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This book is devoted to finite-dimensional problems of non-convex non-smooth optimization and numerical methods for their solution. The problem of nonconvexity is studied in the book on two main models of nonconvex dependencies: these are…

Optimization and Control · Mathematics 2024-06-18 V. S. Mikhalevich , A. M. Gupal , V. I. Norkin

We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

In the present paper, we use a generalised shift operator in order to define a generalised modulus of smoothness. By its means, we define generalised Lipschitz classes of functions, and we give their constructive characteristics.…

Functional Analysis · Mathematics 2014-01-28 Faton M. Berisha , Nimete Sh. Berisha

We closely examine a notion of average smoothness recently introduced by Ashlagi et al. (JMLR, 2024). The latter defined a {\em weak} and {\em strong} average-Lipschitz seminorm for real-valued functions on general metric spaces.…

Functional Analysis · Mathematics 2025-06-23 Ariel Elperin , Aryeh Kontorovich

We investigate the effect of explicitly enforcing the Lipschitz continuity of neural networks with respect to their inputs. To this end, we provide a simple technique for computing an upper bound to the Lipschitz constant---for multiple…

Machine Learning · Statistics 2020-08-11 Henry Gouk , Eibe Frank , Bernhard Pfahringer , Michael J. Cree

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

Recent advances in large-margin classification of data residing in general metric spaces (rather than Hilbert spaces) enable classification under various natural metrics, such as string edit and earthmover distance. A general framework…

Machine Learning · Computer Science 2014-07-14 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer

This paper studies non-smooth problems of convex stochastic optimization. Using the smoothing technique based on the replacement of the function value at the considered point by the averaged function value over a ball (in $l_1$-norm or…

Optimization and Control · Mathematics 2023-05-23 Aleksandr Lobanov , Belal Alashqar , Darina Dvinskikh , Alexander Gasnikov

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

Optimization and Control · Mathematics 2024-01-11 Daniela Lupu , Ion Necoara

Average-case analysis computes the complexity of an algorithm averaged over all possible inputs. Compared to worst-case analysis, it is more representative of the typical behavior of an algorithm, but remains largely unexplored in…

Optimization and Control · Mathematics 2021-10-05 Courtney Paquette , Bart van Merriënboer , Elliot Paquette , Fabian Pedregosa

Given cell-average data values of a piecewise smooth bivariate function $f$ within a domain $\Omega$, we look for a piecewise adaptive approximation to $f$. We are interested in an explicit and global (smooth) approach. Bivariate…

Numerical Analysis · Mathematics 2022-01-27 Sergio Amat , David Levin , Juan Ruiz-Alvarez , Dionisio F. Yáñez

This article offers a comprehensive treatment of polynomial functional regression, culminating in the establishment of a novel finite sample bound. This bound encompasses various aspects, including general smoothness conditions, capacity…

Numerical Analysis · Mathematics 2024-05-08 Markus Holzleitner , Sergei Pereverzyev

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

Machine Learning · Statistics 2018-03-26 Yining Wang , Sivaraman Balakrishnan , Aarti Singh

We provide a comprehensive study of interrelations between different measures of smoothness of functions on various domains and smoothness properties of approximation processes. Two general approaches to this problem have been developed:…

Classical Analysis and ODEs · Mathematics 2020-03-18 Yu. Kolomoitsev , S. Tikhonov

There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…

Machine Learning · Computer Science 2010-10-19 Sham M. Kakade , Shai Shalev-Shwartz , Ambuj Tewari

As deep neural networks can easily overfit noisy labels, robust training in the presence of noisy labels is becoming an important challenge in modern deep learning. While existing methods address this problem in various directions, they…

Machine Learning · Computer Science 2022-11-30 Jongwoo Ko , Bongsoo Yi , Se-Young Yun

Randomized smoothing is a popular certified defense against adversarial attacks. In its essence, we need to solve a problem of statistical estimation which is usually very time-consuming since we need to perform numerous (usually $10^5$)…

Machine Learning · Statistics 2025-01-22 Vaclav Voracek

The notion of statistical depth has been extensively studied in multivariate and functional data over the past few decades. In contrast, the depth on temporal point process is still under-explored. The problem is challenging because a point…

Methodology · Statistics 2021-05-24 Zishen Xu , Chenran Wang , Wei Wu

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

The data functions that are studied in the course of functional data analysis are assembled from discrete data, and the level of smoothing that is used is generally that which is appropriate for accurate approximation of the conceptually…

Statistics Theory · Mathematics 2013-12-19 Raymond J. Carroll , Aurore Delaigle , Peter Hall