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In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Computation · Statistics 2011-01-24 Elizabeth D. Schifano , Robert L. Strawderman , Martin T. Wells

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Partition refinement is a method for minimizing automata and transition systems of various types. Recently, a new partition refinement algorithm and associated tool CoPaR were developed that are generic in the transition type of the input…

Data Structures and Algorithms · Computer Science 2022-04-14 Fabian Birkmann , Hans-Peter Deifel , Stefan Milius

Variational Quantum Algorithms (VQAs) have gained significant attention as a potential solution for various quantum computing applications in the near term. However, implementing these algorithms on quantum devices often necessitates a…

Quantum Physics · Physics 2023-07-11 Seyed Sajad Kahani , Amin Nobakhti

To address the large model size and intensive computation requirement of deep neural networks (DNNs), weight pruning techniques have been proposed and generally fall into two categories, i.e., static regularization-based pruning and dynamic…

Machine Learning · Computer Science 2020-04-14 Tianyun Zhang , Xiaolong Ma , Zheng Zhan , Shanglin Zhou , Minghai Qin , Fei Sun , Yen-Kuang Chen , Caiwen Ding , Makan Fardad , Yanzhi Wang

We present Generalized LoRA (GLoRA), an advanced approach for universal parameter-efficient fine-tuning tasks. Enhancing Low-Rank Adaptation (LoRA), GLoRA employs a generalized prompt module to optimize pre-trained model weights and adjust…

Machine Learning · Computer Science 2023-10-17 Arnav Chavan , Zhuang Liu , Deepak Gupta , Eric Xing , Zhiqiang Shen

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…

Optimization and Control · Mathematics 2014-03-20 Lin Xiao , Tong Zhang

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient…

Machine Learning · Computer Science 2018-10-11 Virginia Smith , Simone Forte , Chenxin Ma , Martin Takac , Michael I. Jordan , Martin Jaggi

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

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 regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…

Methodology · Statistics 2018-08-07 Xu Gao , Weining Shen , Hernando Ombao

Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…

Optimization and Control · Mathematics 2025-04-30 Michał Dereziński

In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…

Statistics Theory · Mathematics 2019-10-14 Céline Lévy-Leduc , Sarah Ouadah , Laure Sansonnet

Many important challenges in science and technology can be cast as optimization problems. When viewed in a statistical physics framework, these can be tackled by simulated annealing, where a gradual cooling procedure helps search for…

Disordered Systems and Neural Networks · Physics 2024-01-17 Mohamed Hibat-Allah , Estelle M. Inack , Roeland Wiersema , Roger G. Melko , Juan Carrasquilla

We introduce an abstract measure___theoretic framework that serves as a tool to rigorously study stochastic iterative global optimization algorithms as a unified class. The framework is formulated in terms of probability kernels, which, via…

Formal Languages and Automata Theory · Computer Science 2026-03-03 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

In this paper, we propose the Graph-Fused Multivariate Regression (GFMR) via Total Variation regularization, a novel method for estimating the association between a one-dimensional or multidimensional array outcome and scalar predictors.…

Methodology · Statistics 2020-01-15 Ying Liu , Bowei Yan , Kathleen Merikangas , Haochang Shou

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 propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…

Optimization and Control · Mathematics 2025-11-27 Filippo Marini , Margherita Porcelli , Elisa Riccietti

Most of the recent results in polynomial functional regression have been focused on an in-depth exploration of single-parameter regularization schemes. In contrast, in this study we go beyond that framework by introducing an algorithm for…

An algorithm capable of finding a likely global optimum (minimum) and a set of sub-optimal points for arbitrary generic functions of several variables is presented. The algorithm is designed to deal even with functions of complex behavior,…

Optimization and Control · Mathematics 2017-08-23 Glauco Masotti