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In this paper, we develop an algorithm for federated principal component analysis (PCA) with emphases on both communication efficiency and data privacy. Generally speaking, federated PCA algorithms based on direct adaptations of classic…

Optimization and Control · Mathematics 2024-10-29 Lei Wang , Xin Liu , Yin Zhang

We study the robust principal component analysis (RPCA) problem in a distributed setting. The goal of RPCA is to find an underlying low-rank estimation for a raw data matrix when the data matrix is subject to the corruption of gross sparse…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-16 Wenda Chu

This work studies the distributed empirical risk minimization (ERM) problem under differential privacy (DP) constraint. Standard distributed algorithms achieve DP typically by perturbing all local subgradients with noise, leading to…

Optimization and Control · Mathematics 2023-07-04 Changxin Liu , Karl H. Johansson , Yang Shi

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Large optimization problems with hard constraints arise in many settings, yet classical solvers are often prohibitively slow, motivating the use of deep networks as cheap "approximate solvers." Unfortunately, naive deep learning approaches…

Machine Learning · Computer Science 2021-04-27 Priya L. Donti , David Rolnick , J. Zico Kolter

Efficient computation of min-max problems is a central question in optimization, learning, games, and controls. Arguably the most natural algorithm is gradient-descent-ascent (GDA). However, since the 1970s, conventional wisdom has argued…

Optimization and Control · Mathematics 2025-05-05 Henry Shugart , Jason M. Altschuler

Objective: Overlapping measures are often utilized to quantify the similarity between two binary regions. However, modern segmentation algorithms output a probability or confidence map with continuous values in the zero-to-one interval.…

Computer Vision and Pattern Recognition · Computer Science 2019-06-27 Reuben R Shamir , Yuval Duchin , Jinyoung Kim , Guillermo Sapiro , Noam Harel

We consider the problem of minimizing the sum of submodular set functions assuming minimization oracles of each summand function. Most existing approaches reformulate the problem as the convex minimization of the sum of the corresponding…

Machine Learning · Computer Science 2019-05-28 K S Sesh Kumar , Francis Bach , Thomas Pock

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

We study binary optimization problems of the form \( \min_{x\in\{-1,1\}^n} f(Ax-b) \) with possibly nonsmooth loss \(f\). Following the lifted rank-one semidefinite programming (SDP) approach\cite{qian2023matrix}, we develop a…

Optimization and Control · Mathematics 2026-01-07 Lianghai Xiao , Yitian Qian , Shaohua Pan

Submodular optimization finds applications in machine learning and data mining. In this paper, we study the problem of maximizing functions of the form $h = f-c$, where $f$ is a monotone, non-negative, weakly submodular set function and $c$…

Data Structures and Algorithms · Computer Science 2024-08-20 Yanhui Zhu , Samik Basu , A. Pavan

We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization (QDSFM), which allows to model a number of learning tasks on graphs and hypergraphs. The problem exhibits close ties to…

Machine Learning · Computer Science 2020-10-27 Pan Li , Niao He , Olgica Milenkovic

Submodular function minimization (SFM) is a fundamental and efficiently solvable problem class in combinatorial optimization with a multitude of applications in various fields. Surprisingly, there is only very little known about constraint…

Data Structures and Algorithms · Computer Science 2018-11-27 Martin Nägele , Benny Sudakov , Rico Zenklusen

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

We consider a variety of NP-Complete network connectivity problems. We introduce a novel dual-based approach to approximating network design problems with cut-based linear programming relaxations. This approach gives a $3/2$-approximation…

Data Structures and Algorithms · Computer Science 2017-07-24 Benjamin Grimmer

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Optimization and Control · Mathematics 2025-12-17 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and…

Machine Learning · Computer Science 2013-09-27 Kiyohito Nagano , Yoshinobu Kawahara

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

Combinatorial problems stated as Constraint Satisfaction Problems (CSP) are examined. It is shown by example that any algorithm designed for the original CSP, and involving the AllDifferent constraint, has at least the same level of…

Artificial Intelligence · Computer Science 2020-12-15 Geoff Harris

In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it…

Machine Learning · Computer Science 2015-05-08 Bharath Sankaran , Marjan Ghazvininejad , Xinran He , David Kale , Liron Cohen
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