7 papers
Convex optimization with -norm oracles
Deeksha Adil, Brian Bullins, Arun Jambulapati +1
In recent years, there have been significant advances in efficiently solving -regression using linear system solvers and -regression [Adil-Kyng-Peng-Sachdeva, J. AC…
Radial Isotropic Position via an Implicit Newton's Method
Arun Jambulapati, Jonathan Li, Kevin Tian
Placing a dataset in radial isotropic position, i.e., finding an invertible such th…
Extracting Dual Solutions via Primal Optimizers
Yair Carmon, Arun Jambulapati, Liam O'Carroll +1
We provide a general method to convert a "primal" black-box algorithm for solving regularized convex-concave minimax optimization problems into an algorithm for solving the associa…
Eulerian Graph Sparsification by Effective Resistance Decomposition
Arun Jambulapati, Sushant Sachdeva, Aaron Sidford +2
We provide an algorithm that, given an -vertex -edge Eulerian graph with polynomially bounded weights, computes an -edge $\vare…
Testing Calibration in Nearly-Linear Time
Lunjia Hu, Arun Jambulapati, Kevin Tian +1
In the recent literature on machine learning and decision making, calibration has emerged as a desirable and widely-studied statistical property of the outputs of binary prediction…
Closing the Computational-Query Depth Gap in Parallel Stochastic Convex Optimization
Arun Jambulapati, Aaron Sidford, Kevin Tian
We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the…