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We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key contribution is a control-theoretic regularizer for dynamics fitting rooted in the notion of…

Optimization and Control · Mathematics 2019-08-01 Sumeet Singh , Spencer M. Richards , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…

Machine Learning · Computer Science 2021-01-01 Seth Neel , Aaron Roth , Giuseppe Vietri , Zhiwei Steven Wu

We propose a novel federated learning method for distributively training neural network models, where the server orchestrates cooperation between a subset of randomly chosen devices in each round. We view Federated Learning problem…

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Machine Learning · Statistics 2018-06-04 Jack Umenberger , Thomas B. Schön

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in…

Machine Learning · Computer Science 2013-05-21 Mehrdad Mahdavi , Rong Jin

Latent variable models are an elegant framework for capturing rich probabilistic dependencies in many applications. However, current approaches typically parametrize these models using conditional probability tables, and learning relies…

Machine Learning · Computer Science 2012-10-19 Ankur P. Parikh , Le Song , Mariya Ishteva , Gabi Teodoru , Eric P. Xing

The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…

Machine Learning · Computer Science 2016-10-31 Antoine Gautier , Quynh Nguyen , Matthias Hein

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…

Machine Learning · Computer Science 2018-05-25 Jun Li , Hongfu Liu , Bineng Zhong , Yue Wu , Yun Fu

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system's transition matrix. The algorithm extends the recently…

Machine Learning · Computer Science 2018-02-13 Elad Hazan , Holden Lee , Karan Singh , Cyril Zhang , Yi Zhang

We introduce a new mechanism for stochastic convex optimization (SCO) with user-level differential privacy guarantees. The convergence rates of this mechanism are similar to those in the prior work of Levy et al. (2021); Narayanan et al.…

Machine Learning · Computer Science 2023-05-09 Badih Ghazi , Pritish Kamath , Ravi Kumar , Raghu Meka , Pasin Manurangsi , Chiyuan Zhang

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

We consider the inverse scattering problem for time-harmonic acoustic waves in a medium with pointwise inhomogeneities. In the Foldy-Lax model, the estimation of the scatterers' locations and intensities from far field measurements can be…

Numerical Analysis · Mathematics 2024-07-25 Giovanni S. Alberti , Romain Petit , Matteo Santacesaria

We address the problem of designing stabilizing control policies for nonlinear systems in discrete-time, while minimizing an arbitrary cost function. When the system is linear and the cost is convex, the System Level Synthesis (SLS)…

Systems and Control · Electrical Eng. & Systems 2023-01-03 Luca Furieri , Clara Lucía Galimberti , Giancarlo Ferrari-Trecate

We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…

Machine Learning · Computer Science 2025-08-08 Ashok Cutkosky , Harsh Mehta , Francesco Orabona

We propose a localized approach to multiple kernel learning that can be formulated as a convex optimization problem over a given cluster structure. For which we obtain generalization error guarantees and derive an optimization algorithm…

Machine Learning · Computer Science 2016-10-14 Yunwen Lei , Alexander Binder , Ürün Dogan , Marius Kloft

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

We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely…

Machine Learning · Computer Science 2020-01-17 David Pfau , Stig Petersen , Ashish Agarwal , David G. T. Barrett , Kimberly L. Stachenfeld