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For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…

Numerical Analysis · Mathematics 2010-09-29 Claude Brezinski , Paolo Novati , Michela Redivo-Zaglia

We extend the branching process based numerical algorithm of Bouchard et al. [3], that is dedicated to semilinear PDEs (or BSDEs) with Lipschitz nonlinearity, to the case where the nonlinearity involves the gradient of the solution. As in…

Probability · Mathematics 2017-10-31 Bruno Bouchard , Xiaolu Tan , Xavier Warin

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

Optimization and Control · Mathematics 2012-10-10 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the…

Machine Learning · Computer Science 2018-11-16 Jean Honorio

This paper provides lower bounds on the convergence rate of Derivative Free Optimization (DFO) with noisy function evaluations, exposing a fundamental and unavoidable gap between the performance of algorithms with access to gradients and…

Machine Learning · Statistics 2012-09-13 Kevin G. Jamieson , Robert D. Nowak , Benjamin Recht

We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide a fine-grained…

Optimization and Control · Mathematics 2021-07-16 Michael B. Cohen , Aaron Sidford , Kevin Tian

Direct alignment algorithms such as Direct Preference Optimization (DPO) fine-tune models based on preference data, using only supervised learning instead of two-stage reinforcement learning with human feedback (RLHF). We show that DPO…

Machine Learning · Computer Science 2025-10-24 Aditya Gopalan , Sayak Ray Chowdhury , Debangshu Banerjee

We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poincar\'e inequality) as well as more general settings with…

Statistics Theory · Mathematics 2023-06-29 Jiaojiao Fan , Bo Yuan , Yongxin Chen

We study a core algorithmic problem in network design called ${F}$-augmentation that involves increasing the connectivity of a given family of cuts ${F}$. Over 30 years ago, Williamson et al. (STOC `93) provided a 2-approximation…

Data Structures and Algorithms · Computer Science 2025-04-10 Ishan Bansal

Most decentralized optimization algorithms are handcrafted. While endowed with strong theoretical guarantees, these algorithms generally target a broad class of problems, thereby not being adaptive or customized to specific problem…

Optimization and Control · Mathematics 2024-10-03 Yutong He , Qiulin Shang , Xinmeng Huang , Jialin Liu , Kun Yuan

Large language models (LLMs) fine-tuned with alignment techniques, such as reinforcement learning from human feedback, have been instrumental in developing some of the most capable AI systems to date. Despite their success, existing methods…

Computation and Language · Computer Science 2025-07-01 Kyuyoung Kim , Ah Jeong Seo , Hao Liu , Jinwoo Shin , Kimin Lee

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…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

We demonstrate that, even when there are moderate overlaps in the inputs of sloppy or accurate double-word addition algorithms in the QD library, these algorithms still guarantee error bounds of $O(u^2(|a|+|b|))$ in faithful rounding.…

Numerical Analysis · Mathematics 2024-04-11 Yuanyuan Yang , XinYu Lyu , Sida He , Xiliang Lu , Ji Qi , Zhihao Li

Aligning large language models (LLMs) is a central objective of post-training, often achieved through reward modeling and reinforcement learning methods. Among these, direct preference optimization (DPO) has emerged as a widely adopted…

Computation and Language · Computer Science 2026-03-03 Aladin Djuhera , Farhan Ahmed , Swanand Ravindra Kadhe , Syed Zawad , Heiko Ludwig , Holger Boche

Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems…

Optimization and Control · Mathematics 2024-05-27 Xiaohan Chen , Jialin Liu , Wotao Yin

In the context of unconstraint numerical optimization, this paper investigates the global linear convergence of a simple probabilistic derivative-free optimization algorithm (DFO). The algorithm samples a candidate solution from a standard…

Numerical Analysis · Computer Science 2013-11-01 Anne Auger , Nikolaus Hansen

We propose a scalable, efficient and statistically motivated computational framework for Graphical Lasso (Friedman et al., 2007b) - a covariance regularization framework that has received significant attention in the statistics community…

Machine Learning · Statistics 2011-10-26 Rahul Mazumder , Deepak K. Agarwal

Feature weighting algorithms try to solve a problem of great importance nowadays in machine learning: The search of a relevance measure for the features of a given domain. This relevance is primarily used for feature selection as feature…

Machine Learning · Computer Science 2015-09-17 Gabriel Prat Masramon , Lluís A. Belanche Muñoz

Post-training of language models, either through reinforcement learning, preference optimization or supervised finetuning, tends to sharpen the output probability distribution and reduce the diversity of generated responses. This is…

Computation and Language · Computer Science 2025-05-23 Jack Lanchantin , Angelica Chen , Shehzaad Dhuliawala , Ping Yu , Jason Weston , Sainbayar Sukhbaatar , Ilia Kulikov

The need of fast distributed solvers for optimization problems in networked systems has motivated the recent development of the Fast-Lipschitz optimization framework. In such an optimization, problems satisfying certain qualifying…

Optimization and Control · Mathematics 2016-11-17 Martin Jakobsson , Carlo Fischione , Pradeep Chathuranga Weeraddana