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We propose a first-order augmented Lagrangian algorithm (FAL) for solving the basis pursuit problem. FAL computes a solution to this problem by inexactly solving a sequence of L1-regularized least squares sub-problems. These sub-problems…

Optimization and Control · Mathematics 2011-08-29 Necdet Serhat Aybat , Garud Iyengar

We study risk-sensitive imitation learning where the agent's goal is to perform at least as well as the expert in terms of a risk profile. We first formulate our risk-sensitive imitation learning setting. We consider the generative…

Machine Learning · Computer Science 2018-12-27 Jonathan Lacotte , Mohammad Ghavamzadeh , Yinlam Chow , Marco Pavone

Discrete optimization problems often arise in deep learning tasks, despite the fact that neural networks typically operate on continuous data. One class of these problems involve objective functions which depend on neural networks, but…

Machine Learning · Computer Science 2023-10-17 Eric Lei , Arman Adibi , Hamed Hassani

Deep neural networks trained using a softmax layer at the top and the cross-entropy loss are ubiquitous tools for image classification. Yet, this does not naturally enforce intra-class similarity nor inter-class margin of the learned deep…

Computer Vision and Pattern Recognition · Computer Science 2017-12-06 José Lezama , Qiang Qiu , Pablo Musé , Guillermo Sapiro

Gradient-based meta-learning (GBML) algorithms are able to fast adapt to new tasks by transferring the learned meta-knowledge, while assuming that all tasks come from the same distribution (in-distribution, ID). However, in the real world,…

Computer Vision and Pattern Recognition · Computer Science 2023-03-14 Min Zhang , Zifeng Zhuang , Zhitao Wang , Donglin Wang , Wenbin Li

This paper is concerned with the numerical approximation of quantities of interest associated with solutions to parametric elliptic partial differential equations (PDEs). The key novelty of this work is in its focus on the quantities of…

Numerical Analysis · Mathematics 2025-10-09 Alex Bespalov , Dirk Praetorius , Michele Ruggeri

We propose a new method for high-dimensional semi-supervised learning problems based on the careful aggregation of the results of a low-dimensional procedure applied to many axis-aligned random projections of the data. Our primary goal is…

Methodology · Statistics 2023-04-19 Tengyao Wang , Edgar Dobriban , Milana Gataric , Richard J. Samworth

Federated Learning provides new opportunities for training machine learning models while respecting data privacy. This technique is based on heterogeneous devices that work together to iteratively train a model while never sharing their own…

Artificial Intelligence · Computer Science 2020-10-02 Laércio Lima Pilla

In this paper we study the problem of learning a shallow artificial neural network that best fits a training data set. We study this problem in the over-parameterized regime where the number of observations are fewer than the number of…

Machine Learning · Computer Science 2022-08-25 Mahdi Soltanolkotabi , Adel Javanmard , Jason D. Lee

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Information Theory · Computer Science 2012-12-04 Ulugbek S. Kamilov , Sundeep Rangan , Alyson K. Fletcher , Michael Unser

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

Optimization and Control · Mathematics 2016-06-29 Dmitriy Drusvyatskiy , Adrian S. Lewis

Approximate inference in complex probabilistic models such as deep Gaussian processes requires the optimisation of doubly stochastic objective functions. These objectives incorporate randomness both from mini-batch subsampling of the data…

Machine Learning · Statistics 2020-03-26 Ayman Boustati , Sattar Vakili , James Hensman , ST John

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

Active learning selects the most informative samples to exploit limited annotation budgets. Existing work follows a cumbersome pipeline that repeats the time-consuming model training and batch data selection multiple times. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2022-03-22 Yichen Xie , Masayoshi Tomizuka , Wei Zhan

Online Active Learning (OAL) aims to manage unlabeled datastream by selectively querying the label of data. OAL is applicable to many real-world problems, such as anomaly detection in health-care and finance. In these problems, there are…

Machine Learning · Computer Science 2019-11-19 Yifan Zhang , Peilin Zhao , Shuaicheng Niu , Qingyao Wu , Jiezhang Cao , Junzhou Huang , Mingkui Tan

Many popular learning algorithms (E.g. Regression, Fourier-Transform based algorithms, Kernel SVM and Kernel ridge regression) operate by reducing the problem to a convex optimization problem over a vector space of functions. These methods…

Machine Learning · Computer Science 2014-05-13 Amit Daniely , Nati Linial , Shai Shalev-Shwartz

We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…

Machine Learning · Computer Science 2018-10-12 Pan Li , Niao He , Olgica Milenkovic

This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…

Optimization and Control · Mathematics 2021-11-23 Kui Zhu , Yutao Tang

Model order reduction has been extensively studied over the last two decades. Projection-based methods such as the Proper Orthogonal Decomposition and the Reduced Basis Method enjoy the important advantages of Galerkin methods in the…

Numerical Analysis · Mathematics 2021-08-30 Thomas Daniel , Fabien Casenave , Nissrine Akkari , David Ryckelynck

We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…

Machine Learning · Computer Science 2017-05-18 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart