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Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

Optimization and Control · Mathematics 2019-05-15 Michael R. Metel , Akiko Takeda

In this paper, we propose a Minimax Trust Region (MINIMAX-TR) algorithm and a Minimax Trust Region Algorithm with Contractions and Expansions(MINIMAX-TRACE) algorithm for solving nonconvex-strongly concave minimax problems. Both algorithms…

Optimization and Control · Mathematics 2024-02-16 Tongliang Yao , Zi Xu

We study the problem of learning with label proportions in which the training data is provided in groups and only the proportion of each class in each group is known. We propose a new method called proportion-SVM, or $\propto$SVM, which…

Machine Learning · Computer Science 2013-06-05 Felix X. Yu , Dong Liu , Sanjiv Kumar , Tony Jebara , Shih-Fu Chang

Multiclass extensions of the support vector machine (SVM) have been formulated in a variety of ways. A recent empirical comparison of nine such formulations [Do\v{g}an et al. 2016] recommends the variant proposed by Weston and Watkins (WW),…

Machine Learning · Statistics 2020-06-15 Yutong Wang , Clayton D. Scott

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Optimization and Control · Mathematics 2024-12-04 Nitesh Kumar Singh , Ion Necoara

The Support Vector Machine (SVM) method has been widely used in numerous classification tasks. The main idea of this algorithm is based on the principle of the margin maximization to find an hyperplane which separates the data into two…

Computation and Language · Computer Science 2015-07-23 Rimah Amami , Dorra Ben Ayed , Nouerddine Ellouze

We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…

Machine Learning · Statistics 2018-04-26 Koulik Khamaru , Martin J. Wainwright

SVRG and its variants are among the state of art optimization algorithms for large scale machine learning problems. It is well known that SVRG converges linearly when the objective function is strongly convex. However this setup can be…

Machine Learning · Statistics 2017-07-28 Chao Qu , Yan Li , Huan Xu

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao

In this paper, we propose a novel bounded asymmetric elastic net ($L_{baen}$) loss function and combine it with the support vector machine (SVM), resulting in the BAEN-SVM. The $L_{baen}$ is bounded and asymmetric and can degrade to the…

Machine Learning · Statistics 2026-04-09 Haiyan Du , Hu Yang

In this paper, we introduce harmonic loss as an alternative supervisory signal for training neural networks and large language models (LLMs). Harmonic loss differs from standard cross-entropy loss by (a) replacing the usual SoftMax…

Machine Learning · Computer Science 2025-07-11 David D. Baek , Ziming Liu , Riya Tyagi , Max Tegmark

The problem we consider is a multi-objective optimization problem, in which the goal is to find an optimal value of a vector function representing various criteria. The aim of this work is to develop an algorithm which utilizes the trust…

Optimization and Control · Mathematics 2026-05-15 Nataša Krejić , Nataša Krklec Jerinkić , Luka Rutešić

There have been significant advancements made by large language models (LLMs) in various aspects of our daily lives. LLMs serve as a transformative force in natural language processing, finding applications in text generation, translation,…

Machine Learning · Computer Science 2023-11-28 Zhihang Li , Zhao Song , Zifan Wang , Junze Yin

We examine a new form of smooth approximation to the zero one loss in which learning is performed using a reformulation of the widely used logistic function. Our approach is based on using the posterior mean of a novel generalized…

Computer Vision and Pattern Recognition · Computer Science 2015-11-19 Md Kamrul Hasan , Christopher J. Pal

Classical assumptions like strong convexity and Lipschitz smoothness often fail to capture the nature of deep learning optimization problems, which are typically non-convex and non-smooth, making traditional analyses less applicable. This…

Machine Learning · Computer Science 2025-05-01 Binchuan Qi , Wei Gong , Li Li

Learning in Deep Neural Networks (DNN) takes place by minimizing a non-convex high-dimensional loss function, typically by a stochastic gradient descent (SGD) strategy. The learning process is observed to be able to find good minimizers…

Machine Learning · Computer Science 2020-03-12 Carlo Baldassi , Fabrizio Pittorino , Riccardo Zecchina

This paper revisits the convergence of Stochastic Mirror Descent (SMD) in the contemporary nonconvex optimization setting. Existing results for batch-free nonconvex SMD restrict the choice of the distance generating function (DGF) to be…

Optimization and Control · Mathematics 2024-02-28 Ilyas Fatkhullin , Niao He

Labeling a training set is often expensive and susceptible to errors, making the design of robust loss functions for label noise an important problem. The symmetry condition provides theoretical guarantees for robustness to such noise. In…

Machine Learning · Computer Science 2026-05-21 Alexandre Lemire Paquin , Brahim Chaib-Draa , Philippe Giguère

We study a class of monotone inclusions called "self-concordant inclusion" which covers three fundamental convex optimization formulations as special cases. We develop a new generalized Newton-type framework to solve this inclusion. Our…

Optimization and Control · Mathematics 2017-07-25 Quoc Tran-Dinh , Tianxiao Sun , Shu Lu

A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…

Machine Learning · Statistics 2015-10-09 Xingye Qiao , Lingsong Zhang