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A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low…

Machine Learning · Statistics 2017-12-22 Prateek Jain , Purushottam Kar

Low-rank matrix recovery problems are inverse problems which naturally arise in various fields like signal processing, imaging and machine learning. They are non-convex and NP-hard in full generality. It is therefore a delicate problem to…

Optimization and Control · Mathematics 2021-05-24 Irène Waldspurger

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

Machine Learning · Computer Science 2024-10-04 Greg B Fotopoulos , Paul Popovich , Nicholas Hall Papadopoulos

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

Machine Learning · Statistics 2026-05-08 Chengyu Cui , Gongjun Xu

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several…

Machine Learning · Statistics 2022-10-31 You-Lin Chen , Zhaoran Wang , Mladen Kolar

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

Solving non-convex, NP-hard optimization problems is crucial for training machine learning models, including neural networks. However, non-convexity often leads to black-box machine learning models with unclear inner workings. While convex…

Machine Learning · Computer Science 2025-03-18 Karthik Prakhya , Tolga Birdal , Alp Yurtsever

Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…

Machine Learning · Computer Science 2021-03-26 Tengyu Ma

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

Training neural networks involves solving large-scale non-convex optimization problems. This task has long been believed to be extremely difficult, with fear of local minima and other obstacles motivating a variety of schemes to improve…

Neural and Evolutionary Computing · Computer Science 2015-05-25 Ian J. Goodfellow , Oriol Vinyals , Andrew M. Saxe

Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…

Optimization and Control · Mathematics 2021-05-12 Hassan Rafique , Mingrui Liu , Qihang Lin , Tianbao Yang

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…

Machine Learning · Computer Science 2026-05-22 HanQin Cai , Chandra Kundu , Jialin Liu , Wotao Yin

The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

Many supervised machine learning methods are naturally cast as optimization problems. For prediction models which are linear in their parameters, this often leads to convex problems for which many mathematical guarantees exist. Models which…

Machine Learning · Computer Science 2021-10-18 Francis Bach , Lenaïc Chizat

In this paper, we consider the problem of learning high-dimensional tensor regression problems with low-rank structure. One of the core challenges associated with learning high-dimensional models is computation since the underlying…

Machine Learning · Statistics 2016-12-01 Han Chen , Garvesh Raskutti , Ming Yuan
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