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We first elucidate various fundamental properties of optimal adversarial predictors: the structure of optimal adversarial convex predictors in terms of optimal adversarial zero-one predictors, bounds relating the adversarial convex loss to…

Machine Learning · Computer Science 2024-04-30 Justin D. Li , Matus Telgarsky

State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against such examples. It is formulated as a min-max…

Machine Learning · Statistics 2022-10-21 Antônio H. Ribeiro , Dave Zachariah , Thomas B. Schön

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

A generalized family of Adversary Robust Consensus protocols is proposed and analyzed. These are distributed algorithms for multi-agents systems seeking to agree on a common value of a shared variable, even in the presence of faulty or…

Systems and Control · Electrical Eng. & Systems 2024-12-20 David Angeli , Sabato Manfredi

The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It…

Numerical Analysis · Mathematics 2010-04-01 Deanna Needell

Consider a set of vectors in $\mathbb{R}^n$, partitioned into two classes: normal vectors and malicious vectors. The number of malicious vectors is bounded but their identities are unknown. The paper provides a way for achieving a resilient…

Optimization and Control · Mathematics 2018-07-11 Xuan Wang , Shaoshuai Mou , Shreyas Sundaram

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

Randomized linear system solvers have become popular as they have the potential to reduce floating point complexity while still achieving desirable convergence rates. One particularly promising class of methods, random sketching solvers,…

Numerical Analysis · Mathematics 2020-12-23 Vivak Patel , Mohammad Jahangoshahi , Daniel Adrian Maldonado

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

We propose a convex distributed optimization algorithm for synthesizing robust controllers for large-scale continuous time systems subject to exogenous disturbances. Given a large scale system, instead of solving the larger centralized…

Optimization and Control · Mathematics 2018-03-02 Mohamadreza Ahmadi , Murat Cubuktepe , Ufuk Topcu , Takashi Tanaka

Large scale convex-concave minimax problems arise in numerous applications, including game theory, robust training, and training of generative adversarial networks. Despite their wide applicability, solving such problems efficiently and…

Machine Learning · Computer Science 2022-09-26 Luofeng Liao , Li Shen , Jia Duan , Mladen Kolar , Dacheng Tao

In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…

Systems and Control · Computer Science 2013-12-02 Mathias Bürger , Giuseppe Notarstefano , Frank Allgöwer

In this paper, we propose a first-order distributed optimization algorithm that is provably robust to Byzantine failures-arbitrary and potentially adversarial behavior, where all the participating agents are prone to failure. We model each…

Optimization and Control · Mathematics 2022-07-27 Berkay Turan , Cesar A. Uribe , Hoi-To Wai , Mahnoosh Alizadeh

The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…

Numerical Analysis · Mathematics 2024-04-10 Inês A. Ferreira , Juan A. Acebrón , José Monteiro

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…

Numerical Analysis · Computer Science 2013-09-30 Noreen Jamil , Deanna Needell , Johannes Muller , Christof Lutteroth , Gerald Weber

In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents…

Optimization and Control · Mathematics 2022-10-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan
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