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This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used.…

Machine Learning · Statistics 2014-09-16 Kota Matsui , Wataru Kumagai , Takafumi Kanamori

By lifting the ReLU function into a higher dimensional space, we develop a smooth multi-convex formulation for training feed-forward deep neural networks (DNNs). This allows us to develop a block coordinate descent (BCD) training algorithm…

Machine Learning · Statistics 2017-11-21 Ziming Zhang , Matthew Brand

Random Fourier features provide a way to tackle large-scale machine learning problems with kernel methods. Their slow Monte Carlo convergence rate has motivated the research of deterministic Fourier features whose approximation error can…

Machine Learning · Computer Science 2021-10-20 Frederiek Wesel , Kim Batselier

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches…

Machine Learning · Statistics 2018-11-06 Junhong Lin , Volkan Cevher

Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($n$) is much larger than the number of features ($d$), a…

Optimization and Control · Mathematics 2016-05-31 Dominik Csiba , Peter Richtárik

In the supervised learning domain, considering the recent prevalence of algorithms with high computational cost, the attention is steering towards simpler, lighter, and less computationally extensive training and inference approaches. In…

Machine Learning · Computer Science 2022-09-02 Antonello Rosato , Massimo Panella , Denis Kleyko

The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…

Optimization and Control · Mathematics 2017-09-05 Qin Fan , Min Xu , Yiming Ying

Recently, Nystr\"{o}m method has proved its prominence empirically and theoretically in speeding up the training of kernel machines while retaining satisfactory performances and accuracy. So far, there are several different approaches…

Machine Learning · Computer Science 2021-09-21 Weida Li , Mingxia Liu , Daoqiang Zhang

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

With the rise of big data sets, the popularity of kernel methods declined and neural networks took over again. The main problem with kernel methods is that the kernel matrix grows quadratically with the number of data points. Most attempts…

Machine Learning · Computer Science 2016-09-15 Nikolaas Steenbergen , Sebastian Schelter , Felix Bießmann

Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization…

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce…

Machine Learning · Computer Science 2011-12-21 Arash Afkanpour , Csaba Szepesvari , Michael Bowling

Distributed learning provides an attractive framework for scaling the learning task by sharing the computational load over multiple nodes in a network. Here, we investigate the performance of distributed learning for large-scale linear…

Machine Learning · Statistics 2021-11-03 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

Kernel methods obtain superb performance in terms of accuracy for various machine learning tasks since they can effectively extract nonlinear relations. However, their time complexity can be rather large especially for clustering tasks. In…

Machine Learning · Statistics 2015-10-29 Xu Wang , Gilad Lerman

Kernel methods are used frequently in various applications of machine learning. For large-scale high dimensional applications, the success of kernel methods hinges on the ability to operate certain large dense kernel matrix K. An enormous…

Numerical Analysis · Mathematics 2021-12-30 Difeng Cai , James Nagy , Yuanzhe Xi

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…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

This paper studies the large-scale subspace clustering (LSSC) problem with million data points. Many popular subspace clustering methods cannot directly handle the LSSC problem although they have been considered as state-of-the-art methods…

Machine Learning · Computer Science 2020-04-10 Jun Li , Hongfu Liu , Zhiqiang Tao , Handong Zhao , Yun Fu

We consider the problem of metric learning for multi-view data and present a novel method for learning within-view as well as between-view metrics in vector-valued kernel spaces, as a way to capture multi-modal structure of the data. We…

Machine Learning · Computer Science 2018-03-22 Riikka Huusari , Hachem Kadri , Cécile Capponi

Kernel discrepancies are a powerful tool for analyzing worst-case errors in quasi-Monte Carlo (QMC) methods. Building on recent advances in optimizing such discrepancy measures, we extend the subset selection problem to the setting of…

Machine Learning · Statistics 2025-11-05 Deyao Chen , François Clément , Carola Doerr , Nathan Kirk

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an…

Machine Learning · Computer Science 2026-04-23 Daniele Calandriello , Alessandro Lazaric , Michal Valko