Related papers: Accelerated Minimax Algorithms Flock Together
The method of alternation projections (MAP) is an iterative procedure for finding the projection of a point on the intersection of closed subspaces of an Hilbert space. The convergence of this method is usually slow, and several methods for…
We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective functional. We show that an underdamped form of the Langevin…
Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorithms. However, the implementation of the processes is…
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…
Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for…
In this short note, we provide a simple version of an accelerated forward-backward method (a.k.a. Nesterov's accelerated proximal gradient method) possibly relying on approximate proximal operators and allowing to exploit strong convexity…
In this paper, we study stochastic optimization of areas under precision-recall curves (AUPRC), which is widely used for combating imbalanced classification tasks. Although a few methods have been proposed for maximizing AUPRC, stochastic…
Sampling-based motion planners are an effective means for generating collision-free motion paths. However, the quality of these motion paths (with respect to quality measures such as path length, clearance, smoothness or energy) is often…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…
In the last few decades, several novel algorithms have been designed for finding critical points on PES and the minimum energy paths connecting them. This has led to considerably improve our understanding of reaction mechanisms and kinetics…
This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…
We consider the problem of minimizing the sum of two convex functions: one is smooth and given by a gradient oracle, and the other is separable over blocks of coordinates and has a simple known structure over each block. We develop an…
We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…
Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov…
Model merging combines fine-tuned checkpoints into a single multi-task model without retraining. Existing methods - such as task arithmetic, model soups, TIES, and DARE - are computationally efficient and empirically successful, but rely on…
Federated Learning is a popular distributed learning paradigm in machine learning. Meanwhile, composition optimization is an effective hierarchical learning model, which appears in many machine learning applications such as meta learning…
We introduce an autonomous system with closed-loop damping for first-order convex optimization. While, to this day, optimal rates of convergence are almost exclusively achieved by non-autonomous methods via open-loop damping (e.g.,…
We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…
We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…
We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…