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This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…
In this paper, we develop an exact reformulation and a deterministic approximation for distributionally robust joint chance-constrained programmings (DRCCPs) with a general class of convex uncertain constraints under data-driven Wasserstein…
Large language models (LLMs) have achieved impressive results on multi-step mathematical reasoning, yet at the cost of high computational overhead. This challenge is particularly acute for test-time scaling methods such as parallel…
In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…
Conventional Graph Contrastive Learning (GCL) on Text-Attributed Graphs (TAGs) relies on blind stochastic augmentations, inadvertently entangling task-relevant signals with noise. We propose SDM-SCR, a robust framework anchored in…
The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…
This paper introduces an efficient perturbed difference-of-convex algorithm (pDCA) for computing d-stationary points of an important class of structured nonsmooth difference-of-convex problems. Compared to the principal algorithms…
In this study, we propose Shortcut Fine-Tuning (SFT), a new approach for addressing the challenge of fast sampling of pretrained Denoising Diffusion Probabilistic Models (DDPMs). SFT advocates for the fine-tuning of DDPM samplers through…
When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…
Personalized medicine seeks to identify the causal effect of treatment for a particular patient as opposed to a clinical population at large. Most investigators estimate such personalized treatment effects by regressing the outcome of a…
Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages a recent model for probabilities \cite{rudi2021psd} (the…
Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…
We study offline constrained reinforcement learning with general function approximation in discounted constrained Markov decision processes. Prior methods either require full data coverage for evaluating intermediate policies, lack oracle…
This paper focuses on solving a stochastic saddle point problem (SPP) under an overparameterized regime for the case, when the gradient computation is impractical. As an intermediate step, we generalize Same-sample Stochastic Extra-gradient…
Visual-language models (VLMs) like CLIP exhibit strong generalization but struggle with distribution shifts at test time. Existing training-free test-time adaptation (TTA) methods operate strictly within CLIP's original feature space,…
In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…
In this paper, we consider a class of single-ratio fractional minimization problems, where both the numerator and denominator of the objective are convex functions satisfying positive homogeneity. Many nonsmooth optimization problems on the…
Post-approval safety surveillance of medical products using observational healthcare data can help identify safety issues beyond those found in pre-approval trials. When testing sequentially as data accrue, maximum sequential probability…
Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…