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Related papers: High Probability Guarantees for Random Reshuffling

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In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Machine Learning · Statistics 2017-02-07 Aleksandr Aravkin , Damek Davis

We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms…

Machine Learning · Computer Science 2023-06-12 Jaeyoung Cha , Jaewook Lee , Chulhee Yun

Recently, several studies consider the stochastic optimization problem but in a heavy-tailed noise regime, i.e., the difference between the stochastic gradient and the true gradient is assumed to have a finite $p$-th moment (say being upper…

Optimization and Control · Mathematics 2023-05-23 Zijian Liu , Zhengyuan Zhou

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

This paper proposes two distributed random reshuffling methods, namely Gradient Tracking with Random Reshuffling (GT-RR) and Exact Diffusion with Random Reshuffling (ED-RR), to solve the distributed optimization problem over a connected…

Optimization and Control · Mathematics 2025-03-18 Kun Huang , Linli Zhou , Shi Pu

A stochastic second-order trust region method is proposed, which can be viewed as a second-order extension of the trust-region-ish (TRish) algorithm proposed by Curtis et al. (INFORMS J. Optim. 1(3) 200-220, 2019). In each iteration, a…

Optimization and Control · Mathematics 2019-11-19 Frank E. Curtis , Rui Shi

In this paper, we study a class of deterministically constrained stochastic optimization problems. Existing methods typically aim to find an $\epsilon$-stochastic stationary point, where the expected violations of both constraints and…

Optimization and Control · Mathematics 2025-09-03 Zhaosong Lu , Sanyou Mei , Yifeng Xiao

The state of the art in solving nonconvex nonsmooth games under uncertainty remains in its infancy. Existing studies primarily rely on stringent growth conditions or local convexity-like properties, making the development of alternative…

Optimization and Control · Mathematics 2026-03-09 Zhuoyu Xiao

We introduce an improved version of Random Search (RS), used here for hyperparameter optimization of machine learning algorithms. Unlike the standard RS, which generates for each trial new values for all hyperparameters, we generate new…

Machine Learning · Computer Science 2020-04-06 Adrian-Catalin Florea , Razvan Andonie

Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower…

Numerical Analysis · Mathematics 2024-10-15 Petros Drineas , Ilse C. F. Ipsen

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…

Machine Learning · Computer Science 2019-02-06 Simon S. Du , Xiyu Zhai , Barnabas Poczos , Aarti Singh

In this paper, we propose a new, simplified high probability analysis of AdaGrad for smooth, non-convex problems. More specifically, we focus on a particular accelerated gradient (AGD) template (Lan, 2020), through which we recover the…

Optimization and Control · Mathematics 2022-04-07 Ali Kavis , Kfir Yehuda Levy , Volkan Cevher

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…

Methodology · Statistics 2019-01-14 Haidong Li , Xiaoyun Xu , Yijie Peng , Chun-Hung Chen

We propose a new random method to minimize deterministic continuous functions over subsets $\mathcal{S}$ of high-dimensional space $\mathbb{R}^K$ without assuming convexity. Our procedure alternates between a Global Search (GS) regime to…

Data Analysis, Statistics and Probability · Physics 2025-06-09 Pierre Bertrand , Michel Broniatowski , Wolfgang Stummer

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

Optimization and Control · Mathematics 2025-09-10 Jingfan Xia , Zhenwei Lin , Qi Deng

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…

Optimization and Control · Mathematics 2018-08-28 Damek Davis , Dmitriy Drusvyatskiy

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Mix-up training approaches have proven to be effective in improving the generalization ability of Deep Neural Networks. Over the years, the research community expands mix-up methods into two directions, with extensive efforts to improve…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Minh-Long Luu , Zeyi Huang , Eric P. Xing , Yong Jae Lee , Haohan Wang

In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…

Optimization and Control · Mathematics 2024-11-12 Ilyas Fatkhullin , Niao He , Yifan Hu
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