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Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…

Data Structures and Algorithms · Computer Science 2021-02-15 Francesco Quinzan , Vanja Doskoč , Andreas Göbel , Tobias Friedrich

Cooperative co-evolution (CC) algorithms, based on the divide-and-conquer strategy, have emerged as the predominant approach to solving large-scale global optimization (LSGO) problems. The efficiency and accuracy of the grouping stage…

Optimization and Control · Mathematics 2024-03-11 Maojiang Tian , Minyang Chen , Wei Du , Yang Tang , Yaochu Jin , Gary G. Yen

In this paper, we showcase the interplay between discrete and continuous optimization in network-structured settings. We propose the first fully decentralized optimization method for a wide class of non-convex objective functions that…

Optimization and Control · Mathematics 2018-02-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

Seminal work by Edmonds and Lovasz shows the strong connection between submodularity and convexity. Submodular functions have tight modular lower bounds, and subdifferentials in a manner akin to convex functions. They also admit poly-time…

Discrete Mathematics · Computer Science 2015-09-09 Rishabh Iyer , Jeff Bilmes

Subset selection tasks, arise in recommendation systems and search engines and ask to select a subset of items that maximize the value for the user. The values of subsets often display diminishing returns, and hence, submodular functions…

Machine Learning · Computer Science 2023-05-05 Anay Mehrotra , Nisheeth K. Vishnoi

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

We propose an accelerated forward-backward method with fast convergence rate for finding a minimizer of a decomposable nonsmooth convex function over a closed convex set, and name it smoothing accelerated proximal gradient (SAPG) algorithm.…

Optimization and Control · Mathematics 2021-10-05 Wei Bian , Fan Wu

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

In this article, we describe a function fitting method that has potential applications in machine learning and also prove relevant theorems. The described function fitting method is a convex minimization problem and can be solved using a…

Analysis of PDEs · Mathematics 2019-12-17 Rajesh Dachiraju

In this work we present a quadratic programming approximation of the Semi-Supervised Support Vector Machine (S3VM) problem, namely approximate QP-S3VM, that can be efficiently solved using off the shelf optimization packages. We prove that…

Machine Learning · Computer Science 2011-08-24 Wael Emara , Mehmed Kantardzic

In this paper, we consider lasso problems with zero-sum constraint, commonly required for the analysis of compositional data in high-dimensional spaces. A novel algorithm is proposed to solve these problems, combining a tailored active-set…

Optimization and Control · Mathematics 2022-09-26 Andrea Cristofari

The task of maximizing a monotone submodular function under a cardinality constraint is at the core of many machine learning and data mining applications, including data summarization, sparse regression and coverage problems. We study this…

Data Structures and Algorithms · Computer Science 2023-05-26 Silvio Lattanzi , Slobodan Mitrović , Ashkan Norouzi-Fard , Jakub Tarnawski , Morteza Zadimoghaddam

In this work, we propose a novel optimization model termed "sum-of-minimum" optimization. This model seeks to minimize the sum or average of $N$ objective functions over $k$ parameters, where each objective takes the minimum value of a…

Optimization and Control · Mathematics 2024-06-11 Lisang Ding , Ziang Chen , Xinshang Wang , Wotao Yin

In this work, we present Slimmable Neural Networks applied to the problem of small-footprint keyword spotting. We show that slimmable neural networks allow us to create super-nets from Convolutioanl Neural Networks and Transformers, from…

Sound · Computer Science 2023-04-25 Zuhaib Akhtar , Mohammad Omar Khursheed , Dongsu Du , Yuzong Liu

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida
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