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We consider minimization of the sum of a large number of convex functions, and we propose an incremental aggregated version of the proximal algorithm, which bears similarity to the incremental aggregated gradient and subgradient methods…

Systems and Control · Computer Science 2015-11-05 Dimitri P. Bertsekas

We study the convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions (where the sum is strongly convex) and a non-smooth convex function. At each…

Optimization and Control · Mathematics 2016-11-28 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

In this paper we shall review the common problems associated with Piecewise Linear Separation incremental algorithms. This kind of neural models yield poor performances when dealing with some classification problems, due to the evolving…

Neural and Evolutionary Computing · Computer Science 2007-12-24 Alejandro Chinea Manrique De Lara , Juan Manuel Moreno , Arostegui Jordi Madrenas , Joan Cabestany

We propose a method for conducting algebraic program analysis (APA) incrementally in response to changes of the program under analysis. APA is a program analysis paradigm that consists of two distinct steps: computing a path expression that…

Programming Languages · Computer Science 2024-12-17 Chenyu Zhou , Yuzhou Fang , Jingbo Wang , Chao Wang

In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. The…

Optimization and Control · Mathematics 2016-01-13 Jose Yunier Bello Cruz

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

We suggest a new method, called Functional Additive Regression, or FAR, for efficiently performing high-dimensional functional regression. FAR extends the usual linear regression model involving a functional predictor, $X(t)$, and a scalar…

Statistics Theory · Mathematics 2015-10-15 Yingying Fan , Gareth M. James , Peter Radchenko

The incremental aggregated gradient algorithm is popular in network optimization and machine learning research. However, the current convergence results require the objective function to be strongly convex. And the existing convergence…

Optimization and Control · Mathematics 2019-10-14 Tao Sun , Yuejiao Sun , Dongsheng Li , Qing Liao

Indexing of static and dynamic sets is fundamental to a large set of applications such as information retrieval and caching. Denoting the characteristic vector of the set by B, we consider the problem of encoding sets and multisets to…

Data Structures and Algorithms · Computer Science 2018-09-17 Ran Ben Basat , Seungbum Jo , Srinivasa Rao Satti , Shubham Ugare

We consider the task of performing probabilistic inference with probabilistic logical models. Many algorithms for approximate inference with such models are based on sampling. From a logic programming perspective, sampling boils down to…

Artificial Intelligence · Computer Science 2015-03-19 Daan Fierens

We describe a method for the rapid numerical evaluation of the Bessel functions of the first and second kinds of nonnegative real orders and positive arguments. Our algorithm makes use of the well-known observation that although the Bessel…

Numerical Analysis · Mathematics 2017-05-23 James Bremer

As machine learning systems become democratized, it becomes increasingly important to help users easily debug their models. However, current data tools are still primitive when it comes to helping users trace model performance problems all…

Databases · Computer Science 2019-01-08 Yeounoh Chung , Tim Kraska , Neoklis Polyzotis , Ki Hyun Tae , Steven Euijong Whang

This paper presents the first slicing approach for probabilistic programs based on specifications. We show that when probabilistic programs are accompanied by their specifications in the form of pre- and post-condition, we can exploit this…

Programming Languages · Computer Science 2022-05-10 Marcelo Navarro , Federico Olmedo

Piecewise affine functions are widely used to approximate nonlinear and discontinuous functions. However, most, if not all existing models only deal with fitting continuous functions. In this paper, we investigate the problem of fitting a…

Optimization and Control · Mathematics 2020-01-29 Ruobing Shen , Bo Tang , Leo Liberti , Claudia D'Ambrosio , Stéphane Canu

Mixed integer linear programming (MILP) has seen a sharp rise in use for engineering optimization applications in recent years. Even for initially non-linear problems, it is often the method of choice. Then, the non-linear functions have to…

Optimization and Control · Mathematics 2023-09-20 Felix Birkelbach , David Huber , René Hofmann

We present an algorithmic contribution to improve the efficiency of robust trim-fitting in outlier affected geometric regression problems. The method heavily relies on the quick sort algorithm, and we present two important insights. First,…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Min Li , Laurent Kneip

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

An incremental version of the ELMVIS+ method is proposed in this paper. It iteratively selects a few best fitting data samples from a large pool, and adds them to the model. The method keeps high speed of ELMVIS+ while allowing for much…

Machine Learning · Computer Science 2019-12-19 Anton Akusok , Emil Eirola , Yoan Miche , Ian Oliver , Kaj-Mikael Björk , Andrey Gritsenko , Stephen Baek , Amaury Lendasse

A Reduction -- an accumulation over a set of values, using an associative and commutative operator -- is a common computation in many numerical computations, including scientific computations, machine learning, computer vision, and…

Programming Languages · Computer Science 2021-02-11 Cambridge Yang , Eric Atkinson , Michael Carbin

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes