We consider the basic problem of learning Single-Index Models with respect to the square loss under the Gaussian distribution in the presence of adversarial label noise. Our main contribution is the first computationally efficient algorithm for this learning task, achieving a constant factor approximation, that succeeds for the class of {\em all} monotone activations with bounded moment of order $2 + \zeta,$ for $\zeta > 0.$ This class in particular includes all monotone Lipschitz functions and even discontinuous functions like (possibly biased) halfspaces. Prior work for the case of unknown activation either does not attain constant factor approximation or succeeds for a substantially smaller family of activations. The main conceptual novelty of our approach lies in developing an optimization framework that steps outside the boundaries of usual gradient methods and instead identifies a useful vector field to guide the algorithm updates by directly leveraging the problem structure, properties of Gaussian spaces, and regularity of monotone functions.

Neural Information Processing Systems http://nips.cc/

We consider classic clustering problems in fully dynamic data streams, where data elements can be both inserted and deleted. In this context, several parameters are of importance: (1) the quality of the solution after each insertion or deletion, (2) the time it takes to update the solution, and (3) how different consecutive solutions are. The question of obtaining efficient algorithms in this context for facility location, $k$-median and $k$-means has been raised in a recent paper by Hubert-Chan et al. [WWW'18] and also appears as a natural follow-up on the online model with recourse studied by Lattanzi and Vassilvitskii [ICML'17] (i.e.: in insertion-only streams). In this paper, we focus on general metric spaces and mainly on the facility location problem. We give an arguably simple algorithm that maintains a constant factor approximation, with $O(n\log n)$ update time, and total recourse $O(n)$. This improves over the naive algorithm which consists in recomputing a solution at each time step and that can take up to $O(n^2)$ update time, and $O(n^2)$ total recourse. These bounds are nearly optimal: in general metric space, inserting a point take $O(n)$ times to describe the distances to other points, and we give a simple lower bound of $O(n)$ for the recourse. Moreover, we generalize this result for the $k$-medians and $k$-means problems: our algorithm maintains a constant factor approximation in time $\widetilde{O}(n+k^2)$. We complement our analysis with experiments showing that the cost of the solution maintained by our algorithm at any time $t$ is very close to the cost of a solution obtained by quickly recomputing a solution from scratch at time $t$ while having a much better running time.

Neural Information Processing Systems http://nips.cc/

We consider classic clustering problems in fully dynamic data streams, where data elements can be both inserted and deleted. In this context, several parameters are of importance: (1) the quality of the solution after each insertion or deletion, (2) the time it takes to update the solution, and (3) how different consecutive solutions are. The question of obtaining efficient algorithms in this context for facility location, k -median and k -means has been raised in a recent paper by Hubert-Chan et al. [WWW'18] and also appears as a natural follow-up on the online model with recourse studied by Lattanzi and Vassilvitskii [ICML'17] (i.e.: in insertion-only streams). In this paper, we focus on general metric spaces and mainly on the facility location problem. We give an arguably simple algorithm that maintains a constant factor approximation, with O(n\log n) update time, and total recourse O(n) .

We consider classic clustering problems in fully dynamic data streams, where data elements can be both inserted and deleted. In this context, several parameters are of importance: (1) the quality of the solution after each insertion or deletion, (2) the time it takes to update the solution, and (3) how different consecutive solutions are. The question of obtaining efficient algorithms in this context for facility location, k -median and k -means has been raised in a recent paper by Hubert-Chan et al. [WWW'18] and also appears as a natural follow-up on the online model with recourse studied by Lattanzi and Vassilvitskii [ICML'17] (i.e.: in insertion-only streams). In this paper, we focus on general metric spaces and mainly on the facility location problem. We give an arguably simple algorithm that maintains a constant factor approximation, with O(n\log n) update time, and total recourse O(n) .

I could go either way on this paper, though am slightly positive. The short summary is that the submission gives elegant expectation bounds with non-trivial arguments, but if one wants constant factor approximations (or 1 eps)-approximations), then existing algorithms are faster and read fewer labels. So it's unclear to me if there is a solid application of the results in the paper. In more detail: On the positive side it's great to see an unbiased estimator of the pseudoinverse by volume sampling, which by linearity gives an unbiased estimator to the least squares solution vector. I haven't seen such a statement before. It's also nice to see an unbiased estimator of the least squares loss function when exactly d samples are taken.

We consider classic clustering problems in fully dynamic data streams, where data elements can be both inserted and deleted. In this context, several parameters are of importance: (1) the quality of the solution after each insertion or deletion, (2) the time it takes to update the solution, and (3) how different consecutive solutions are. The question of obtaining efficient algorithms in this context for facility location, $k$-median and $k$-means has been raised in a recent paper by Hubert-Chan et al. [WWW'18] and also appears as a natural follow-up on the online model with recourse studied by Lattanzi and Vassilvitskii [ICML'17] (i.e.: in insertion-only streams). In this paper, we focus on general metric spaces and mainly on the facility location problem. We give an arguably simple algorithm that maintains a constant factor approximation, with $O(n\log n)$ update time, and total recourse $O(n)$.

The earliest reference to principal components analysis (PCA) is in [14]. Since then, PCA has evolved into a classic tool for data analysis. A challenge for the interpretation of the principal components (or factors) is that they can be linear combinations of all the original variables. When the original variables have direct physical significance (e.g.