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We consider partially-specified optimization problems where the goal is to actively, but efficiently, acquire missing information about the problem in order to solve it. An algorithm designer wishes to solve a linear program (LP), $\max…

Data Structures and Algorithms · Computer Science 2021-09-07 Shuran Zheng , Bo Waggoner , Yang Liu , Yiling Chen

Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

Optimization and Control · Mathematics 2015-04-30 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen , Anders Rantzer

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

Learning rate schedules used in practice bear little resemblance to those recommended by theory. We close much of this theory/practice gap, and as a consequence are able to derive new problem-adaptive learning rate schedules. Our main…

Machine Learning · Computer Science 2024-10-31 Aaron Defazio , Ashok Cutkosky , Harsh Mehta , Konstantin Mishchenko

This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…

Optimization and Control · Mathematics 2016-11-29 Xianlin Zeng , Peng Yi , Yiguang Hong

Machine teaching often involves the creation of an optimal (typically minimal) dataset to help a model (referred to as the `student') achieve specific goals given by a teacher. While abundant in the continuous domain, the studies on the…

Machine Learning · Computer Science 2024-02-01 Xiaodong Wu , Yufei Han , Hayssam Dahrouj , Jianbing Ni , Zhenwen Liang , Xiangliang Zhang

This paper deals with the distributed processing in the search for an optimum classification model using evolutionary product unit neural networks. For this distributed search we used a cluster of computers. Our objective is to obtain a…

Neural and Evolutionary Computing · Computer Science 2012-05-16 A. J. Tallón-Ballesteros , P. A. Gutiérrez-Peña , C. Hervás-Martínez

A major challenge in machine learning is resilience to out-of-distribution data, that is data that exists outside of the distribution of a model's training data. Training is often performed using limited, carefully curated datasets and so…

Computer Vision and Pattern Recognition · Computer Science 2022-11-30 Christopher J. Holder , Majid Khonji , Jorge Dias , Muhammad Shafique

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…

Statistics Theory · Mathematics 2018-10-31 Taposh Banerjee , Prudhvi Gurram , Gene Whipps

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

The investigation of input-output systems often requires a sophisticated choice of test inputs to make best use of limited experimental time. Here we present an iterative algorithm that continuously adjusts an ensemble of test inputs…

Biological Physics · Physics 2009-11-07 Christian K. Machens

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

As automatic optimization techniques find their way into industrial applications, the behavior of many complex systems is determined by some form of planner picking the right actions to optimize a given objective function. In many cases,…

Neural and Evolutionary Computing · Computer Science 2018-10-31 Thomas Gabor , Lenz Belzner , Thomy Phan , Kyrill Schmid

Retrosynthetic planning is a fundamental problem in chemistry for finding a pathway of reactions to synthesize a target molecule. Recently, search algorithms have shown promising results for solving this problem by using deep neural…

Machine Learning · Computer Science 2021-06-10 Junsu Kim , Sungsoo Ahn , Hankook Lee , Jinwoo Shin

Deep neural networks are typically trained by uniformly sampling large datasets across epochs, despite evidence that not all samples contribute equally throughout learning. Recent work shows that progressively reducing the amount of…

Machine Learning · Computer Science 2026-04-15 Amar Gahir , Varshil Patel , Shreyank N Gowda

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

Bayesian optimization involves "inner optimization" over a new-data acquisition criterion which is non-convex/highly multi-modal, may be non-differentiable, or may otherwise thwart local numerical optimizers. In such cases it is common to…

Computation · Statistics 2022-05-23 Robert B. Gramacy , Annie Sauer , Nathan Wycoff

Despite the recent success of stochastic gradient descent in deep learning, it is often difficult to train a deep neural network with an inappropriate choice of its initial parameters. Even if training is successful, it has been known that…

Machine Learning · Computer Science 2023-02-10 Cheolhyoung Lee , Kyunghyun Cho

The branching algorithm is a fundamental technique for designing fast exponential-time algorithms to solve combinatorial optimization problems exactly. It divides the entire solution space into independent search branches using…

Optimization and Control · Mathematics 2024-12-11 Xuan-Zhao Gao , Yi-Jia Wang , Pan Zhang , Jin-Guo Liu