Related papers: Local Lipschitz Filters for Bounded-Range Function…
In this paper, we analyze the behavior of various non-parametric local regression estimators, i.e. estimators that are based on local averaging, for estimating a Lipschitz regression function at a fixed point, or in sup-norm. We first prove…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
Lipschitz continuity is a crucial functional property of any predictive model, that naturally governs its robustness, generalisation, as well as adversarial vulnerability. Contrary to other works that focus on obtaining tighter bounds and…
Zhang et al. introduced a novel modification of Goldstein's classical subgradient method, with an efficiency guarantee of $O(\varepsilon^{-4})$ for minimizing Lipschitz functions. Their work, however, makes use of a nonstandard subgradient…
It was established in [8] that Lipschitz inf-compact functions are uniquely determined by their local slope and critical values. Compactness played a paramount role in this result, ensuring in particular the existence of critical points. We…
In many real-world applications, it is undesirable to drastically change the problem solution after a small perturbation in the input, as unstable outputs can lead to costly transaction fees, privacy and security concerns, reduced user…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…
Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust…
This paper proposes a tractable family of remainder-form mixed-monotone decomposition functions that are useful for over-approximating the image set of nonlinear mappings in reachability and estimation problems. Our approach applies to a…
We pursue the study of a model convex functional with orthotropic structure and nonstandard growth conditions, this time focusing on the sub-quadratic case. We prove that bounded local minimizers are locally Lipschitz. No restriction on the…
We investigate when the local Lipschitz property of the real-valued function $g(z) = d_Y (f(z),A)$ implies the global Lipschitz property of the mapping $f:X\to Y$ between the metric spaces $(X,d_X)$ and $(Y,d_Y)$. Here, $d_Y(y,A)$ denotes…
We study adaptive data-dependent dimensionality reduction in the context of supervised learning in general metric spaces. Our main statistical contribution is a generalization bound for Lipschitz functions in metric spaces that are…
For a fixed constant $\lambda > 0$ and a bounded Lipschitz domain $\Omega \subset \mathbb{R}^n$ with $n \geq 2$, we establish that almost-minimizers (functions satisfying a sort of variational inequality) of the Alt-Caffarelli type…
Graph-based approximation methods are of growing interest in many areas, including transportation, biological and chemical networks, financial models, image processing, network flows, and more. In these applications, often a basis for the…
We suggest a new optimization technique for minimizing the sum $\sum_{i=1}^n f_i(x)$ of $n$ non-convex real functions that satisfy a property that we call piecewise log-Lipschitz. This is by forging links between techniques in computational…
In large-scale applications, such as machine learning, it is desirable to design non-convex optimization algorithms with a high degree of parallelization. In this work, we study the adaptive complexity of finding a stationary point, which…
We generalize the notion of average Lipschitz smoothness proposed by Ashlagi et al. (COLT 2021) by extending it to H\"older smoothness. This measure of the "effective smoothness" of a function is sensitive to the underlying distribution and…
This paper develops a functional-analytic framework for approximating the push-forward induced by an analytic map from finitely many samples. Instead of working directly with the map, we study the push-forward on the space of locally…
Theoretical estimates of the convergence rate of many well-known gradient-type optimization methods are based on quadratic interpolation, provided that the Lipschitz condition for the gradient is satisfied. In this article we obtain a…
Given an open subset $\Omega$ of a Banach space and a Lipschitz function $u_0: \overline{\Omega} \to \mathbb{R},$ we study whether it is possible to approximate $u_0$ uniformly on $\Omega$ by $C^k$-smooth Lipschitz functions which coincide…