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We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

The sparse polynomial approximation of continuous functions has emerged as a prominent area of interest in function approximation theory in recent years. A key challenge within this domain is the accurate estimation of approximation errors.…

Numerical Analysis · Mathematics 2025-06-10 Renzhong Feng , Bowen Zhang

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

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

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…

Optimization and Control · Mathematics 2022-10-19 Christian Kanzow , Alexandra Schwarz , Felix Weiß

Lipschitz constants of neural networks allow for guarantees of robustness in image classification, safety in controller design, and generalizability beyond the training data. As calculating Lipschitz constants is NP-hard, techniques for…

Machine Learning · Computer Science 2024-01-09 Anton Xue , Lars Lindemann , Alexander Robey , Hamed Hassani , George J. Pappas , Rajeev Alur

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

While deep neural networks (DNNs) have proven to be efficient for numerous tasks, they come at a high memory and computation cost, thus making them impractical on resource-limited devices. However, these networks are known to contain a…

Neural and Evolutionary Computing · Computer Science 2020-07-21 Anthony Berthelier , Yongzhe Yan , Thierry Chateau , Christophe Blanc , Stefan Duffner , Christophe Garcia

Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…

Optimization and Control · Mathematics 2022-01-03 Fedor Stonyakin , Alexey Stepanov , Alexander Gasnikov , Alexander Titov

We provide a new efficient version of the backpropagation algorithm, specialized to the case where the weights of the neural network being trained are sparse. Our algorithm is general, as it applies to arbitrary (unstructured) sparsity and…

Machine Learning · Computer Science 2023-02-10 Mahdi Nikdan , Tommaso Pegolotti , Eugenia Iofinova , Eldar Kurtic , Dan Alistarh

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…

Optimization and Control · Mathematics 2018-08-28 Damek Davis , Dmitriy Drusvyatskiy

This paper is devoted to the study of stochastic optimization problems under the generalized smoothness assumption. By considering the unbiased gradient oracle in Stochastic Gradient Descent, we provide strategies to achieve in bounds the…

Optimization and Control · Mathematics 2025-05-26 Aleksandr Lobanov , Alexander Gasnikov

We propose a general method called truncated gradient to induce sparsity in the weights of online learning algorithms with convex loss functions. This method has several essential properties: The degree of sparsity is continuous -- a…

Machine Learning · Computer Science 2008-07-04 John Langford , Lihong Li , Tong Zhang

The key task of machine learning is to minimize the loss function that measures the model fit to the training data. The numerical methods to do this efficiently depend on the properties of the loss function. The most decisive among these…

Machine Learning · Computer Science 2025-10-31 Tomas Hrycej , Bernhard Bermeitinger , Massimo Pavone , Götz-Henrik Wiegand , Siegfried Handschuh

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

This paper considers the nonconvex nonsmooth problem in which the objective function is Lipschitz continuous. We focus on the stochastic setting where the algorithm can access stochastic function value evaluations with heavy-tailed noise,…

Machine Learning · Computer Science 2026-05-26 Zhuanghua Liu , Luo Luo

Training convolutional neural networks with a Lipschitz constraint under the $l_{2}$ norm is useful for provable adversarial robustness, interpretable gradients, stable training, etc. While 1-Lipschitz networks can be designed by imposing a…

Machine Learning · Computer Science 2021-06-15 Sahil Singla , Soheil Feizi

We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…

Analysis of PDEs · Mathematics 2010-09-16 Pascal Auscher , Andreas Axelsson

We introduce a dynamic sparse training algorithm based on linearized Bregman iterations / mirror descent that exploits the naturally incurred sparsity by alternating between periods of static and dynamic sparsity pattern updates. The key…

Machine Learning · Computer Science 2026-05-19 Yannick Lunk , Sebastian J. Scott , Leon Bungert
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