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Derivative Free Optimization is known to be an efficient and robust method to tackle the black-box optimization problem. When it comes to noisy functions, classical comparison-based algorithms are slower than gradient-based algorithms. For…

Many algorithms that are originally designed without explicitly considering incentive properties are later combined with simple pricing rules and used as mechanisms. The resulting mechanisms are often natural and simple to understand. But…

The minimum rank of a graph G is the minimum rank over all real symmetric matrices whose off-diagonal sparsity pattern is the same as that of the adjacency matrix of G. In this note we present the first exact algorithm for the minimum rank…

A foundational assumption in complex-system collapse studies is that critical transitions are second-order, preceded by early-warning signals like rising autocorrelation, variance, and critical slowing down (Scheffer, 2009). We show this…

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

We demonstrate that from an algorithm guaranteeing an approximation factor for the ratio of submodular (RS) optimization problem, we can build another algorithm having a different kind of approximation guarantee -- weaker than the classical…

We consider the problem of ranking a set of OT constraints in a manner consistent with data. We speed up Tesar and Smolensky's RCD algorithm to be linear on the number of constraints. This finds a ranking so each attested form x_i beats or…

We propose a method for rank $k$ approximation to a given input matrix $X \in \mathbb{R}^{d \times n}$ which runs in time \[ \tilde{O} \left(d ~\cdot~ \min\left\{n + \tilde{sr}(X) \,G^{-2}_{k,p+1}\ ,\ n^{3/4}\, \tilde{sr}(X)^{1/4}…

Recently, a new class of non-convex optimization problems motivated by the statistical problem of learning an acyclic directed graphical model from data has attracted significant interest. While existing work uses standard first-order…

In this paper, we study the problem of monotone (weakly) DR-submodular continuous maximization. While previous methods require the gradient information of the objective function, we propose a derivative-free algorithm LDGM for the first…

Nesterov's accelerated gradient descent (AGD), an instance of the general family of "momentum methods", provably achieves faster convergence rate than gradient descent (GD) in the convex setting. However, whether these methods are superior…

We present the OMG-CMDP! algorithm for regret minimization in adversarial Contextual MDPs. The algorithm operates under the minimal assumptions of realizable function class and access to online least squares and log loss regression oracles.…

One approach for reducing run time and improving efficiency of machine learning is to reduce the convergence rate of the optimization algorithm used. Shuffling is an algorithm technique that is widely used in machine learning, but it only…

A matrix free and a low rank approximation preconditioner are proposed to accelerate the convergence of stochastic gradient descent (SGD) by exploiting curvature information sampled from Hessian-vector products or finite differences of…

This paper focuses on learning a Constrained Markov Decision Process (CMDP) via general parameterized policies. We propose a Primal-Dual based Regularized Accelerated Natural Policy Gradient (PDR-ANPG) algorithm that uses entropy and…

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

We study off-dynamics Reinforcement Learning (RL), where the policy training and deployment environments are different. To deal with this environmental perturbation, we focus on learning policies robust to uncertainties in transition…

The typical training of neural networks using large stepsize gradient descent (GD) under the logistic loss often involves two distinct phases, where the empirical risk oscillates in the first phase but decreases monotonically in the second…

The $L_{2}$-regularized loss of Deep Linear Networks (DLNs) with more than one hidden layers has multiple local minima, corresponding to matrices with different ranks. In tasks such as matrix completion, the goal is to converge to the local…