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We study the typical learning properties of the recently introduced Soft Margin Classifiers (SMCs), learning realizable and unrealizable tasks, with the tools of Statistical Mechanics. We derive analytically the behaviour of the learning…

Disordered Systems and Neural Networks · Physics 2009-11-07 Sebastian Risau-Gusman , Mirta B. Gordon

This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…

Optimization and Control · Mathematics 2020-10-28 Donghwan Kim , Jeffrey A. Fessler

Stochastic optimal control (SOC) aims to direct the behavior of noisy systems and has widespread applications in science, engineering, and artificial intelligence. In particular, reward fine-tuning of diffusion and flow matching models and…

Machine Learning · Computer Science 2024-10-29 Carles Domingo-Enrich

We consider fairness in submodular maximization subject to a knapsack constraint, a fundamental problem with various applications in economics, machine learning, and data mining. In the model, we are given a set of ground elements, each…

Data Structures and Algorithms · Computer Science 2025-05-20 Lijun Li , Chenyang Xu , Liuyi Yang , Ruilong Zhang

Learning systems match predicted scores to observations over some domain. Often, it is critical to produce accurate predictions in some subset (or region) of the domain, yet less important to accurately predict in other regions. We…

Machine Learning · Computer Science 2025-06-11 Gil I. Shamir , Manfred K. Warmuth

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang

Representational similarity metrics typically force all units to be matched, making them susceptible to noise and outliers common in neural representations. We extend the soft-matching distance to a partial optimal transport setting that…

Machine Learning · Computer Science 2026-02-24 Chaitanya Kapoor , Alex H. Williams , Meenakshi Khosla

The paper introduces several new concepts for solving nonconvex or nonsmooth optimization problems, including convertible nonconvex function, exact convertible nonconvex function and differentiable convertible nonconvex function. It is…

Optimization and Control · Mathematics 2022-01-13 Min Jiang , Rui Shen , Zhiqing Meng , Chuangyin Dang

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…

Machine Learning · Computer Science 2019-02-26 Peter L. Bartlett , Victor Gabillon , Michal Valko

In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it…

Machine Learning · Computer Science 2015-05-08 Bharath Sankaran , Marjan Ghazvininejad , Xinran He , David Kale , Liron Cohen

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

Aiming for accurate estimation of system reliability of load-sharing systems, a flexible model for such systems is constructed by approximating the cumulative hazard functions of component lifetimes using piecewise linear functions. The…

Methodology · Statistics 2023-01-05 Shilpi Biswas , Ayon Ganguly , Debanjan Mitra

We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

Data Structures and Algorithms · Computer Science 2012-05-01 Yossi Azar , Iftah Gamzu

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

Data Structures and Algorithms · Computer Science 2013-02-11 Edith Cohen , Graham Cormode , Nick Duffield , Carsten Lund

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

We propose a refinement of the maxmin approach to robustness. A mechanism's payoff guarantee over an ambiguity set is \emph{robust} if the guarantee is approximately satisfied at priors near the ambiguity set (in the weak topology). We show…

Theoretical Economics · Economics 2026-05-06 Ian Ball , Deniz Kattwinkel

We propose a new algorithm that finds an $\varepsilon$-approximate fixed point of a smooth function from the $n$-dimensional $\ell_2$ unit ball to itself. We use the general framework of finding approximate solutions to a variational…

Computer Science and Game Theory · Computer Science 2025-01-22 Idan Attias , Yuval Dagan , Constantinos Daskalakis , Rui Yao , Manolis Zampetakis

We analyze worst-case convergence guarantees of first-order optimization methods over a function class extending that of smooth and convex functions. This class contains convex functions that admit a simple quadratic upper bound. Its study…

Optimization and Control · Mathematics 2022-05-31 Baptiste Goujaud , Adrien Taylor , Aymeric Dieuleveut

Randomized smoothing is currently a state-of-the-art method to construct a certifiably robust classifier from neural networks against $\ell_2$-adversarial perturbations. Under the paradigm, the robustness of a classifier is aligned with the…

Machine Learning · Computer Science 2021-11-18 Jongheon Jeong , Sejun Park , Minkyu Kim , Heung-Chang Lee , Doguk Kim , Jinwoo Shin