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Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

$f,g_1,...,g_m$ be elements of the polynomial ring $\mathbb{R}[x_1,...,x_n]$. The paper deals with the general problem of computing a lower bound for $f$ on the subset of $\mathbb{R}^n$ defined by the inequalities $g_i\ge 0$, $i=1,...,m$.…

Optimization and Control · Mathematics 2015-03-24 Mehdi Ghasemi , Murray Marshall

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…

Machine Learning · Computer Science 2026-05-06 Andrew Lowy

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

Higher-order graph clustering aims to partition the graph using frequently occurring subgraphs. Motif conductance is one of the most promising higher-order graph clustering models due to its strong interpretability. However, existing motif…

Computational Complexity · Computer Science 2024-06-12 Longlong Lin , Tao Jia , Zeli Wang , Jin Zhao , Rong-Hua Li

We study a new connection between a technical measure called $\mu$-conductance that arises in the study of Markov chains for sampling convex bodies and the network community profile that characterizes size-resolved properties of clusters…

Social and Information Networks · Computer Science 2023-03-28 Yufan Huang , C. Seshadhri , David F. Gleich

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

We propose a streamlined spectral algorithm for community detection in the two-community stochastic block model (SBM) under constant edge density assumptions. By reducing algorithmic complexity through the elimination of non-essential…

Social and Information Networks · Computer Science 2026-02-20 Sie Hendrata Dharmawan , Peter Chin

We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector $X$ has finite mean and covariance. In this setting, the radius of confidence intervals achieved…

Statistics Theory · Mathematics 2019-06-05 Samuel B. Hopkins

The non-asymptotic analysis of Stochastic Gradient Descent (SGD) typically yields bounds that decompose into a bias term and a variance term. In this work, we focus on the bias component and study the extent to which SGD can match the…

Optimization and Control · Mathematics 2026-02-02 Daniel Cortild , Lucas Ketels , Juan Peypouquet , Guillaume Garrigos

We study the properties of nonparametric least squares regression using deep neural networks. We derive non-asymptotic upper bounds for the prediction error of the empirical risk minimizer of feedforward deep neural regression. Our error…

Statistics Theory · Mathematics 2023-01-18 Yuling Jiao , Guohao Shen , Yuanyuan Lin , Jian Huang

Community detection is considered for a stochastic block model graph of n vertices, with K vertices in the planted community, edge probability p for pairs of vertices both in the community, and edge probability q for other pairs of…

Machine Learning · Statistics 2018-01-17 Bruce Hajek , Yihong Wu , Jiaming Xu

Community detection seeks to recover mesoscopic structure from network data that may be binary, count-valued, signed, directed, weighted, or multilayer. The stochastic block model (SBM) explains such structure by positing a latent partition…

Statistics Theory · Mathematics 2026-01-07 Marios Papamichalis , Regina Ruane

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

The selection of Gaussian kernel parameters plays an important role in the applications of support vector classification (SVC). A commonly used method is the k-fold cross validation with grid search (CV), which is extremely time-consuming…

Machine Learning · Computer Science 2025-01-22 Linkai Luo , Qiaoling Yang , Hong Peng , Yiding Wang , Ziyang Chen

We study schemes and lower bounds for distributed minimax statistical estimation over a Gaussian multiple-access channel (MAC) under squared error loss, in a framework combining statistical estimation and wireless communication. First, we…

Information Theory · Computer Science 2021-03-09 Chuan-Zheng Lee , Leighton Pate Barnes , Ayfer Ozgur

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…

Machine Learning · Computer Science 2013-01-07 Martin Wainwright , Tommi S. Jaakkola , Alan Willsky

One of the most fundamental problems in network study is community detection. The stochastic block model (SBM) is a widely used model, for which various estimation methods have been developed with their community detection consistency…

Methodology · Statistics 2023-10-09 Sihan Huang , Jiajin Sun , Yang Feng

System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Xiong Zeng , Jing Yu , Necmiye Ozay