Related papers: Enhanced randomized Douglas-Rachford method: Impro…
In this paper, we propose a new optimization algorithm for sparse logistic regression based on a stochastic version of the Douglas-Rachford splitting method. Our algorithm sweeps the training set by randomly selecting a mini-batch of data…
Adaptive gradient methods such as Adam have been shown to be very effective for training deep neural networks (DNNs) by tracking the second moment of gradients to compute the individual learning rates. Differently from existing methods, we…
The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to…
The Douglas-Rachford algorithm is widely used in sparse signal processing for minimizing a sum of two convex functions. In this paper, we consider the case where one of the functions is weakly convex but the other is strongly convex so that…
Model-free deep reinforcement learning (RL) algorithms have been widely used for a range of complex control tasks. However, slow convergence and sample inefficiency remain challenging problems in RL, especially when handling continuous and…
We propose a novel mechanism for real-time (human-in-the-loop) feedback focused on false positive reduction to enhance anomaly detection models. It was designed for the lightweight deployment of a behavioral network anomaly detection model.…
The Randomized Kaczmarz method (RK) is a stochastic iterative method for solving linear systems that has recently grown in popularity due to its speed and low memory requirement. Selectable Set Randomized Kaczmarz (SSRK) is an variant of RK…
Recent progress in randomized motion planners has led to the development of a new class of sampling-based algorithms that provide asymptotic optimality guarantees, notably the RRT* and the PRM* algorithms. Careful analysis reveals that the…
This work is concerned with the convergence rate analysis of the Douglas-Rachford splitting (DRS) method for finding a zero of the sum of two maximally monotone operators. We obtain an exact rate of convergence for the DRS algorithm and…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…
Optimizing discrete phase shifts in large-scale reconfigurable intelligent surfaces (RISs) is challenging due to their non-convex and non-linear nature. In this letter, we propose a heuristic-integrated deep reinforcement learning (DRL)…
Traditional trajectory planning methods for autonomous vehicles have several limitations. For example, heuristic and explicit simple rules limit generalizability and hinder complex motions. These limitations can be addressed using…
In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…
The \textit{de facto} paradigm for applying dense retrieval (DR) to new tasks involves fine-tuning a pre-trained model for a specific task. However, this paradigm has two significant limitations: (1) It is difficult adapt the DR to a new…
Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…
In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…
Invariant risk minimization (IRM) aims to enable out-of-distribution (OOD) generalization in deep learning by learning invariant representations. As IRM poses an inherently challenging bi-level optimization problem, most existing approaches…
Symmetry is pervasive in robotics and has been widely exploited to improve sample efficiency in deep reinforcement learning (DRL). However, existing approaches primarily focus on spatial symmetries, such as reflection, rotation, and…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Each of its iterations requires the sequential solution of two proximal subproblems. The aim of this work is to present a…