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Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

We investigate the fundamental optimization question of minimizing a target function $f$, whose gradients are expensive to compute or have limited availability, given access to some auxiliary side function $h$ whose gradients are cheap or…

Machine Learning · Computer Science 2025-12-19 El Mahdi Chayti , Sai Praneeth Karimireddy

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Derivative-free optimization algorithms play an important role in scientific and engineering design optimization problems, especially when derivative information is not accessible. In this paper, we study the framework of sequential…

Machine Learning · Computer Science 2025-04-16 Tianyi Han , Jingya Li , Zhipeng Guo , Yuan Jin

We propose the superiorization of incremental algorithms for tomographic image reconstruction. The resulting methods follow a better path in its way to finding the optimal solution for the maximum likelihood problem in the sense that they…

Optimization and Control · Mathematics 2019-04-03 Elias S. Helou , Marcelo V. W. Zibetti , Eduardo X. Miqueles

Derivative-Free optimization (DFO) focuses on designing methods to solve optimization problems without the analytical knowledge of gradients of the objective function. There are two main families of DFO methods: model-based methods and…

Optimization and Control · Mathematics 2015-11-10 W. Hare , M. Jaberipour

In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation…

Machine Learning · Computer Science 2019-04-23 Jiawei Zhang

The goal of this paper is to investigate an approach for derivative-free optimization that has not received sufficient attention in the literature and is yet one of the simplest to implement and parallelize. It consists of computing…

Optimization and Control · Mathematics 2021-02-22 Hao-Jun Michael Shi , Melody Qiming Xuan , Figen Oztoprak , Jorge Nocedal

Dimensionality reduction is often used as an initial step in data exploration, either as preprocessing for classification or regression or for visualization. Most dimensionality reduction techniques to date are unsupervised; they do not…

Machine Learning · Statistics 2020-06-17 Jake S. Rhodes , Adele Cutler , Guy Wolf , Kevin R. Moon

Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…

Optimization and Control · Mathematics 2020-12-10 Matthias J. Ehrhardt , Lindon Roberts

Derivative-free optimization (DFO) consists in finding the best value of an objective function without relying on derivatives. To tackle such problems, one may build approximate derivatives, using for instance finite-difference estimates.…

Optimization and Control · Mathematics 2024-06-04 Clément W. Royer , Oumaima Sohab , Luis Nunes Vicente

Artificial intelligence is currently a dominant force in shaping various aspects of the world. Machine learning is a sub-field in artificial intelligence. Feature scaling is one of the data pre-processing techniques that improves the…

Machine Learning · Computer Science 2024-04-30 Niful Islam

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

Optimization and Control · Mathematics 2024-01-11 Daniela Lupu , Ion Necoara

We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for…

Optimization and Control · Mathematics 2023-05-25 Stephan Helfrich , Arne Herzel , Stefan Ruzika , Clemens Thielen

In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation…

Machine Learning · Computer Science 2019-04-23 Jiawei Zhang

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a…

Machine Learning · Computer Science 2017-02-20 Praneeth Vepakomma , Ahmed Elgammal

Derivatives are an important tool for single-objective optimization. In fact, it is commonly accepted that derivative-based methods present a better performance than derivative-free optimization approaches. In this work, we will show that…

Optimization and Control · Mathematics 2021-02-16 R. Andreani , A. L. Custódio , M. Raydan

Derivative-free - or zeroth-order - optimization (DFO) has gained recent attention for its ability to solve problems in a variety of application areas, including machine learning, particularly involving objectives which are stochastic…

Optimization and Control · Mathematics 2020-08-04 Coralia Cartis , Tyler Ferguson , Lindon Roberts

The cost of manual data labeling can be a significant obstacle in supervised learning. Data programming (DP) offers a weakly supervised solution for training dataset creation, wherein the outputs of user-defined programmatic labeling…

Machine Learning · Computer Science 2023-10-26 Jacqueline R. M. A. Maasch , Hao Zhang , Qian Yang , Fei Wang , Volodymyr Kuleshov