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This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
Nonconvex sparse learning plays an essential role in many areas, such as signal processing and deep network compression. Iterative hard thresholding (IHT) methods are the state-of-the-art for nonconvex sparse learning due to their…
We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…
In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy…
Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…
We survey incremental methods for minimizing a sum $\sum_{i=1}^mf_i(x)$ consisting of a large number of convex component functions $f_i$. Our methods consist of iterations applied to single components, and have proved very effective in…
This paper proposes an efficient hypergraph partitioning framework based on a novel multi-objective non-convex constrained relaxation model. A modified accelerated proximal gradient algorithm is employed to generate diverse $k$-dimensional…
Zeroth-order (ZO) optimization is widely used to handle challenging tasks, such as query-based black-box adversarial attacks and reinforcement learning. Various attempts have been made to integrate prior information into the gradient…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
The existing machine learning algorithms for minimizing the convex function over a closed convex set suffer from slow convergence because their learning rates must be determined before running them. This paper proposes two machine learning…
Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…
Hierarchical abstractions are a methodology for solving large-scale graph problems in various disciplines. Coarsening is one such approach: it generates a pyramid of graphs whereby the one in the next level is a structural summary of the…
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…
Joint space trajectory optimization under end-effector task constraints leads to a challenging non-convex problem. Thus, a real-time adaptation of prior computed trajectories to perturbation in task constraints often becomes intractable.…
We present a new method that includes three key components of distributed optimization and federated learning: variance reduction of stochastic gradients, partial participation, and compressed communication. We prove that the new method has…
This paper develops an algorithmic framework for tracking fixed points of time-varying contraction mappings. Analytical results for the tracking error are established for the cases where: (i) the underlying contraction self-map changes at…
Emerging technologies and applications including Internet of Things (IoT), social networking, and crowd-sourcing generate large amounts of data at the network edge. Machine learning models are often built from the collected data, to enable…
The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how…