Related papers: Scalable Semidefinite Relaxation for Maximum A Pos…
We consider both facial reduction, \FRp, and symmetry reduction, \SRp, techniques for semidefinite programming, \SDPp. We show that the two together fit surprisingly well in an alternating direction method of multipliers, \ADMMp, approach.…
In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…
In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…
In many safety-critical settings, probabilistic ML systems have to make predictions subject to algebraic constraints, e.g., predicting the most likely trajectory that does not cross obstacles. These real-world constraints are rarely convex,…
By concisely representing a joint function of many variables as the combination of small functions, discrete graphical models (GMs) provide a powerful framework to analyze stochastic and deterministic systems of interacting variables. One…
Given a graphical model, one essential problem is MAP inference, that is, finding the most likely configuration of states according to the model. Although this problem is NP-hard, large instances can be solved in practice. A major open…
Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state…
In semi-supervised graph-based binary classifier learning, a subset of known labels $\hat{x}_i$ are used to infer unknown labels, assuming that the label signal $\mathbf{x}$ is smooth with respect to a similarity graph specified by a…
Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…
We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…
Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…
We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study…
We consider a convex relaxation of sparse principal component analysis proposed by d'Aspremont et al. in (d'Aspremont et al. SIAM Rev 49:434-448, 2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the…
Recent neural solvers have achieved strong performance on vehicle routing problems (VRPs), yet they mainly assume symmetric Euclidean distances, restricting applicability to real-world scenarios. A core challenge is encoding the relational…
Probabilistic circuits (PCs) such as sum-product networks efficiently represent large multi-variate probability distributions. They are preferred in practice over other probabilistic representations such as Bayesian and Markov networks…
The paper presents Maximal Ellipsoid Backward Reachable Trees MAXELLIPSOID BRT, which is a multi-query algorithm for planning of dynamic systems under stochastic motion uncertainty and constraints on the control input. In contrast to…
We present a randomized maximum a posteriori (rMAP) method for generating approximate samples of posteriors in high dimensional Bayesian inverse problems governed by large-scale forward problems. We derive the rMAP approach by: 1) casting…
We propose a scalable approximate algorithm for the NP-hard maximum-weight independent set problem. The core component of our algorithm is a dual coordinate descent applied to a smoothed LP relaxation of the problem. This technique is…
The Method of Alternating Projections (MAP), a classical algorithm for solving feasibility prob- lems, has recently been intensely studied for nonconvex sets. However, intrinsically available are only local convergence results: convergence…
The survey propagation (SP) algorithm has been shown to work well on large instances of the random 3-SAT problem near its phase transition. It was shown that SP estimates marginals over covers that represent clusters of solutions. The SP-y…