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$\ell_1$ penalized quantile regression is used in many fields as an alternative to penalized least squares regressions for high-dimensional data analysis. Existing algorithms for penalized quantile regression either use linear programming,…

Computation · Statistics 2025-02-19 Sanghee Kim , Sumanta Basu

Gradient compression is of growing interests for solving constrained optimization problems including compressed sensing, noisy recovery and matrix completion under limited communication resources and storage costs. Convergence analysis of…

Optimization and Control · Mathematics 2024-10-30 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Yong Ren

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Machine Learning · Statistics 2023-07-17 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

Information Theory · Computer Science 2019-01-16 Tadashi Wadayama , Satoshi Takabe

We consider vertical logistic regression (VLR) trained with mini-batch gradient descent -- a setting which has attracted growing interest among industries and proven to be useful in a wide range of applications including finance and medical…

Cryptography and Security · Computer Science 2022-07-20 Yuzheng Hu , Tianle Cai , Jinyong Shan , Shange Tang , Chaochao Cai , Ethan Song , Bo Li , Dawn Song

We study the advantages of accelerated gradient methods, specifically based on the Frank-Wolfe method and projected gradient descent, for privacy and heavy-tailed robustness. Our approaches are as follows: For the Frank-Wolfe method, our…

Statistics Theory · Mathematics 2025-06-04 Laurentiu Andrei Marchis , Po-Ling Loh

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide…

Machine Learning · Computer Science 2014-12-02 Alexandre Défossez , Francis Bach

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…

Machine Learning · Statistics 2020-08-28 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

Optimization and Control · Mathematics 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…

Machine Learning · Computer Science 2020-07-01 Hongwei Sun , Qiang Wu

The emergence of big data has caused a dramatic shift in the operating regime for optimization algorithms. The performance bottleneck, which used to be computations, is now often communications. Several gradient compression techniques have…

Signal Processing · Electrical Eng. & Systems 2020-06-19 Sarit Khirirat , Sindri Magnússon , Mikael Johansson

Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation…

Machine Learning · Computer Science 2025-04-04 Angus Dempster , Geoffrey I. Webb , Daniel F. Schmidt

Data privacy and security becomes a major concern in building machine learning models from different data providers. Federated learning shows promise by leaving data at providers locally and exchanging encrypted information. This paper…

Machine Learning · Computer Science 2019-12-05 Kai Yang , Tao Fan , Tianjian Chen , Yuanming Shi , Qiang Yang

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

For low-dimensional data sets with a large amount of data points, standard kernel methods are usually not feasible for regression anymore. Besides simple linear models or involved heuristic deep learning models, grid-based discretizations…

Machine Learning · Computer Science 2019-03-01 Bastian Bohn , Michael Griebel , Jens Oettershagen

In this paper, we study the privacy-preserving distributed optimization problem, aiming to prevent attackers from stealing the private information of agents. For this purpose, we propose a novel privacy-preserving algorithm based on the…

Optimization and Control · Mathematics 2024-05-15 Bing Liu , Furan Xie , Li Chai

While machine learning has achieved remarkable results in a wide variety of domains, the training of models often requires large datasets that may need to be collected from different individuals. As sensitive information may be contained in…

Machine Learning · Computer Science 2023-02-07 Richeng Jin , Xiaofan He , Huaiyu Dai