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Projected gradient descent has been proved efficient in many optimization and machine learning problems. The weighted $\ell_1$ ball has been shown effective in sparse system identification and features selection. In this paper we propose…

Machine Learning · Computer Science 2020-09-08 Guillaume Perez , Sebastian Ament , Carla Gomes , Michel Barlaud

Graph embedding aims at learning a vector-based representation of vertices that incorporates the structure of the graph. This representation then enables inference of graph properties. Existing graph embedding techniques, however, do not…

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…

Numerical Analysis · Computer Science 2011-05-26 Vladimir Rokhlin , Mark Tygert

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em…

Machine Learning · Computer Science 2017-11-28 Haotian Pang , Robert Vanderbei , Han Liu , Tuo Zhao

We study the problem of estimating at a central server the mean of a set of vectors distributed across several nodes (one vector per node). When the vectors are high-dimensional, the communication cost of sending entire vectors may be…

Machine Learning · Computer Science 2021-10-18 Divyansh Jhunjhunwala , Ankur Mallick , Advait Gadhikar , Swanand Kadhe , Gauri Joshi

Energy minimization has been an intensely studied core problem in computer vision. With growing image sizes (2D and 3D), it is now highly desirable to run energy minimization algorithms in parallel. But many existing algorithms, in…

Computer Vision and Pattern Recognition · Computer Science 2015-03-06 K. S. Sesh Kumar , Alvaro Barbero , Stefanie Jegelka , Suvrit Sra , Francis Bach

Solving the distributional worst-case in the distributionally robust optimization problem is equivalent to finding the projection onto the intersection of simplex and singly linear inequality constraint. This projection is a key component…

Optimization and Control · Mathematics 2025-02-18 Weimi Zhou , Yong-Jin Liu

Many parallel algorithms use at least linear auxiliary space in the size of the input to enable computations to be done independently without conflicts. Unfortunately, this extra space can be prohibitive for memory-limited machines,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-02 Yan Gu , Omar Obeya , Julian Shun

In this paper, a scalable iterative projection-type algorithm for solving non-stationary systems of linear inequalities is considered. A non-stationary system is understood as a large-scale system of inequalities in which coefficients and…

Mathematical Software · Computer Science 2020-08-24 Leonid B. Sokolinsky , Irina M. Sokolinskaya

Building on the previous work of Lee et al. and Ferdinand et al. on coded computation, we propose a sequential approximation framework for solving optimization problems in a distributed manner. In a distributed computation system, latency…

Information Theory · Computer Science 2017-10-26 Jingge Zhu , Ye Pu , Vipul Gupta , Claire Tomlin , Kannan Ramchandran

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

This paper presents a novel projection-based adaptive algorithm for sparse signal and system identification. The sequentially observed data are used to generate an equivalent sequence of closed convex sets, namely hyperslabs. Each hyperslab…

Information Theory · Computer Science 2015-10-28 Yannis Kopsinis , Konstantinos Slavakis , Sergios Theodoridis

Sequence-to-Sequence models were introduced to tackle many real-life problems like machine translation, summarization, image captioning, etc. The standard optimization algorithms are mainly based on example-to-example matching like maximum…

Computation and Language · Computer Science 2018-09-05 Wenhu Chen , Guanlin Li , Shujie Liu , Zhirui Zhang , Mu Li , Ming Zhou

In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2023-03-01 Spyridon Pougkakiotis , Jacek Gondzio , Dionysios S. Kalogerias

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…

Optimization and Control · Mathematics 2017-10-26 Yuchen Zheng , Ilbin Lee , Nicoleta Serban

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

Sparse Matrix-Matrix multiplication is a key kernel that has applications in several domains such as scientific computing and graph analysis. Several algorithms have been studied in the past for this foundational kernel. In this paper, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-10 Mehmet Deveci , Christian Trott , Sivasankaran Rajamanickam

Consider a polyhedral convex cone which is given by a finite number of linear inequalities. We investigate the problem to project this cone into a subspace and show that this problem is closely related to linear vector optimization: We…

Optimization and Control · Mathematics 2014-06-09 Andreas Löhne