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Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…

Data Structures and Algorithms · Computer Science 2020-02-12 Alfredo Torrico , Mohit Singh , Sebastian Pokutta

In this paper, we take a first step towards answering the question of how to design fair machine learning algorithms that are robust to adversarial attacks. Using a minimax framework, we aim to design an adversarially robust fair regression…

Cryptography and Security · Computer Science 2022-11-09 Yulu Jin , Lifeng Lai

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms…

Artificial Intelligence · Computer Science 2017-05-24 Nguyen Viet Cuong , Huan Xu

A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…

Data Structures and Algorithms · Computer Science 2019-10-28 Alan Kuhnle

We investigate two greedy strategies for finding an approximation to the minimum of a convex function $E$ defined on a Hilbert space $H$. We prove convergence rates for these algorithms under suitable conditions on the objective function…

Numerical Analysis · Mathematics 2014-01-09 Hao Nguyen , Guergana Petrova

We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…

Data Structures and Algorithms · Computer Science 2024-04-11 Wenjing Chen , Shuo Xing , Victoria G. Crawford

Min-max saddle point games have recently been intensely studied, due to their wide range of applications, including training Generative Adversarial Networks (GANs). However, most of the recent efforts for solving them are limited to special…

Optimization and Control · Mathematics 2021-08-10 Babak Barazandeh , Tianjian Huang , George Michailidis

The study of greedy approximation in the context of convex optimization is becoming a promising research direction as greedy algorithms are actively being employed to construct sparse minimizers for convex functions with respect to given…

Numerical Analysis · Mathematics 2022-04-26 Anton Dereventsov , Vladimir Temlyakov

Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a…

Machine Learning · Statistics 2013-12-05 Vladimir Temlyakov

Adversarial examples causing evasive predictions are widely used to evaluate and improve the robustness of machine learning models. However, current studies focus on supervised learning tasks, relying on the ground-truth data label, a…

Machine Learning · Computer Science 2021-12-09 Chia-Yi Hsu , Pin-Yu Chen , Songtao Lu , Sijia Liu , Chia-Mu Yu

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We…

Optimization and Control · Mathematics 2025-09-30 Amir Ali Farzin , Yuen Man Pun , Philipp Braun , Antoine Lesage-landry , Youssef Diouane , Iman Shames

We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…

Optimization and Control · Mathematics 2019-05-31 Hakan Gokcesu , Kaan Gokcesu , Suleyman Serdar Kozat

Min-max optimization problems, also known as saddle point problems, have attracted significant attention due to their applications in various fields, such as fair beamforming, generative adversarial networks (GANs), and adversarial…

Machine Learning · Computer Science 2024-09-11 Yuma Ichikawa , Koji Hukushima

We present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…

Optimization and Control · Mathematics 2023-07-18 Aurelien Lucchi , Jonas Kohler

An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…

Optimization and Control · Mathematics 2025-01-31 S. Bellavia , S. Gratton , B. Morini , Ph. L. Toint

We provide a unified analysis of two-timescale gradient descent ascent (TTGDA) for solving structured nonconvex minimax optimization problems in the form of $\min_\textbf{x} \max_{\textbf{y} \in Y} f(\textbf{x}, \textbf{y})$, where the…

Machine Learning · Computer Science 2025-01-28 Tianyi Lin , Chi Jin , Michael. I. Jordan

Recent years have witnessed a growing interest in the topic of min-max optimization, owing to its relevance in the context of generative adversarial networks (GANs), robust control and optimization, and reinforcement learning. Motivated by…

Machine Learning · Computer Science 2022-04-08 Arman Adibi , Aritra Mitra , George J. Pappas , Hamed Hassani