Related papers: Greedy Adversarial Equilibrium: An Efficient Alter…

We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

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…

We investigate the vulnerabilities of consensus-based distributed optimization protocols to nodes that deviate from the prescribed update rule (e.g., due to failures or adversarial attacks). We first characterize certain fundamental…

We study the properties of a simple greedy algorithm for the generation of data-adapted anisotropic triangulations. Given a function f, the algorithm produces nested triangulations and corresponding piecewise polynomial approximations of f.…

Greedy algorithms are a fundamental category of algorithms in mathematics and computer science, characterized by their iterative, locally optimal decision-making approach, which aims to find global optima. In this review, we will discuss…

We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (J. Non-Newtonian Fluid Mech. 139:153-176, 2006) for the numerical solution of high-dimensional Fokker-Planck equations featuring in…

This paper defines weak-$\alpha$-supermodularity for set functions. Many optimization objectives in machine learning and data mining seek to minimize such functions under cardinality constrains. We prove that such problems benefit from a…

Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian prior. This formulation captures the uncertainty in regard…

For many popular graph metric sparsifiers, such as spanners, emulators, and preservers, simple and elegant greedy algorithms are known that achieve state-of-the-art or existentially optimal tradeoffs between size and quality. The goal of…

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

Previous studies on robustness have argued that there is a tradeoff between accuracy and adversarial accuracy. The tradeoff can be inevitable even when we neglect generalization. We argue that the tradeoff is inherent to the commonly used…

We study the smooth minimax optimization problem $\min_{\bf x}\max_{\bf y} f({\bf x},{\bf y})$, where $f$ is $\ell$-smooth, strongly-concave in ${\bf y}$ but possibly nonconvex in ${\bf x}$. Most of existing works focus on finding the…

Finding approximate stationary points, i.e., points where the gradient is approximately zero, of non-convex but smooth objective functions $f$ over unrestricted $d$-dimensional domains is one of the most fundamental problems in classical…

We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

Minimax optimization problems arises from both modern machine learning including generative adversarial networks, adversarial training and multi-agent reinforcement learning, as well as from tradition research areas such as saddle point…

This paper studies the connections between mean-field games and the social welfare optimization problems. We consider a mean field game in functional spaces with a large population of agents, each of which seeks to minimize an individual…

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…