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$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not…

Machine Learning · Computer Science 2021-05-13 Majid Mohammadi , Amir Ahooye Atashin , Damian A. Tamburri

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

Kernel and linear regression have been recently explored in the prediction of graph signals as the output, given arbitrary input signals that are agnostic to the graph. In many real-world problems, the graph expands over time as new nodes…

Machine Learning · Computer Science 2019-11-27 Arun Venkitaraman , Saikat Chatterjee , Bo Wahlberg

Random Reshuffling (RR), also known as Stochastic Gradient Descent (SGD) without replacement, is a popular and theoretically grounded method for finite-sum minimization. We propose two new algorithms: Proximal and Federated Random…

Machine Learning · Computer Science 2021-02-15 Konstantin Mishchenko , Ahmed Khaled , Peter Richtárik

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study the…

Numerical Analysis · Mathematics 2019-03-19 Huan Li , Zhouchen Lin

Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

Feed-forward ReLU neural networks partition their input domain into finitely many "affine regions" of constant neuron activation pattern and affine behaviour. We analyze their mathematical structure and provide algorithmic primitives for an…

Optimization and Control · Mathematics 2021-03-09 Peter Hinz , Sara van de Geer

Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…

Statistics Theory · Mathematics 2025-02-20 Vladimir Spokoiny

We present a time-optimal deterministic distributed algorithm for approximating a minimum weight vertex cover in hypergraphs of rank $f$. This problem is equivalent to the Minimum Weight Set Cover Problem in which the frequency of every…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-20 Ran Ben-Basat , Guy Even , Ken-ichi Kawarabayashi , Gregory Schwartzman

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

We present an effective framework for improving the breakdown point of robust regression algorithms. Robust regression has attracted widespread attention due to the ubiquity of outliers, which significantly affect the estimation results.…

Machine Learning · Computer Science 2023-05-23 Zheyi Fan , Szu Hui Ng , Qingpei Hu

Overparameterized ML models, including neural networks, typically induce underdetermined training objectives with multiple global minima. The implicit bias refers to the limiting global minimum that is attained by a common optimization…

Machine Learning · Statistics 2026-03-06 Kuo-Wei Lai , Guanghui Wang , Molei Tao , Vidya Muthukumar

The paper briefy reviews several recent results on hierarchical architectures for learning from examples, that may formally explain the conditions under which Deep Convolutional Neural Networks perform much better in function approximation…

Machine Learning · Computer Science 2016-08-12 Hrushikesh Mhaskar , Tomaso Poggio

There is growing evidence that converting targets to soft targets in supervised learning can provide considerable gains in performance. Much of this work has considered classification, converting hard zero-one values to soft labels---such…

Machine Learning · Statistics 2018-06-13 Ehsan Imani , Martha White

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a…

Statistics Theory · Mathematics 2015-07-21 Tianbao Yang , Lijun Zhang , Qihang Lin , Rong Jin

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai