize restrictions that are independent of the friction parameter; we show that this property is not generic by exhibiting methods from both the class and its complement. Finally, we provide asymptotic bias estimates for the BAOAB scheme, which remain accurate in the high-friction limit by comparison to a modified stochastic dynamics which preserves the invariant measure.