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Santosh Vempala

11 accepted papers

2024

In-and-Out: Algorithmic Diffusion for Sampling Convex Bodies

NeurIPS 2024spotlight

We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in Rényi divergence (which implies TV, $\mathcal{W}_2$, KL, $\chi^2$). The proof departs from known…

Cited by 10SourcePDFScholar
2022

How and When Random Feedback Works: A Case Study of Low-Rank Matrix Factorization

AISTATS 2022poster

The success of gradient descent in ML and especially for learning neural networks is remarkable and robust. In the context of how the brain learns, one aspect of gradient descent that appears biologically difficult to realize (if not implausible) is that its updates rely on feedback from later layer…

Cited by 5SourcePDFScholar
2022

Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space

NeurIPS 2022accept

We demonstrate for the first time that ill-conditioned, non-smooth, constrained distributions in very high dimension, upwards of 100,000, can be sampled efficiently \emph{in practice}. Our algorithm incorporates constraints into the Riemannian version of Hamiltonian Monte Carlo and maintains sparsit…

2019

Multi-Criteria Dimensionality Reduction with Applications to Fairness

NeurIPS 2019spotlight

Dimensionality reduction is a classical technique widely used for data analysis. One foundational instantiation is Principal Component Analysis (PCA), which minimizes the average reconstruction error. In this paper, we introduce the multi-criteria dimensionality reduction problem where we are given…

2019

Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices

NeurIPS 2019poster

We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability distribution $\nu = e^{-f}$ on $\R^n$. We prove a convergence guarantee in Kullback-Leibler (KL) divergence assuming $\nu$ satisfies log-Sobolev inequality and $f$ has bounded Hessian. Notably, we do not assume convexit…

Cited by 355SourcePDFScholar
2018

Smoothed Analysis of Discrete Tensor Decomposition and Assemblies of Neurons

NeurIPS 2018poster

We analyze linear independence of rank one tensors produced by tensor powers of randomly perturbed vectors. This enables efficient decomposition of sums of high-order tensors. Our analysis builds upon [BCMV14] but allows for a wider range of perturbation models, including discrete ones. We give an a…

Cited by 20SourcePDFScholar
2018

The Price of Fair PCA: One Extra dimension

NeurIPS 2018poster

We investigate whether the standard dimensionality reduction technique of PCA inadvertently produces data representations with different fidelity for two different populations. We show on several real-world data sets, PCA has higher reconstruction error on population A than on B (for example, women…

2015

Subsampled Power Iteration: a Unified Algorithm for Block Models and Planted CSP's

NeurIPS 2015poster

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems (CSP), via a common generalization in terms of random bipartite graphs. Our algorithm matches up to a constant factor the best-known bounds for…

Cited by 21SourcePDFScholar