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We propose a primal-dual smoothing framework for finding a near-stationary point of a class of non-smooth non-convex optimization problems with max-structure. We analyze the primal and dual gradient complexities of the framework via two…

Optimization and Control · Mathematics 2023-07-19 Renbo Zhao

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

Observational data are often accompanied by natural structural indices, such as time stamps or geographic locations, which are meaningful to prediction tasks but are often discarded. We leverage semantically meaningful indexing data while…

Machine Learning · Computer Science 2020-03-16 Esther Rolf , Michael I. Jordan , Benjamin Recht

We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity. Compared with existing methods, our framework yields a significant improvement over the…

Optimization and Control · Mathematics 2023-07-25 Le Thi Khanh Hien , Renbo Zhao , William B. Haskell

We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…

Programming Languages · Computer Science 2023-01-10 Basim Khajwal , C. -H. Luke Ong , Dominik Wagner

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

Advances in adversarial defenses have led to a significant improvement in the robustness of Deep Neural Networks. However, the robust accuracy of present state-ofthe-art defenses is far from the requirements in critical applications such as…

Machine Learning · Computer Science 2023-06-13 Sravanti Addepalli , Samyak Jain , Gaurang Sriramanan , R. Venkatesh Babu

In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

Training foundation models on extensive datasets and then finetuning them on specific tasks has emerged as the mainstream approach in artificial intelligence. However, the model robustness, which is a critical aspect for safety, is often…

Computer Vision and Pattern Recognition · Computer Science 2023-12-15 Kai Qiu , Huishuai Zhang , Zhirong Wu , Stephen Lin

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Machine Learning · Computer Science 2025-12-03 Pieter Smet

IBM models are very important word alignment models in Machine Translation. Following the Maximum Likelihood Estimation principle to estimate their parameters, the models will easily overfit the training data when the data are sparse. While…

Computation and Language · Computer Science 2016-04-28 Vuong Van Bui , Cuong Anh Le

Smoothed analysis is a framework for analyzing the complexity of an algorithm, acting as a bridge between average and worst-case behaviour. For example, Quicksort and the Simplex algorithm are widely used in practical applications, despite…

Machine Learning · Computer Science 2015-03-29 Bichen Shi , Michel Schellekens , Georgiana Ifrim

Since state-of-the-art uncertainty estimation methods are often computationally demanding, we investigate whether incorporating prior information can improve uncertainty estimates in conventional deep neural networks. Our focus is on…

Machine Learning · Computer Science 2025-03-21 Fabian Denoodt , José Oramas

Probabilistic smoothing is a standard tool for global optimization, but existing methods rely on Gaussian kernels and specific transforms, often resulting in strong hyperparameter sensitivity and limited robustness. We propose a general…

Machine Learning · Computer Science 2026-05-27 Kukyoung Jang , Taehyun Cho , Junrui Zhang , Ping Xu , Kyungjae Lee

We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…

Machine Learning · Computer Science 2012-02-20 Xi Chen , Qihang Lin , Seyoung Kim , Jaime G. Carbonell , Eric P. Xing

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

Optimization and Control · Mathematics 2015-07-06 Lorenzo Rosasco , Silvia Villa , Bang Cong Vu

In this paper we propose a (non-linear) smoothing algorithm for group-affine observation systems, a recently introduced class of estimation problems on Lie groups that bear a particular structure. As most non-linear smoothing methods, the…

Robotics · Computer Science 2018-08-07 Paul Chauchat , Axel Barrau , Silvère Bonnabel

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic…

Optimization and Control · Mathematics 2017-08-22 Yoshihiro Kanno

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang
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