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Consider the problem of minimizing the sum of a smooth (possibly non-convex) and a convex (possibly nonsmooth) function involving a large number of variables. A popular approach to solve this problem is the block coordinate descent (BCD)…

Optimization and Control · Mathematics 2014-11-03 Meisam Razaviyayn , Mingyi Hong , Zhi-Quan Luo , Jong-Shi Pang

When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…

Machine Learning · Statistics 2017-10-02 Qi Meng , Wei Chen , Yue Wang , Zhi-Ming Ma , Tie-Yan Liu

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…

Machine Learning · Computer Science 2021-09-07 Weilin Cong , Rana Forsati , Mahmut Kandemir , Mehrdad Mahdavi

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

In this article, we investigate symmetry properties of distributed systems of mobile robots. We consider a swarm of $n\in\mathbb{N}$ robots in the $\mathcal{OBLOT}$ model and analyze their collective $\mathcal{F}$sync dynamics using of…

Robotics · Computer Science 2025-03-11 Raphael Gerlach , Sören von der Gracht

Consider a network of $N$ decentralized computing agents collaboratively solving a nonconvex stochastic composite problem. In this work, we propose a single-loop algorithm, called DEEPSTORM, that achieves optimal sample complexity for this…

Optimization and Control · Mathematics 2023-04-14 Gabriel Mancino-Ball , Shengnan Miao , Yangyang Xu , Jie Chen

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

In recent years, denoising diffusion models have become a crucial area of research due to their abundance in the rapidly expanding field of generative AI. While recent statistical advances have delivered explanations for the generation…

Statistics Theory · Mathematics 2026-03-04 Asbjørn Holk , Claudia Strauch , Lukas Trottner

We study the problem of estimating the joint probability mass function (pmf) over two random variables. In particular, the estimation is based on the observation of $m$ samples containing both variables and $n$ samples missing one fixed…

Statistics Theory · Mathematics 2024-05-16 Hasan Sabri Melihcan Erol , Lizhong Zheng

Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…

Optimization and Control · Mathematics 2024-06-25 Måns Williamson , Monika Eisenmann , Tony Stillfjord

We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…

Optimization and Control · Mathematics 2020-11-30 Saverio Salzo , Silvia Villa

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from multiple…

Statistics Theory · Mathematics 2024-09-04 Jérémie Capitao-Miniconi , Elisabeth Gassiat , Luc Lehéricy

Large learning rates, when applied to gradient descent for nonconvex optimization, yield various implicit biases including the edge of stability (Cohen et al., 2021), balancing (Wang et al., 2022), and catapult (Lewkowycz et al., 2020).…

Machine Learning · Computer Science 2023-12-13 Yuqing Wang , Zhenghao Xu , Tuo Zhao , Molei Tao

The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…

Statistics Theory · Mathematics 2016-11-14 Teo Sharia , Lei Zhong

Neural networks and other machine learning models compute continuous representations, while humans communicate with discrete symbols. Reconciling these two forms of communication is desirable to generate human-readable interpretations or to…

Machine Learning · Computer Science 2021-04-05 André F. T. Martins

In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

Robotics · Computer Science 2015-10-28 Edward Schmerling , Lucas Janson , Marco Pavone

The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…

Optimization and Control · Mathematics 2020-03-06 Francesco Farina , Giuseppe Notarstefano