Related papers: A scalable system for primal-dual optimization

In this paper, we propose a new primal-dual algorithmic framework for a class of convex-concave saddle point problems frequently arising from image processing and machine learning. Our algorithmic framework updates the primal variable…

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Selecting the fastest algorithm for a specific signal/image processing task is a challenging question. We propose an approach based on the Performance Estimation Problem framework that numerically and automatically computes the worst-case…

The paradigm of big data is characterized by the need to collect and process data sets of great volume, arriving at the systems with great velocity, in a variety of formats. Spark is a widely used big data processing system that can be…

Spark is an in-memory analytics platform that targets commodity server environments today. It relies on the Hadoop Distributed File System (HDFS) to persist intermediate checkpoint states and final processing results. In Spark, immutable…

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…

We study private matrix analysis in the sliding window model where only the last $W$ updates to matrices are considered useful for analysis. We give first efficient $o(W)$ space differentially private algorithms for spectral approximation,…

Hadoop is a popular MapReduce framework for developing parallel applications in distributed environments. Several advantages of MapReduce such as programming ease and ability to use commodity hardware make the applicability of soft…

Despite its flexibility to learn diverse inductive biases in machine learning programs, meta learning (i.e., learning to learn) has long been recognized to suffer from poor scalability due to its tremendous compute/memory costs, training…

Stochastic algorithms are efficient approaches to solving machine learning and optimization problems. In this paper, we propose a general framework called Splash for parallelizing stochastic algorithms on multi-node distributed systems.…

Sensitivity-based distributed programming (SBDP) is a decomposition method for solving large-scale nonlinear programs over graph-structured networks. However, its convergence depends on the strength and structure of subsystem coupling. To…

A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…

We introduce Scylla, a primal heuristic for mixed-integer optimization problems. It exploits approximate solves of the Linear Programming relaxations through the matrix-free Primal-Dual Hybrid Gradient algorithm with specialized termination…

Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

We consider the primal problem of finding the zeros of the sum of a maximally monotone operator with the composition of another maximally monotone operator with a linear continuous operator and a corresponding dual problem formulated by…

We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded error. In applications of this method to semidefinite programs,…

In this paper we consider the problem of finding the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator. With the idea of coordinate descent, we design a…

This paper introduces a chordal decomposition approach for scalable analysis of linear networked systems, including stability, $\mathcal{H}_2$ and $\mathcal{H}_{\infty}$ performance. Our main strategy is to exploit any sparsity within these…

This paper proposes and analyzes a tuning-free variant of Primal-Dual Hybrid Gradient (PDHG), and investigates its effectiveness for solving large-scale semidefinite programming (SDP). The core idea is based on the combination of two…