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Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.),…

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

In past years model-agnostic meta-learning (MAML) has been one of the most promising approaches in meta-learning. It can be applied to different kinds of problems, e.g., reinforcement learning, but also shows good results on few-shot…

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization, $\ell_1$ norm regularized optimization, and $\ell_0$ norm regularized…

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

Generating multi-contrasts/modal MRI of the same anatomy enriches diagnostic information but is limited in practice due to excessive data acquisition time. In this paper, we propose a novel deep-learning model for joint reconstruction and…

The problem of non-monotone $k$-submodular maximization under a knapsack constraint ($\kSMK$) over the ground set size $n$ has been raised in many applications in machine learning, such as data summarization, information propagation, etc.…

We present an extension of an adaptive, partially matrix-free, Hierarchically Semi-Separable (HSS) matrix construction algorithm by Gorman et al. [SIAM J. Sci. Comput. 41(5), 2019] which uses Gaussian sketching operators to a broader class…

Multi-sourced datasets are common in studies of variable interactions, for example, individual-level fMRI integration, cross-domain recommendation, etc, where each source induces a related but distinct dependency structure. Joint learning…

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

We introduce the sequential neural posterior and likelihood approximation (SNPLA) algorithm. SNPLA is a normalizing flows-based algorithm for inference in implicit models, and therefore is a simulation-based inference method that only…

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Training large-scale recommendation models under a single global objective implicitly assumes homogeneity across user populations. However, real-world data are composites of heterogeneous cohorts with distinct conditional distributions. As…

The Predict-Then-Optimize framework uses machine learning models to predict unknown parameters of an optimization problem from exogenous features before solving. This setting is common to many real-world decision processes, and recently it…

Restricted Boltzmann machines (RBMs) are a powerful class of generative models, but their training requires computing a gradient that, unlike supervised backpropagation on typical loss functions, is notoriously difficult even to…

Deep learning models can be fooled by small $l_p$-norm adversarial perturbations and natural perturbations in terms of attributes. Although the robustness against each perturbation has been explored, it remains a challenge to address the…

Multi-task learning enhances model generalization by jointly learning from related tasks. This paper focuses on the $\ell_{1,\infty}$-norm constrained multi-task learning problem, which promotes a shared feature representation while…

Probabilistic topic models are popular unsupervised learning methods, including probabilistic latent semantic indexing (pLSI) and latent Dirichlet allocation (LDA). By now, their training is implemented on general purpose computers (GPCs),…