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An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

Statistics Theory · Mathematics 2022-01-12 Antoine Godichon-Baggioni

Recently, many unsupervised deep learning methods have been proposed to learn clustering with unlabelled data. By introducing data augmentation, most of the latest methods look into deep clustering from the perspective that the original…

Computer Vision and Pattern Recognition · Computer Science 2020-08-28 Huasong Zhong , Chong Chen , Zhongming Jin , Xian-Sheng Hua

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

Back-propagation is a popular machine learning algorithm that uses gradient descent in training neural networks for supervised learning, but can be very slow. A number of algorithms have been developed to speed up convergence and improve…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ho Ling Li

Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

Variable selection in linear regression has been a central topic in statistical research for decades. Bayesian variable selection methods, which account for uncertainty in both the regression coefficients and the noise variance, have…

Methodology · Statistics 2026-04-24 Leo L Duan

Contrastive learning has gained significant attention as a method for self-supervised learning. The contrastive loss function ensures that embeddings of positive sample pairs (e.g., different samples from the same class or different views…

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

In this paper, we consider a class of generalized difference-of-convex functions (DC) programming, whose objective is the difference of two convex (not necessarily smooth) functions plus a decomposable (possibly nonconvex) function with…

Optimization and Control · Mathematics 2024-09-10 Chenjian Pan , Yingxin Zhou , Hongjin He , Chen Ling

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman…

Machine Learning · Computer Science 2025-02-06 Ségolène Martin , Jean-Christophe Pesquet , Gabriele Steidl , Ismail Ben Ayed

In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized DC (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth…

Optimization and Control · Mathematics 2024-04-24 Yonghong Yao , Lateef O. Jolaoso , Yekini Shehu , Jen-Chih Yao

Difference-of-Convex (DC) minimization, referring to the problem of minimizing the difference of two convex functions, has been found rich applications in statistical learning and studied extensively for decades. However, existing methods…

Optimization and Control · Mathematics 2022-12-20 Ganzhao Yuan

The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…

Statistics Theory · Mathematics 2016-03-02 Y. X. Rachel Wang , Peter J. Bickel

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

The Random Batch Method (RBM) is an effective technique to reduce the computational complexity when solving certain stochastic differential problems (SDEs) involving interacting particles. It can transform the computational complexity from…

Numerical Analysis · Mathematics 2024-12-23 Yanshun Zhao , Jingrun Chen , Zhiwen Zhang

In view of its power in extracting feature representation, contrastive self-supervised learning has been successfully integrated into the practice of (deep) reinforcement learning (RL), leading to efficient policy learning in various…

Machine Learning · Computer Science 2024-04-16 Shuang Qiu , Lingxiao Wang , Chenjia Bai , Zhuoran Yang , Zhaoran Wang

Dynamic Programming (DP) provides standard algorithms to solve Markov Decision Processes. However, these algorithms generally do not optimize a scalar objective function. In this paper, we draw connections between DP and (constrained)…

Machine Learning · Computer Science 2019-10-30 Nino Vieillard , Olivier Pietquin , Matthieu Geist

The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…

Optimization and Control · Mathematics 2025-05-19 Songnian He , Qiao-Li Dong , Michael Th. Rassias

Standard contrastive learning approaches usually require a large number of negatives for effective unsupervised learning and often exhibit slow convergence. We suspect this behavior is due to the suboptimal selection of negatives used for…

Machine Learning · Computer Science 2021-12-22 Anshul Shah , Suvrit Sra , Rama Chellappa , Anoop Cherian