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Classical supervised learning via empirical risk (or negative log-likelihood) minimization hinges upon the assumption that the testing distribution coincides with the training distribution. This assumption can be challenged in modern…

Optimization and Control · Mathematics 2020-10-02 Yassine Laguel , Jérôme Malick , Zaid Harchaoui

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

Statistics Theory · Mathematics 2011-09-07 Piet Groeneboom , Geurt Jongbloed , Birgit Witte

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Optimization and Control · Mathematics 2021-09-07 Abdurakhmon Sadiev , Aleksandr Beznosikov , Pavel Dvurechensky , Alexander Gasnikov

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright

We develop and analyze stochastic approximation algorithms for solving nested compositional bi-level optimization problems. These problems involve a nested composition of $T$ potentially non-convex smooth functions in the upper-level, and a…

Optimization and Control · Mathematics 2023-07-12 Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

In this article, bipartite ranking, a statistical learning problem involved in many applications and widely studied in the passive context, is approached in a much more general \textit{active setting} than the discrete one previously…

Machine Learning · Statistics 2026-03-02 James Cheshire , Stephan Clémençon

In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…

Optimization and Control · Mathematics 2021-09-03 Blake Woodworth

We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…

Optimization and Control · Mathematics 2014-03-05 Alexandre d'Aspremont , Noureddine El Karoui

Randomized smoothing is considered to be the state-of-the-art provable defense against adversarial perturbations. However, it heavily exploits the fact that classifiers map input objects to class probabilities and do not focus on the ones…

Machine Learning · Computer Science 2023-06-06 Mikhail Pautov , Olesya Kuznetsova , Nurislam Tursynbek , Aleksandr Petiushko , Ivan Oseledets

Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…

Machine Learning · Computer Science 2020-04-08 Gustavo A Valencia-Zapata , Daniel Mejia , Gerhard Klimeck , Michael Zentner , Okan Ersoy

Recent advances in machine learning (ML) algorithms, especially deep neural networks (DNNs), have demonstrated remarkable success (sometimes exceeding human-level performance) on several tasks, including face and speech recognition.…

Machine Learning · Computer Science 2020-03-04 Yue Gao , Harrison Rosenberg , Kassem Fawaz , Somesh Jha , Justin Hsu

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. A lot of recent effort has been devoted to developing…

Data Structures and Algorithms · Computer Science 2016-08-15 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

Randomized smoothing is a popular certified defense against adversarial attacks. In its essence, we need to solve a problem of statistical estimation which is usually very time-consuming since we need to perform numerous (usually $10^5$)…

Machine Learning · Statistics 2025-01-22 Vaclav Voracek

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

In traditional models of supervised learning, the goal of a learner -- given examples from an arbitrary joint distribution on $\mathbb{R}^d \times \{\pm 1\}$ -- is to output a hypothesis that is competitive (to within $\epsilon$) of the…

Machine Learning · Computer Science 2025-05-02 Gautam Chandrasekaran , Adam Klivans , Vasilis Kontonis , Raghu Meka , Konstantinos Stavropoulos