Related papers: Unsupervised Submodular Rank Aggregation on Score-…
Imaging is a standard example of an inverse problem, where the task of reconstructing a ground truth from a noisy measurement is ill-posed. Recent state-of-the-art approaches for imaging use deep learning, spearheaded by unrolled and…
Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…
Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities. It depends on availability of (approximate) Stein score functions for various levels of…
Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…
We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…
Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…
This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…
Sparse regression methods have been proven effective in a wide range of signal processing problems such as image compression, speech coding, channel equalization, linear regression and classification. In this paper a new convex method of…
We propose a new model for supervised learning to rank. In our model, the relevance labels are assumed to follow a categorical distribution whose probabilities are constructed based on a scoring function. We optimize the training objective…
By leveraging contrastive learning, clustering, and other pretext tasks, unsupervised methods for learning image representations have reached impressive results on standard benchmarks. The result has been a crowded field - many methods with…
We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set…
We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes an unbiased total gradient tracking technique that uses…
Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…
Convex optimization over the spectrahedron, i.e., the set of all real $n\times n$ positive semidefinite matrices with unit trace, has important applications in machine learning, signal processing and statistics, mainly as a convex…
This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…
We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…
Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…
In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…