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We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…

Statistics Theory · Mathematics 2020-02-26 Vincent Brault , Christine Keribin , Mahendra Mariadassou

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…

Machine Learning · Computer Science 2021-01-01 Ya-Ping Hsieh , Ali Kavis , Paul Rolland , Volkan Cevher

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

Optimization and Control · Mathematics 2024-01-10 Renyuan Ni

In this article we propose and validate an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for the problem of discrete state discovery from repeated, multivariate psychophysiological samples collected from…

Machine Learning · Computer Science 2022-06-30 Congyu Wu , Aaron Fisher , David Schnyer

Modeling topics effectively in short texts, such as tweets and news snippets, is crucial to capturing rapidly evolving social trends. Existing topic models often struggle to accurately capture the underlying semantic patterns of short…

Computation and Language · Computer Science 2025-02-18 Shuyu Chang , Rui Wang , Peng Ren , Qi Wang , Haiping Huang

Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving…

Machine Learning · Computer Science 2019-12-20 Amrith Setlur , Barnabás Póczós

A common way to explore text corpora is through low-dimensional projections of the documents, where one hopes that thematically similar documents will be clustered together in the projected space. However, popular algorithms for…

Computation and Language · Computer Science 2023-08-04 Charumathi Badrinath , Weiwei Pan , Finale Doshi-Velez

Topic modeling analyzes documents to learn meaningful patterns of words. For documents collected in sequence, dynamic topic models capture how these patterns vary over time. We develop the dynamic embedded topic model (D-ETM), a generative…

Computation and Language · Computer Science 2019-10-14 Adji B. Dieng , Francisco J. R. Ruiz , David M. Blei

We revisit Deep Linear Discriminant Analysis (Deep LDA) from a likelihood-based perspective. While classical LDA is a simple Gaussian model with linear decision boundaries, attaching an LDA head to a neural encoder raises the question of…

Machine Learning · Statistics 2026-02-23 Maxat Tezekbayev , Arman Bolatov , Zhenisbek Assylbekov

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

Optimization and Control · Mathematics 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables…

Computation · Statistics 2016-08-03 Xin Zhang , Scott A. Sisson

Variational Bayes (VB) applied to latent Dirichlet allocation (LDA) has become the most popular algorithm for aspect modeling. While sufficiently successful in text topic extraction from large corpora, VB is less successful in identifying…

Machine Learning · Computer Science 2022-08-22 Rebecca M. C. Taylor , Johan A. du Preez

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

Optimization and Control · Mathematics 2020-07-24 Nicola Bastianello , Ruggero Carli , Luca Schenato , Marco Todescato

Tagging is nowadays the most prevalent and practical way to make images searchable. However, in reality many manually-assigned tags are irrelevant to image content and hence are not reliable for applications. A lot of recent efforts have…

Information Retrieval · Computer Science 2013-07-31 Jingdong Wang , Jiazhen Zhou , Hao Xu , Tao Mei , Xian-Sheng Hua , Shipeng Li

A conversational system needs to know how to switch between topics to continue the conversation for a more extended period. For this topic detection from dialogue corpus has become an important task for a conversation and accurate…

Information Retrieval · Computer Science 2020-06-08 Haider Khalid , Vincent Wade

We study a parametric family of latent variable models, namely topic models, equipped with a hierarchical structure among the topic variables. Such models may be viewed as a finite mixture of the latent Dirichlet allocation (LDA) induced…

Statistics Theory · Mathematics 2024-08-27 Sunrit Chakraborty , Rayleigh Lei , XuanLong Nguyen