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In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…

Machine Learning · Statistics 2016-08-08 Rashish Tandon , Si Si , Pradeep Ravikumar , Inderjit Dhillon

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their…

Statistics Theory · Mathematics 2015-01-28 Zoltan Szabo , Arthur Gretton , Barnabas Poczos , Bharath Sriperumbudur

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

Optimization and Control · Mathematics 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

Root mean square propagation (abbreviated as RMSProp) is a first-order stochastic algorithm used in machine learning widely. In this paper, a stable gradient-adjusted RMSProp (abbreviated as SGA-RMSProp) with mini-batch stochastic gradient…

Optimization and Control · Mathematics 2025-07-28 Runze Li , Jintao Xu , Wenxun Xing

Recently, there is a growing interest in the study of median-based algorithms for distributed non-convex optimization. Two prominent such algorithms include signSGD with majority vote, an effective approach for communication reduction via…

Machine Learning · Computer Science 2019-06-07 Xiangyi Chen , Tiancong Chen , Haoran Sun , Zhiwei Steven Wu , Mingyi Hong

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

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice, which has been hypothesized to play an important role in the generalization of modern machine learning approaches. In this work, we seek to…

Machine Learning · Computer Science 2022-07-12 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Dean P. Foster , Sham M. Kakade

We study the Stochastic Gradient Descent (SGD) algorithm in nonparametric statistics: kernel regression in particular. The directional bias property of SGD, which is known in the linear regression setting, is generalized to the kernel…

Machine Learning · Statistics 2022-08-30 Yiling Luo , Xiaoming Huo , Yajun Mei

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various…

Machine Learning · Statistics 2019-05-15 Alberto Bietti , Grégoire Mialon , Dexiong Chen , Julien Mairal

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

In this paper, we consider unregularized online learning algorithms in a Reproducing Kernel Hilbert Spaces (RKHS). Firstly, we derive explicit convergence rates of the unregularized online learning algorithms for classification associated…

Machine Learning · Computer Science 2015-04-28 Yiming Ying , Ding-Xuan Zhou

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

We study theoretical properties of a broad class of regularized algorithms with vector-valued output. These spectral algorithms include kernel ridge regression, kernel principal component regression, various implementations of gradient…

Machine Learning · Statistics 2024-05-24 Dimitri Meunier , Zikai Shen , Mattes Mollenhauer , Arthur Gretton , Zhu Li

Distributed learning provides an attractive framework for scaling the learning task by sharing the computational load over multiple nodes in a network. Here, we investigate the performance of distributed learning for large-scale linear…

Machine Learning · Statistics 2021-11-03 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

In this paper, we study an online learning algorithm with a robust loss function $\mathcal{L}_{\sigma}$ for regression over a reproducing kernel Hilbert space (RKHS). The loss function $\mathcal{L}_{\sigma}$ involving a scaling parameter…

Machine Learning · Statistics 2023-04-21 Zheng-Chu Guo , Andreas Christmann , Lei Shi