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We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…

Data Structures and Algorithms · Computer Science 2017-12-22 Aleksander Mądry , Slobodan Mitrović , Ludwig Schmidt

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different…

Methodology · Statistics 2016-10-04 Jesús Arroyo , Elizabeth Hou

A standard approach in large scale machine learning is distributed stochastic gradient training, which requires the computation of aggregated stochastic gradients over multiple nodes on a network. Communication is a major bottleneck in such…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-24 Hanlin Tang , Xiangru Lian , Chen Yu , Tong Zhang , Ji Liu

In this paper, we consider an LQR design problem for distributed control systems. For large-scale distributed systems, finding a solution might be computationally demanding due to communications among agents. To this aim, we deal with LQR…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-02 Myung Cho

Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…

Optimization and Control · Mathematics 2024-06-04 Siqi Zhang , Sayantan Choudhury , Sebastian U Stich , Nicolas Loizou

Sparse signal recovery from under-determined systems presents significant challenges when using conventional L_0 and L_1 penalties, primarily due to computational complexity and estimation bias. This paper introduces a truncated Huber…

Numerical Analysis · Mathematics 2025-04-08 Li Yang , Serena Morigi , Michael K. Ng , You-wei Wen

To reduce the long training time of large deep neural network (DNN) models, distributed synchronous stochastic gradient descent (S-SGD) is commonly used on a cluster of workers. However, the speedup brought by multiple workers is limited by…

Machine Learning · Computer Science 2020-03-03 Shaohuai Shi , Zhenheng Tang , Qiang Wang , Kaiyong Zhao , Xiaowen Chu

Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…

Optimization and Control · Mathematics 2021-05-17 Peter Benner , Steffen W. R. Werner

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em…

Machine Learning · Computer Science 2017-11-28 Haotian Pang , Robert Vanderbei , Han Liu , Tuo Zhao

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…

Numerical Analysis · Mathematics 2022-02-22 Yuancheng Zhou

This study investigates the impact of gradient compression on distributed training performance, focusing on sparsification and quantization techniques, including top-k, DGC, and QSGD. In baseline experiments, random-k compression results in…

Machine Learning · Computer Science 2025-02-12 Shruti Singh , Shantanu Kumar

Tensor regression has shown to be advantageous in learning tasks with multi-directional relatedness. Given massive multiway data, traditional methods are often too slow to operate on or suffer from memory bottleneck. In this paper, we…

Machine Learning · Computer Science 2016-07-12 Rose Yu , Yan Liu

Distributed computing excels at processing large scale data, but the communication cost for synchronizing the shared parameters may slow down the overall performance. Fortunately, the interactions between parameter and data in many problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-19 Mu Li , Dave G. Andersen , Alexander J. Smola

The most effective dimensionality reduction procedures produce interpretable features from the raw input space while also providing good performance for downstream supervised learning tasks. For many methods, this requires optimizing one or…

Machine Learning · Computer Science 2023-02-22 Leland Barnard , Farwa Ali , Hugo Botha , David T. Jones

In this paper, we consider a distributed constrained optimization problem with delayed subgradient information over the time-varying communication network, where each agent can only communicate with its neighbors and the communication…

Optimization and Control · Mathematics 2021-06-16 Jie Liu , Zhan Yu , Daniel W. C. Ho