
























We propose a randomized multiplicative weight update (MWU) algorithm for $\ell_{\infty}$ regression that runs in $\widetilde{O}\left(n^{2+1/22.5} \text{poly}(1/ε)\right)$ time when $ω= 2+o(1)$, improving upon the previous best $\widetilde{O}\left(n^{2+1/18} \text{poly} \log(1/ε)\right)$ runtime in the low-accuracy regime. Our algorithm combines state-of-the-art inverse maintenance data structures with acceleration. In order to do so, we propose a novel acceleration scheme for MWU that exhibits {\it stabiliy} and {\it robustness}, which are required for the efficient implementations of the inverse maintenance data structures. We also design a faster {\it deterministic} MWU algorithm that runs in $\widetilde{O}\left(n^{2+1/12}\text{poly}(1/ε)\right))$ time when $ω= 2+o(1)$, improving upon the previous best $\widetilde{O}\left(n^{2+1/6} \text{poly} \log(1/ε)\right)$ runtime in the low-accuracy regime. We achieve this by showing a novel stability result that goes beyond previously known works based on interior point methods (IPMs). Our work is the first to use acceleration and inverse maintenance together efficiently, finally making the two most important building blocks of modern structured convex optimization compatible.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。