In metric $k$-clustering, we are given as input a set of $n$ points in a general metric space, and we have to pick $k$ centers and cluster the input points around these chosen centers, so as to minimize an appropriate objective function. In recent years, significant effort has been devoted to the study of metric $k$-clustering problems in a dynamic setting, where the input keeps changing via updates (point insertions/deletions), and we have to maintain a good clustering throughout these updates. The performance of such a dynamic algorithm is measured in terms of three parameters: (i) Approximation ratio, which signifies the quality of the maintained solution, (ii) Recourse, which signifies how stable the maintained solution is, and (iii) Update time, which signifies the efficiency of the algorithm. We consider the metric $k$-median problem, where the objective is the sum of the distances of the points to their nearest centers. We design the first dynamic algorithm for this problem with near-optimal guarantees across all three performance measures (up to a constant factor in approximation ratio, and polylogarithmic factors in recourse and update time). Specifically, we obtain a $O(1)$-approximation algorithm for dynamic metric $k$-median with $\tilde{O}(1)$ recourse and $\tilde{O}(k)$ update time. Prior to our work, the state-of-the-art here was the recent result of [Bhattacharya et al., FOCS'24], who obtained $O(\epsilon^{-1})$-approximation ratio with $\tilde{O}(k^{\epsilon})$ recourse and $\tilde{O}(k^{1+\epsilon})$ update time. We achieve our results by carefully synthesizing the concept of robust centers introduced in [Fichtenberger et al., SODA'21] along with the randomized local search subroutine from [Bhattacharya et al., FOCS'24], in addition to several key technical insights of our own.
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Tensor data are multi-dimension arrays. Low-rank decomposition-based regression methods with tensor predictors exploit the structural information in tensor predictors while significantly reducing the number of parameters in tensor regression. We propose a method named NA$_0$CT$^2$ (Noise Augmentation for $\ell_0$ regularization on Core Tensor in Tucker decomposition) to regularize the parameters in tensor regression (TR), coupled with Tucker decomposition. We establish theoretically that NA$_0$CT$^2$ achieves exact $\ell_0$ regularization on the core tensor from the Tucker decomposition in linear TR and generalized linear TR. To our knowledge, NA$_0$CT$^2$ is the first Tucker decomposition-based regularization method in TR to achieve $\ell_0$ in core tensors. NA$_0$CT$^2$ is implemented through an iterative procedure and involves two straightforward steps in each iteration -- generating noisy data based on the core tensor from the Tucker decomposition of the updated parameter estimate and running a regular GLM on noise-augmented data on vectorized predictors. We demonstrate the implementation of NA$_0$CT$^2$ and its $\ell_0$ regularization effect in both simulation studies and real data applications. The results suggest that NA$_0$CT$^2$ can improve predictions compared to other decomposition-based TR approaches, with or without regularization and it identifies important predictors though not designed for that purpose.
We introduce and study a purely syntactic notion of lax cones and $(\infty,\infty)$-limits on finite computads in \texttt{CaTT}, a type theory for $(\infty,\infty)$-categories due to Finster and Mimram. Conveniently, finite computads are precisely the contexts in \texttt{CaTT}. We define a cone over a context to be a context, which is obtained by induction over the list of variables of the underlying context. In the case where the underlying context is globular we give an explicit description of the cone and conjecture that an analogous description continues to hold also for general contexts. We use the cone to control the types of the term constructors for the universal cone. The implementation of the universal property follows a similar line of ideas. Starting with a cone as a context, a set of context extension rules produce a context with the shape of a transfor between cones, i.e.~a higher morphism between cones. As in the case of cones, we use this context as a template to control the types of the term constructor required for universal property.
The Mapper algorithm is a visualization technique in topological data analysis (TDA) that outputs a graph reflecting the structure of a given dataset. However, the Mapper algorithm requires tuning several parameters in order to generate a ``nice" Mapper graph. This paper focuses on selecting the cover parameter. We present an algorithm that optimizes the cover of a Mapper graph by splitting a cover repeatedly according to a statistical test for normality. Our algorithm is based on $G$-means clustering which searches for the optimal number of clusters in $k$-means by iteratively applying the Anderson-Darling test. Our splitting procedure employs a Gaussian mixture model to carefully choose the cover according to the distribution of the given data. Experiments for synthetic and real-world datasets demonstrate that our algorithm generates covers so that the Mapper graphs retain the essence of the datasets, while also running significantly fast.
We consider a class of optimization problems defined by a system of linear equations with min and max operators. This class of optimization problems has been studied under restrictive conditions, such as, (C1) the halting or stability condition; (C2) the non-negative coefficients condition; (C3) the sum up to 1 condition; and (C4) the only min or only max oerator condition. Several seminal results in the literature focus on special cases. For example, turn-based stochastic games correspond to conditions C2 and C3; and Markov decision process to conditions C2, C3, and C4. However, the systematic computational complexity study of all the cases has not been explored, which we address in this work. Some highlights of our results are: with conditions C2 and C4, and with conditions C3 and C4, the problem is NP-complete, whereas with condition C1 only, the problem is in UP intersects coUP. Finally, we establish the computational complexity of the decision problem of checking the respective conditions.
A convergent numerical method for $\alpha$-dissipative solutions of the Hunter-Saxton equation is derived. The method is based on applying a tailor-made projection operator to the initial data, and then solving exactly using the generalized method of characteristics. The projection step is the only step that introduces any approximation error. It is therefore crucial that its design ensures not only a good approximation of the initial data, but also that errors due to the energy dissipation at later times remain small. Furthermore, it is shown that the main quantity of interest, the wave profile, converges in $L^{\infty}$ for all $t \geq 0$, while a subsequence of the energy density converges weakly for almost every time.
We study the problem of drawing samples from a logconcave distribution truncated on a polytope, motivated by computational challenges in Bayesian statistical models with indicator variables, such as probit regression. Building on interior point methods and the Dikin walk for sampling from uniform distributions, we analyze the mixing time of regularized Dikin walks. Our contributions are threefold. First, for a logconcave and log-smooth distribution with condition number $\kappa$, truncated on a polytope in $\mathbb{R}^n$ defined with $m$ linear constraints, we prove that the soft-threshold Dikin walk mixes in $\widetilde{O}((m+\kappa)n)$ iterations from a warm initialization. It improves upon prior work which required the polytope to be bounded and involved a bound dependent on the radius of the bounded region. Moreover, we introduce the regularized Dikin walk using Lewis weights for approximating the John ellipsoid. We show that it mixes in $\widetilde{O}((n^{2.5}+\kappa n)$. Second, we extend the mixing time guarantees mentioned above to weakly log-concave distributions truncated on polytopes, provided that they have a finite covariance matrix. Third, going beyond worst-case mixing time analysis, we demonstrate that soft-threshold Dikin walk can mix significantly faster when only a limited number of constraints intersect the high-probability mass of the distribution, improving the $\widetilde{O}((m+\kappa)n)$ upper bound to $\widetilde{O}(m + \kappa n)$. Additionally, per-iteration complexity of regularized Dikin walk and ways to generate a warm initialization are discussed to facilitate practical implementation.
In this work, we extend the concept of the $p$-mean welfare objective from social choice theory (Moulin 2004) to study $p$-mean regret in stochastic multi-armed bandit problems. The $p$-mean regret, defined as the difference between the optimal mean among the arms and the $p$-mean of the expected rewards, offers a flexible framework for evaluating bandit algorithms, enabling algorithm designers to balance fairness and efficiency by adjusting the parameter $p$. Our framework encompasses both average cumulative regret and Nash regret as special cases. We introduce a simple, unified UCB-based algorithm (Explore-Then-UCB) that achieves novel $p$-mean regret bounds. Our algorithm consists of two phases: a carefully calibrated uniform exploration phase to initialize sample means, followed by the UCB1 algorithm of Auer, Cesa-Bianchi, and Fischer (2002). Under mild assumptions, we prove that our algorithm achieves a $p$-mean regret bound of $\tilde{O}\left(\sqrt{\frac{k}{T^{\frac{1}{2|p|}}}}\right)$ for all $p \leq -1$, where $k$ represents the number of arms and $T$ the time horizon. When $-1<p<0$, we achieve a regret bound of $\tilde{O}\left(\sqrt{\frac{k^{1.5}}{T^{\frac{1}{2}}}}\right)$. For the range $0< p \leq 1$, we achieve a $p$-mean regret scaling as $\tilde{O}\left(\sqrt{\frac{k}{T}}\right)$, which matches the previously established lower bound up to logarithmic factors (Auer et al. 1995). This result stems from the fact that the $p$-mean regret of any algorithm is at least its average cumulative regret for $p \leq 1$. In the case of Nash regret (the limit as $p$ approaches zero), our unified approach differs from prior work (Barman et al. 2023), which requires a new Nash Confidence Bound algorithm. Notably, we achieve the same regret bound up to constant factors using our more general method.
In this paper, we present the first sublinear $\alpha$-regret bounds for online $k$-submodular optimization problems with full-bandit feedback, where $\alpha$ is a corresponding offline approximation ratio. Specifically, we propose online algorithms for multiple $k$-submodular stochastic combinatorial multi-armed bandit problems, including (i) monotone functions and individual size constraints, (ii) monotone functions with matroid constraints, (iii) non-monotone functions with matroid constraints, (iv) non-monotone functions without constraints, and (v) monotone functions without constraints. We transform approximation algorithms for offline $k$-submodular maximization problems into online algorithms through the offline-to-online framework proposed by Nie et al. (2023a). A key contribution of our work is analyzing the robustness of the offline algorithms.
This work considers the problem of output-sensitive listing of occurrences of $2k$-cycles for fixed constant $k\geq 2$ in an undirected host graph with $m$ edges and $t$ $2k$-cycles. Recent work of Jin and Xu (and independently Abboud, Khoury, Leibowitz, and Safier) [STOC 2023] gives an $O(m^{4/3}+t)$ time algorithm for listing $4$-cycles, and recent work by Jin, Vassilevska Williams and Zhou [SOSA 2024] gives an $\widetilde{O}(n^2+t)$ time algorithm for listing $6$-cycles in $n$ node graphs. We focus on resolving the next natural question: obtaining listing algorithms for $6$-cycles in the sparse setting, i.e., in terms of $m$ rather than $n$. Previously, the best known result here is the better of Jin, Vassilevska Williams and Zhou's $\widetilde{O}(n^2+t)$ algorithm and Alon, Yuster and Zwick's $O(m^{5/3}+t)$ algorithm. We give an algorithm for listing $6$-cycles with running time $\widetilde{O}(m^{1.6}+t)$. Our algorithm is a natural extension of Dahlgaard, Knudsen and St\"ockel's [STOC 2017] algorithm for detecting a $2k$-cycle. Our main technical contribution is the analysis of the algorithm which involves a type of ``supersaturation'' lemma relating the number of $2k$-cycles in a bipartite graph to the sizes of the parts in the bipartition and the number of edges. We also give a simplified analysis of Dahlgaard, Knudsen and St\"ockel's $2k$-cycle detection algorithm (with a small polylogarithmic increase in the running time), which is helpful in analyzing our listing algorithm.
Efficient algorithms for solving the Smallest Enclosing Sphere (SES) problem, such as Welzl's algorithm, often fail to handle degenerate subsets of points in 3D space. Degeneracies and ill-posed configurations present significant challenges, leading to failures in convergence, inaccuracies or increased computational cost in such cases. Existing improvements to these algorithms, while addressing some of these issues, are either computationally expensive or only partially effective. In this paper, we propose a hybrid algorithm designed to mitigate degeneracy while maintaining an overall computational complexity of $O(N)$. By combining robust preprocessing steps with efficient core computations, our approach avoids the pitfalls of degeneracy without sacrificing scalability. The proposed method is validated through theoretical analysis and experimental results, demonstrating its efficacy in addressing degenerate configurations and achieving high efficiency in practice.
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