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We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

We address the challenging problem of deep representation learning--the efficient adaption of a pre-trained deep network to different tasks. Specifically, we propose to explore gradient-based features. These features are gradients of the…

Machine Learning · Computer Science 2020-04-14 Fangzhou Mu , Yingyu Liang , Yin Li

In this paper, we consider a problem of learning supervised PageRank models, which can account for some properties not considered by classical approaches such as the classical PageRank algorithm. Due to huge hidden dimension of the…

Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…

Machine Learning · Computer Science 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

Feature ranking and selection is a widely used approach in various applications of supervised dimensionality reduction in discriminative machine learning. Nevertheless there exists significant evidence on feature ranking and selection…

Machine Learning · Computer Science 2021-05-04 Ozan Ozdenizci , Deniz Erdogmus

Training large neural networks is time consuming. To speed up the process, distributed training is often used. One of the largest bottlenecks in distributed training is communicating gradients across different nodes. Different gradient…

Machine Learning · Computer Science 2022-10-03 William Zou , Hans De Sterck , Jun Liu

Error accumulation is an essential component of the Top-$k$ sparsification method in distributed gradient descent. It implicitly scales the learning rate and prevents the slow-down of lateral movement, but it can also deteriorate…

Machine Learning · Computer Science 2024-09-24 Ali Bereyhi , Ben Liang , Gary Boudreau , Ali Afana

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Training a neural network for a classification task typically assumes that the data to train are given from the beginning. However, in the real world, additional data accumulate gradually and the model requires additional training without…

Machine Learning · Computer Science 2020-04-22 Jangho Kim , Jeesoo Kim , Nojun Kwak

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…

Optimization and Control · Mathematics 2022-11-08 Ningning Han , Juan Nie , Jian Lu , Michael K. Ng

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client…

Machine Learning · Statistics 2025-03-11 Paul Mangold , Alain Durmus , Aymeric Dieuleveut , Eric Moulines

The problem of maximizing precision at the top of a ranked list, often dubbed Precision@k (prec@k), finds relevance in myriad learning applications such as ranking, multi-label classification, and learning with severe label imbalance.…

Machine Learning · Statistics 2015-05-27 Purushottam Kar , Harikrishna Narasimhan , Prateek Jain

Training deep models for time series forecasting is a critical task with an inherent challenge of time complexity. While current methods generally ensure linear time complexity, our observations on temporal redundancy show that high-level…

Machine Learning · Computer Science 2024-10-04 Jiang You , Arben Cela , René Natowicz , Jacob Ouanounou , Patrick Siarry

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

This paper addresses the general problem of modelling and learning rank data with ties. We propose a probabilistic generative model, that models the process as permutations over partitions. This results in super-exponential combinatorial…

Information Retrieval · Computer Science 2010-10-05 Tran The Truyen , Dinh Q. Phung , Svetha Venkatesh

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…

Machine Learning · Computer Science 2025-11-25 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez

We study the active learning problem of top-$k$ ranking from multi-wise comparisons under the popular multinomial logit model. Our goal is to identify the top-$k$ items with high probability by adaptively querying sets for comparisons and…

Data Structures and Algorithms · Computer Science 2017-08-01 Xi Chen , Yuanzhi Li , Jieming Mao