Related papers: On the Approximate Weak Chebyshev Greedy Algorithm…

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

One classical result in greedy approximation theory is that almost-greedy and semi-greedy bases are equivalent in the context of Schauder bases in Banach spaces with finite cotype. This result was proved by S. J. Dilworth, N. J. Kalton and…

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Let $A$ be a commutative Banach algebra with non-empty character space $\Delta(A)$. In this paper, we change the concepts of convergence and boundedness in the classical notion of bounded approximate identity. This work give us a new kind…

In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…

We investigate a structured class of nonconvex-nonconcave min-max problems exhibiting so-called \emph{weak Minty} solutions, a notion which was only recently introduced, but is able to simultaneously capture different generalizations of…

In this paper, we introduce a stochastic projected subgradient method for weakly convex (i.e., uniformly prox-regular) nonsmooth, nonconvex functions---a wide class of functions which includes the additive and convex composite classes. At a…

We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extending the unified analysis of Gorbunov, Hanzely \& Richt\'arik…

We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…

In [25], T. Oikhberg introduced and studied variants of the greedy and weak greedy algorithms for sequences with gaps, with a focus on the $\mathbf n$-$t$-quasi-greedy property that is based on them. Building upon this foundation, our…

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…

Nonconvex minimax problems appear frequently in emerging machine learning applications, such as generative adversarial networks and adversarial learning. Simple algorithms such as the gradient descent ascent (GDA) are the common practice…

In this paper we propose a generalized condition for a sharp minimum, somewhat similar to the inexact oracle proposed recently by Devolder-Glineur-Nesterov. The proposed approach makes it possible to extend the class of applicability of…

This paper is devoted to the theoretical study of the efficiency, namely, stability of some greedy algorithms. In the greedy approximation theory researchers are mostly interested in the following two important properties of an algorithm --…

We propose SWA-Gaussian (SWAG), a simple, scalable, and general purpose approach for uncertainty representation and calibration in deep learning. Stochastic Weight Averaging (SWA), which computes the first moment of stochastic gradient…

When developing robust preconditioners for multiphysics problems, fractional functions of the Laplace operator often arise and need to be inverted. Rational approximation in the uniform norm can be used to convert inverting those fractional…

We study the convergence of these operators in a weighted space of functions on a positive semi-axis and estimate the approximation by using a new type of weighted modulus of continuity and error estimation.

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Consider a graph with n nodes and m edges, independent edge weights and lengths, and arbitrary distance demands for node pairs. The spanner problem asks for a minimum-weight subgraph that satisfies these demands via sufficiently short paths…