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We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

We study the intrinsic limitations of sequential convex optimization through the lens of feedback information theory. In the oracle model of optimization, an algorithm queries an {\em oracle} for noisy information about the unknown…

Information Theory · Computer Science 2011-09-12 Maxim Raginsky , Alexander Rakhlin

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…

Machine Learning · Computer Science 2014-07-23 Mehrdad Mahdavi

As the size and richness of available datasets grow larger, the opportunities for solving increasingly challenging problems with algorithms learning directly from data grow at the same pace. Consequently, the capability of learning…

Machine Learning · Computer Science 2019-12-13 Raffaello Camoriano

Emerging applications of machine learning in numerous areas involve continuous gathering of and learning from streams of data. Real-time incorporation of streaming data into the learned models is essential for improved inference in these…

Machine Learning · Computer Science 2020-12-01 Matthew Nokleby , Haroon Raja , Waheed U. Bajwa

One of the objectives of continual learning is to prevent catastrophic forgetting in learning multiple tasks sequentially, and the existing solutions have been driven by the conceptualization of the plasticity-stability dilemma. However,…

Machine Learning · Computer Science 2024-04-16 Seungyub Han , Yeongmo Kim , Taehyun Cho , Jungwoo Lee

Distributed training in deep learning (DL) is common practice as data and models grow. The current practice for distributed training of deep neural networks faces the challenges of communication bottlenecks when operating at scale, and…

Machine Learning · Computer Science 2020-12-21 Shubhankar Gahlot , Junqi Yin , Mallikarjun Shankar

Evolutionary algorithms excel in solving complex optimization problems, especially those with multiple objectives. However, their stochastic nature can sometimes hinder rapid convergence to the global optima, particularly in scenarios…

Neural and Evolutionary Computing · Computer Science 2024-05-10 Zeyi Wang , Songbai Liu , Jianyong Chen , Kay Chen Tan

In this paper, we study contrastive learning from an optimization perspective, aiming to analyze and address a fundamental issue of existing contrastive learning methods that either rely on a large batch size or a large dictionary of…

Machine Learning · Computer Science 2022-09-22 Zhuoning Yuan , Yuexin Wu , Zi-Hao Qiu , Xianzhi Du , Lijun Zhang , Denny Zhou , Tianbao Yang

We introduce a means of automating machine learning (ML) for big data tasks, by performing scalable stochastic Bayesian optimisation of ML algorithm parameters and hyper-parameters. More often than not, the critical tuning of ML algorithm…

Machine Learning · Statistics 2014-07-31 Thomas Nickson , Michael A Osborne , Steven Reece , Stephen J Roberts

Second-order optimization methods exhibit fast convergence to critical points, however, in nonconvex optimization, these methods often require restrictive step-sizes to ensure a monotonically decreasing objective function. In the presence…

Optimization and Control · Mathematics 2024-10-11 Aayushya Agarwal , Larry Pileggi , Ronald Rohrer

In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…

Methodology · Statistics 2024-11-12 Vasilis Chasiotis , Lin Wang , Dimitris Karlis

Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…

Methodology · Statistics 2024-07-08 Henrik Imberg , Xiaomi Yang , Carol Flannagan , Jonas Bärgman

Convex regularizers are often used for sparse learning. They are easy to optimize, but can lead to inferior prediction performance. The difference of $\ell_1$ and $\ell_2$ ($\ell_{1-2}$) regularizer has been recently proposed as a nonconvex…

Machine Learning · Computer Science 2017-06-21 Quanming Yao , James T. Kwok , Xiawei Guo

Deep neural networks are typically trained by uniformly sampling large datasets across epochs, despite evidence that not all samples contribute equally throughout learning. Recent work shows that progressively reducing the amount of…

Machine Learning · Computer Science 2026-04-15 Amar Gahir , Varshil Patel , Shreyank N Gowda

The increasing complexity of modern deep neural network models and the expanding sizes of datasets necessitate the development of optimized and scalable training methods. In this white paper, we addressed the challenge of efficiently…

Machine Learning · Computer Science 2024-04-29 Raphael Ruschel , A. S. M. Iftekhar , B. S. Manjunath , Suya You

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti , Piero Colli Franzone

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

Machine Learning · Computer Science 2016-10-18 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

High-dimensional data is common in multiple areas, such as health care and genomics, where the number of features can be tens of thousands. In such scenarios, the large number of features often leads to inefficient learning. Constraint…

Machine Learning · Statistics 2023-06-13 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez
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