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We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are unevenly distributed over an extremely large number of nodes. The goal is to train a…

Machine Learning · Computer Science 2016-10-11 Jakub Konečný , H. Brendan McMahan , Daniel Ramage , Peter Richtárik

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low…

Machine Learning · Statistics 2017-12-22 Prateek Jain , Purushottam Kar

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of…

Computational Complexity · Computer Science 2023-06-29 Anurag Dutta , K. Lakshmanan , A. Ramamoorthy , Liton Chandra Voumik , John Harshith , John Pravin Motha

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

Optimization and Control · Mathematics 2019-05-27 Emilie Chouzenoux , Henri Gérard , Jean-Christophe Pesquet

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

Machine Learning · Computer Science 2024-10-04 Greg B Fotopoulos , Paul Popovich , Nicholas Hall Papadopoulos

In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…

Machine Learning · Computer Science 2021-03-26 Tengyu Ma

In distributed optimization for large-scale learning, a major performance limitation comes from the communications between the different entities. When computations are performed by workers on local data while a coordinator machine…

Optimization and Control · Mathematics 2020-06-26 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick , Massih-Reza Amini

Machine teaching is an inverse problem of machine learning that aims at steering the student learner towards its target hypothesis, in which the teacher has already known the student's learning parameters. Previous studies on machine…

Machine Learning · Computer Science 2021-05-31 Xiaofeng Cao , Ivor W. Tsang

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

Optimization and Control · Mathematics 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for…

Machine Learning · Computer Science 2014-04-29 Yu Wei , Pock Thomas

Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…

In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…

Machine Learning · Computer Science 2012-04-19 Karthik Sridharan
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