Related papers: Finding Global Minima via Kernel Approximations
Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…
This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…
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 algorithms typically perform optimization over a class of non-convex functions. In this work, we provide bounds on the fundamental hardness of identifying the global minimizer of a non convex function. Specifically, we…
This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…
Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…
We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…
This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall computational cost of the classical spectral gradient methods.…
In this article, we describe a function fitting method that has potential applications in machine learning and also prove relevant theorems. The described function fitting method is a convex minimization problem and can be solved using a…
In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…
In this work we consider the problem of estimating function-on-scalar regression models when the functions are observed over multi-dimensional or manifold domains and with potentially multivariate output. We establish the minimax rates of…
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…
Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…
There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…
Fixed a continuous kernel K on the $d$-dimensional torus, we consider a generalization of the univariate $sk$-spline to the torus, associated with the kernel K. It is proved an estimate which provides the rate of convergence of a given…
There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…
We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…
Sparse additive models are families of $d$-variate functions that have the additive decomposition $f^* = \sum_{j \in S} f^*_j$, where $S$ is an unknown subset of cardinality $s \ll d$. In this paper, we consider the case where each…