Related papers: Efficient Low-Rank Semidefinite Programming with R…
In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…
The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…
We consider a fundamental problem in unsupervised learning called \emph{subspace recovery}: given a collection of $m$ points in $\mathbb{R}^n$, if many but not necessarily all of these points are contained in a $d$-dimensional subspace $T$…
Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…
We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…
Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…
Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…
The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce…
Although deep learning models are highly effective for various learning tasks, their high computational costs prohibit the deployment to scenarios where either memory or computational resources are limited. In this paper, we focus on…
Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…
We consider a generic empirical composition optimization problem, where there are empirical averages present both outside and inside nonlinear loss functions. Such a problem is of interest in various machine learning applications, and…
Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…
The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…
Certifying the safety or robustness of neural networks against input uncertainties and adversarial attacks is an emerging challenge in the area of safe machine learning and control. To provide such a guarantee, one must be able to bound the…
We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…
This paper addresses the problem of localization, which is inherently non-convex and non-smooth in a federated setting where the data is distributed across a multitude of devices. Due to the decentralized nature of federated environments,…
Decentralized sparsity learning has attracted a significant amount of attention recently due to its rapidly growing applications. To obtain the robust and sparse estimators, a natural idea is to adopt the non-smooth median loss combined…
Semidefinite programs (SDP) are one of the most versatile frameworks in numerical optimization, serving as generalizations of many conic programs and as relaxations of NP-hard combinatorial problems. Their main drawback is their…
In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…