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We consider a stochastic control problem for a class of nonlinear kernels. More precisely, our problem of interest consists in the optimisation, over a set of possibly non-dominated probability measures, of solutions of backward stochastic…

Probability · Mathematics 2017-07-28 Dylan Possamaï , Xiaolu Tan , Chao Zhou

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Finding optimal parameter configurations for tunable GPU kernels is a non-trivial exercise for large search spaces, even when automated. This poses an optimization task on a non-convex search space, using an expensive to evaluate function…

Machine Learning · Computer Science 2021-12-01 Floris-Jan Willemsen , Rob van Nieuwpoort , Ben van Werkhoven

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

We build upon Estrin et al. (2019) to develop a general constrained nonlinear optimization algorithm based on a smooth penalty function proposed by Fletcher (1970, 1973b). Although Fletcher's approach has historically been considered…

Optimization and Control · Mathematics 2020-07-03 Ron Estrin , Michael Friedlander , Dominique Orban , Michael Saunders

We develop an algorithm for systematic design of a large artificial neural network using a progression property. We find that some non-linear functions, such as the rectifier linear unit and its derivatives, hold the property. The…

Neural and Evolutionary Computing · Computer Science 2017-10-24 Saikat Chatterjee , Alireza M. Javid , Mostafa Sadeghi , Partha P. Mitra , Mikael Skoglund

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

In this work, we investigate the generalization properties of random feature methods. Our analysis extends prior results for Tikhonov regularization to a broad class of spectral regularization techniques and further generalizes the setting…

Machine Learning · Statistics 2026-03-03 Mike Nguyen , Nicole Mücke

Object proposals are an ensemble of bounding boxes with high potential to contain objects. In order to determine a small set of proposals with a high recall, a common scheme is extracting multiple features followed by a ranking algorithm…

Computer Vision and Pattern Recognition · Computer Science 2017-05-19 Jing Wang , Jie Shen , Ping Li

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…

Optimization and Control · Mathematics 2021-11-30 N. I. M. Gould , Ph. L. Toint

We investigate approaches to regularisation during fine-tuning of deep neural networks. First we provide a neural network generalisation bound based on Rademacher complexity that uses the distance the weights have moved from their initial…

Machine Learning · Statistics 2021-01-18 Henry Gouk , Timothy M. Hospedales , Massimiliano Pontil

Numerically efficient and stable algorithms are essential for kernel-based regularized system identification. The state of art algorithms exploit the semiseparable structure of the kernel and are based on the generator representation of the…

Numerical Analysis · Mathematics 2025-11-04 Zhuohua Shen , Junpeng Zhang , Martin S. Andersen , Tianshi Chen

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

Machine Learning · Computer Science 2012-07-03 Haim Avron , Satyen Kale , Shiva Kasiviswanathan , Vikas Sindhwani

In recent years, mixup regularization has gained popularity as an effective way to improve the generalization performance of deep learning models by training on convex combinations of training data. While many mixup variants have been…

Machine Learning · Computer Science 2025-06-16 Yousef El-Laham , Niccolò Dalmasso , Svitlana Vyetrenko , Vamsi K. Potluru , Manuela Veloso

In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens…

Optimization and Control · Mathematics 2021-03-18 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

A simple yet effective architectural design of radial basis function neural networks (RBFNN) makes them amongst the most popular conventional neural networks. The current generation of radial basis function neural network is equipped with…

Machine Learning · Computer Science 2020-07-07 Syed Muhammad Atif , Shujaat Khan , Imran Naseem , Roberto Togneri , Mohammed Bennamoun

The effectiveness of deep neural architectures has been widely supported in terms of both experimental and foundational principles. There is also clear evidence that the activation function (e.g. the rectifier and the LSTM units) plays a…

Machine Learning · Computer Science 2018-10-08 Giuseppe Marra , Dario Zanca , Alessandro Betti , Marco Gori

Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application…

Machine Learning · Statistics 2017-11-07 Mathieu Blondel , Vlad Niculae , Takuma Otsuka , Naonori Ueda
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