Related papers: Stochastic Dykstra Algorithms for Metric Learning …
We study the problem of supervised learning a metric space under discriminative constraints. Given a universe $X$ and sets ${\cal S}, {\cal D}\subset {X \choose 2}$ of similar and dissimilar pairs, we seek to find a mapping $f:X\to Y$, into…
We address the problem of merging graph and feature-space information while learning a metric from structured data. Existing algorithms tackle the problem in an asymmetric way, by either extracting vectorized summaries of the graph…
As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…
We give the first efficient algorithm for learning halfspaces in the testable learning model recently defined by Rubinfeld and Vasilyan (2023). In this model, a learner certifies that the accuracy of its output hypothesis is near optimal…
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,…
Learning the embedding space, where semantically similar objects are located close together and dissimilar objects far apart, is a cornerstone of many computer vision applications. Existing approaches usually learn a single metric in the…
Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…
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…
First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
We develop a deep learning algorithm for constructing globally accurate approximations to functional rational expectations equilibria of dynamic stochastic economies in the sequence space. We use deep neural networks to parameterize key…
This paper presents a novel learning-based trajectory planning framework for quadrotors that combines model-based optimization techniques with deep learning. Specifically, we formulate the trajectory optimization problem as a quadratic…
We study the problem of stochastic optimization for deep learning in the parallel computing environment under communication constraints. A new algorithm is proposed in this setting where the communication and coordination of work among…
This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…
We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…
We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…
Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…