Related papers: Revisiting Extragradient-Type Methods -- Part 1: G…
In this paper, we investigate the power of {\it regularization}, a common technique in reinforcement learning and optimization, in solving extensive-form games (EFGs). We propose a series of new algorithms based on regularizing the payoff…
In this work, we introduce a generalization of the enriched Galerkin (EG) method. The key feature of our scheme is an adaptive two-mesh approach that, in addition to the standard enrichment of a conforming finite element discretization via…
The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…
The recently proposed soft finite element method (SoftFEM) reduces the stiffness (condition numbers), consequently improving the overall approximation accuracy. The method subtracts a least-square term that penalizes the gradient jumps…
Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…
Motivated by the training of Generative Adversarial Networks (GANs), we study methods for solving minimax problems with additional nonsmooth regularizers. We do so by employing \emph{monotone operator} theory, in particular the…
Federated Learning (FL) enables collaborative model training across distributed devices while preserving data privacy. Nonetheless, the heterogeneity of edge devices often leads to inconsistent performance of the globally trained models,…
We fix a fundamental issue in the stochastic extragradient method by providing a new sampling strategy that is motivated by approximating implicit updates. Since the existing stochastic extragradient algorithm, called Mirror-Prox, of…
Owing to their stability and convergence speed, extragradient methods have become a staple for solving large-scale saddle-point problems in machine learning. The basic premise of these algorithms is the use of an extrapolation step before…
Entanglement forging based variational algorithms leverage the bi-partition of quantum systems for addressing ground state problems. The primary limitation of these approaches lies in the exponential summation required over the numerous…
The batch exponentiated gradient (EG) method provides a principled approach to convex smooth minimization on the probability simplex or the space of quantum density matrices. However, it is not always guaranteed to converge. Existing…
We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudo-monotonicity. We provide convergence and complexity analysis, allowing for an unbounded feasible set,…
Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…
Riemannian convex optimization and minimax optimization have recently drawn considerable attention. Their appeal lies in their capacity to adeptly manage the non-convexity of the objective function as well as constraints inherent in the…
We investigate an inertial viscosity-type Tseng's extragradient algorithm with a new step size to solve pseudomonotone variational inequality problems in real Hilbert spaces. A strong convergence theorem of the algorithm is obtained without…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many…
An e-graph efficiently represents a congruence relation over many expressions. Although they were originally developed in the late 1970s for use in automated theorem provers, a more recent technique known as equality saturation repurposes…
Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…
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…