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Analog crossbar arrays comprising programmable nonvolatile resistors are under intense investigation for acceleration of deep neural network training. However, the ubiquitous asymmetric conductance modulation of practical resistive devices…
Block-coordinate descent (BCD) is the method of choice to solve numerous large scale optimization problems, however their theoretical study for non-convex optimization, has received less attention. In this paper, we present a new…
The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…
A least-squares neural network (LSNN) method was introduced for solving scalar linear and nonlinear hyperbolic conservation laws (HCLs) in [7, 6]. This method is based on an equivalent least-squares (LS) formulation and uses ReLU neural…
Under mild conditions on the noise level of the measurements, rotation averaging satisfies strong duality, which enables global solutions to be obtained via semidefinite programming (SDP) relaxation. However, generic solvers for SDP are…
Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena…
In this paper, we propose a learned scalable/progressive image compression scheme based on deep neural networks (DNN), named Bidirectional Context Disentanglement Network (BCD-Net). For learning hierarchical representations, we first adopt…
Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…
In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…
In this paper, we consider high-dimensional nonconvex square-root-loss regression problems and introduce a proximal majorization-minimization (PMM) algorithm for these problems. Our key idea for making the proposed PMM to be efficient is to…
We study the stochastic linear bandits with heavy-tailed noise. Two principled strategies for handling heavy-tailed noise, truncation and median-of-means, have been introduced to heavy-tailed bandits. Nonetheless, these methods rely on…
This paper studies the performance of a recently proposed preconditioned stochastic gradient descent (PSGD) algorithm on recurrent neural network (RNN) training. PSGD adaptively estimates a preconditioner to accelerate gradient descent, and…
This paper develops asymptotic theory for quantile estimation via stochastic gradient descent (SGD) with a constant learning rate. The quantile loss function is neither smooth nor strongly convex. Beyond conventional perspectives and…
Single Image Super-Resolution (SISR) is one of the low-level computer vision problems that has received increased attention in the last few years. Current approaches are primarily based on harnessing the power of deep learning models and…
Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…
In this paper, we use Proximal Cubic regularized Newton Methods (PCNM) to optimize the sum of a smooth convex function and a non-smooth convex function, where we use inexact gradient and Hessian, and an inexact subsolver for the cubic…
In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…
We develop a fast and robust algorithm for solving large scale convex composite optimization models with an emphasis on the $\ell_1$-regularized least squares regression (Lasso) problems. Despite the fact that there exist a large number of…
We propose an efficient distributed randomized coordinate descent method for minimizing regularized non-strongly convex loss functions. The method attains the optimal $O(1/k^2)$ convergence rate, where $k$ is the iteration counter. The core…
In this paper, we introduce a novel and robust approach to Quantized Matrix Completion (QMC). First, we propose a rank minimization problem with constraints induced by quantization bounds. Next, we form an unconstrained optimization problem…