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A gradient enhanced ADMM algorithm for optimal transport on general surfaces is proposed in this paper. Based on Benamou and Brenier's dynamical formulation, we combine gradient recovery techniques on surfaces with the ADMM algorithm, not…
Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical…
Neural processes (NPs) constitute a family of variational approximate models for stochastic processes with promising properties in computational efficiency and uncertainty quantification. These processes use neural networks with latent…
Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…
This paper presents three main contributions to the field of multi-step system identification. First, drawing inspiration from Neural Network (NN) training, it introduces a tool for solving identification problems by leveraging first-order…
We consider distributed optimization where $N$ nodes in a connected network minimize the sum of their local costs subject to a common constraint set. We propose a distributed projected gradient method where each node, at each iteration $k$,…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…
In this paper we consider a distributed optimization scenario in which a set of processors aims at cooperatively solving a class of min-max optimization problems. This set-up is motivated by peak-demand minimization problems in smart grids.…
The fast growing scale and heterogeneity of current communication networks necessitate the design of distributed cross-layer optimization algorithms. So far, the standard approach of distributed cross-layer design is based on dual…
The principal support vector machines method (Li et al., 2011) is a powerful tool for sufficient dimension reduction that replaces original predictors with their low-dimensional linear combinations without loss of information. However, the…
We study distributed optimization problems when $N$ nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant $L$), and bounded gradient. We…
Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by…
This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…
In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…
Networked dynamic systems are ubiquitous in various domains, such as industrial processes, social networks, and biological systems. These systems produce high-dimensional data that reflect the complex interactions among the network nodes…
This is a sequel to our paper `On the kernel learning problem'. We identify a canonical choice of Riemannian gradient flow, to find the stationary points in the kernel learning problem. In the presence of Gaussian noise variables, this flow…
We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…
We consider gradient descent like algorithms for Support Vector Machine (SVM) training when the data is in relational form. The gradient of the SVM objective can not be efficiently computed by known techniques as it suffers from the…
Much of studies on neural computation are based on network models of static neurons that produce analog output, despite the fact that information processing in the brain is predominantly carried out by dynamic neurons that produce discrete…