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Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

Neural network training is usually accomplished by solving a non-convex optimization problem using stochastic gradient descent. Although one optimizes over the networks parameters, the main loss function generally only depends on the…

Machine Learning · Computer Science 2023-02-10 Julius Berner , Dennis Elbrächter , Philipp Grohs

Diffusion is a fundamental graph procedure and has been a basic building block in a wide range of theoretical and empirical applications such as graph partitioning and semi-supervised learning on graphs. In this paper, we study…

Data Structures and Algorithms · Computer Science 2021-06-07 Li Chen , Richard Peng , Di Wang

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

Neural networks are regularly employed in adaptive control of nonlinear systems and related methods of reinforcement learning. A common architecture uses a neural network with a single hidden layer (i.e. a shallow network), in which the…

Optimization and Control · Mathematics 2024-04-18 Andrew Lamperski , Tyler Lekang

In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…

Machine Learning · Statistics 2021-08-09 Margalit Glasgow , Mary Wootters

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

Gradient descent (GD) type optimization schemes are the standard methods to train artificial neural networks (ANNs) with rectified linear unit (ReLU) activation. Such schemes can be considered as discretizations of gradient flows (GFs)…

Machine Learning · Computer Science 2022-09-27 Arnulf Jentzen , Adrian Riekert

Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…

Data Structures and Algorithms · Computer Science 2020-01-13 Deeksha Adil , Richard Peng , Sushant Sachdeva

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

Optimization and Control · Mathematics 2021-08-13 Xuyang Wu , Jie Lu

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We study realizable continual linear regression under random task orderings, a common setting for developing continual learning theory. In this setup, the worst-case expected loss after $k$ learning iterations admits a lower bound of…

Machine Learning · Computer Science 2025-10-28 Ran Levinstein , Amit Attia , Matan Schliserman , Uri Sherman , Tomer Koren , Daniel Soudry , Itay Evron

A data analyst might worry about generalization if dropping a very small fraction of data points from a study could change its substantive conclusions. Checking this non-robustness directly poses a combinatorial optimization problem and is…

Methodology · Statistics 2025-09-10 Jenny Y. Huang , David R. Burt , Yunyi Shen , Tin D. Nguyen , Tamara Broderick

We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…

Optimization and Control · Mathematics 2017-03-09 Jialei Wang , Lin Xiao

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

Optimization and Control · Mathematics 2019-05-15 Michael R. Metel , Akiko Takeda

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…

Machine Learning · Statistics 2025-04-01 Vikram Singh , Min Sun

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and $f$-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition…

Machine Learning · Statistics 2023-10-24 Ronak Mehta , Vincent Roulet , Krishna Pillutla , Zaid Harchaoui

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…

Machine Learning · Statistics 2019-10-29 Amin Nejatbakhsh , Erdem Varol
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