Related papers: Multi-Gradient Descent for Multi-Objective Recomme…
In this work, we propose different formulations and gradient-based algorithms for deterministic and stochastic bilevel problems with conflicting objectives in the lower level. Such problems have received little attention in the…
Recommender Systems have proliferated as general-purpose approaches to model a wide variety of consumer interaction data. Specific instances make use of signals ranging from user feedback, item relationships, geographic locality, social…
Multimodal recommender systems leverage diverse data sources, such as user interactions, content features, and contextual information, to address challenges like cold-start and data sparsity. However, existing methods often suffer from one…
We study the unconstrained and the minimax saddle point variants of the convex multi-stage stochastic programming problem, where consecutive decisions are coupled through the objective functions, rather than through the constraints. We…
A probabilistic graphical model is proposed, modeling the joint model parameter and multiplier evolution, with a hypervolume based likelihood, promoting multi-objective descent in structural risk minimization. We address multi-objective…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
Gradient-based methods are widely used to solve various optimization problems, however, they are either constrained by local optima dilemmas, simple convex constraints, and continuous differentiability requirements, or limited to…
Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…
Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
Sequential recommendations have made great strides in accurately predicting the future behavior of users. However, seeking accuracy alone may bring side effects such as unfair and overspecialized recommendation results. In this work, we…
Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…
Multi-objective preference alignment in language models often encounters a challenging trade-off: optimizing for one human preference (e.g., helpfulness) frequently compromises others (e.g., harmlessness) due to the inherent conflicts…
We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…
With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…
The integration of Large Language Models (LLMs) into recommender systems has led to substantial performance improvements. However, this often comes at the cost of diminished recommendation diversity, which can negatively impact user…
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
Optimizing multiple objectives simultaneously is an important task for recommendation platforms to improve their performance. However, this task is particularly challenging since the relationships between different objectives are…