Related papers: Multilevel Bregman Proximal Gradient Descent

Recommender systems need to mirror the complexity of the environment they are applied in. The more we know about what might benefit the user, the more objectives the recommender system has. In addition there may be multiple stakeholders -…

Recent MLLMs have shown emerging visual understanding and reasoning abilities after being pre-trained on large-scale multimodal datasets. Unlike pre-training, where MLLMs receive rich visual-text alignment, instruction-tuning is often…

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

We investigate the problem of minimizing Kullback-Leibler divergence between a linear model $Ax$ and a positive vector $b$ in different convex domains (positive orthant, $n$-dimensional box, probability simplex). Our focus is on the SMART…

Mean-field Langevin dynamics (MLFD) is a class of interacting particle methods that tackle convex optimization over probability measures on a manifold, which are scalable, versatile, and enjoy computational guarantees. However, some…

The Multiscale Hierarchical Decomposition Method (MHDM) was introduced as an iterative method for total variation regularization, with the aim of recovering details at various scales from images corrupted by additive or multiplicative…

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Meta-learning offers a principled framework leveraging \emph{task-invariant} priors from related tasks, with which \emph{task-specific} models can be fine-tuned on downstream tasks, even with limited data records. Gradient-based…

This paper presents a comprehensive convergence analysis for the mirror descent (MD) method, a widely used algorithm in convex optimization. The key feature of this algorithm is that it provides a generalization of classical gradient-based…

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

In this paper we study the problems of minimizing the sum of two nonconvex functions: one is differentiable and satisfies smooth adaptable property. The smooth adaptable property, also named relatively smooth condition, is weaker than the…

Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SGMs assume that the underlying problem is unconstrained or…

A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…

In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…

This paper considers a generic convex minimization template with affine constraints over a compact domain, which covers key semidefinite programming applications. The existing conditional gradient methods either do not apply to our template…

We study the Bregman Augmented Lagrangian method (BALM) for solving convex problems with linear constraints. For classical Augmented Lagrangian method, the convergence rate and its relation with the proximal point method is well-understood.…

We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…

We develop a geometric convergence theory for neural-network optimization within the minimizing movement scheme (MMS) framework. Reformulating each neural MMS step as a minimization over the set of increments in a Hilbert space, we show…

We identify and analyze a fundamental limitation of the classical projected subgradient method in nonsmooth convex optimization: the inevitable failure caused by the absence of valid subgradients at boundary points. We show that, under…

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…