Related papers: On algorithmically boosting fixed-point computatio…
Nonparametric maximum likelihood estimation is intended to infer the unknown density distribution while making as few assumptions as possible. To alleviate the over parameterization in nonparametric data fitting, smoothing assumptions are…
Convolutional Neural Networks (CNNs) have achieved remarkable success across a wide range of machine learning tasks by leveraging hierarchical feature learning through deep architectures. However, the large number of layers and millions of…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
We propose a new hierarchical approach to understand the complexity of the open problem of computing a Nash equilibrium in a bimatrix game. Specifically, we investigate a hierarchy of bimatrix games $(A,B)$ which results from restricting…
The technique of combining multiple votes to enhance the quality of a decision is the core of boosting algorithms in machine learning. In particular, boosting provably increases decision quality by combining multiple weak…
In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental…
In this paper, we derive a novel probabilistic model of boosting as a Product of Experts. We re-derive the boosting algorithm as a greedy incremental model selection procedure which ensures that addition of new experts to the ensemble does…
In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…
We propose an asynchronous block-iterative decomposition algorithm to solve Nash equilibrium problems involving a mix of nonsmooth and smooth functions acting on linear mixtures of strategies. The methodology relies heavily on monotone…
In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time averaging theorem that requires only that the equilibrium is…
We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival…
With the inflation of the data, clustering analysis, as a branch of unsupervised learning, lacks unified understanding and application of its mathematical law. Based on the view of fixed point, this paper restates the model-based clustering…
Boosting is a highly successful ML-born optimization setting in which one is required to computationally efficiently learn arbitrarily good models based on the access to a weak learner oracle, providing classifiers performing at least…
Boosting is a well-known method for improving the accuracy of weak learners in machine learning. However, its theoretical generalization guarantee is missing in literature. In this paper, we propose an efficient boosting method with…
We introduce a reinforcement learning algorithm designed to identify the fixed points of a given quantum operation. The method iteratively constructs the unitary transformation that maps the computational basis onto the basis of fixed…
An efficient and flexible engine for computing fixed points is critical for many practical applications. In this paper, we firstly present a goal-directed fixed point computation strategy in the logic programming paradigm. The strategy…
Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's…