In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.

Ex Input:
<lb>We consider a situation in which we see samples Xn ∈ R drawn i.i.d. from some<lb>distribution with mean zero and unknown covariance A. We wish to compute the<lb>top eigenvector of A in an incremental fashion with an algorithm that maintains<lb>an estimate of the top eigenvector in O(d) space, and incrementally adjusts the<lb>estimate with each new data point that arrives. Two classical such schemes are<lb>due to Krasulina (1969) and Oja (1983). We give finite-sample convergence rates<lb>for both.

Ex Output:
The Fast Convergence of Incremental PCA


Ex Input:
Polynomial approximations to boolean functions have led to many positive results in computer science. In particular, polynomial approximations to the sign function underly algorithms for agnostically learning halfspaces, as well as pseudorandom generators for halfspaces. In this work, we investigate the limits of these techniques by proving inapproximability results for the sign function. Firstly, the “polynomial regression” algorithm of Kalai et al. (SIAM J. Comput. 2008) shows that halfspaces can be learned with respect to log-concave distributions on Rn in the challenging agnostic learning model. The power of this algorithm relies on the fact that under log-concave distributions, halfspaces can be approximated arbitrarily well by low-degree polynomials. We ask whether this technique can be extended beyond log-concave distributions, and establish a negative result. We show that polynomials of any degree cannot approximate the sign function to within arbitrarily low error for a large class of non-log-concave distributions on the real line, including those with densities proportional to exp(−|x|0.99). This impossibility result extends to multivariate distributions, and thus gives a strong limitation on the power of the polynomial regression algorithm for halfspaces. Secondly, we investigate the derandomization of Chernoff-type concentration inequalities. Chernoff-type tail bounds on sums of independent random variables have pervasive applications in theoretical computer science. Schmidt et al. (SIAM J. Discrete Math. 1995) showed that these inequalities can be established for sums of random variables with only O(log(1/δ))-wise independence, for a tail probability of δ. We show that their results are tight up to constant factors. These results rely on techniques from weighted approximation theory, which studies how well functions on the real line can be approximated by polynomials under various distributions. We believe that these techniques will have further applications in other areas of theoretical computer science. Harvard University, School of Engineering and Applied Sciences. Supported by an NDSEG Fellowship and NSF grant CNS-1237235. Harvard University, School of Engineering and Applied Sciences. Supported by NSF grant CCF-1116616 and the Lord Rutherford Memorial Research Fellowship.

Ex Output:
Weighted Polynomial Approximations: Limits for Learning and Pseudorandomness


Ex Input:
Choquet expected utility (CEU) is one of the most sophisticated decision criteria used in decision theory under uncertainty. It provides a generalisation of expected utility enhancing both descriptive and prescriptive possibilities. In this paper, we investigate the use of CEU for path-planning under uncertainty with a special focus on robust solutions. We first recall the main features of the CEU model and introduce some examples showing its descriptive potential. Then we focus on the search for Choquet-optimal paths in multivalued implicit graphs where costs depend on different scenarios. After discussing complexity issues, we propose two different heuristic search algorithms to solve the problem. Finally, numerical experiments are reported, showing the practical efficiency of the proposed algorithms.

Ex Output:

Search for Choquet-optimal paths under uncertainty