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Randomized subspace methods reduce per-iteration cost; however, in nonconvex optimization, most analyses are expectation-based, and high-probability bounds remain scarce even under sub-Gaussian noise. We first prove that randomized subspace…

Optimization and Control · Mathematics 2026-01-30 Gaku Omiya , Pierre-Louis Poirion , Akiko Takeda

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

Machine Learning · Statistics 2020-06-12 Liam Hodgkinson , Michael W. Mahoney

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…

Machine Learning · Computer Science 2022-01-26 Yaodong Yu , Tianyi Lin , Eric Mazumdar , Michael I. Jordan

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging…

Optimization and Control · Mathematics 2021-02-23 Hongjian Wang , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli , Murat A. Erdogdu

Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…

Optimization and Control · Mathematics 2024-09-02 Eduard Gorbunov , Marina Danilova , Innokentiy Shibaev , Pavel Dvurechensky , Alexander Gasnikov

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…

Information Theory · Computer Science 2013-09-23 Alberth Alvarado , Gesualdo Scutari , Jong-Shi Pang

Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

Long-tailed learning has attracted much attention recently, with the goal of improving generalisation for tail classes. Most existing works use supervised learning without considering the prevailing noise in the training dataset. To move…

Machine Learning · Computer Science 2021-08-27 Tong Wei , Jiang-Xin Shi , Wei-Wei Tu , Yu-Feng Li

In this paper, a signal detection method based on the denoise diffusion model (DM) is proposed, which outperforms the maximum likelihood (ML) estimation method that has long been regarded as the optimal signal detection technique.…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Xiucheng Wang , Peilin Zheng , Nan Cheng

Deep Metric Learning (DML) is a group of techniques that aim to measure the similarity between objects through the neural network. Although the number of DML methods has rapidly increased in recent years, most previous studies cannot…

Machine Learning · Computer Science 2022-12-02 Chenkang Zhang , Lei Luo , Bin Gu

Background noise considerably reduces the accuracy and reliability of speaker verification (SV) systems. These challenges can be addressed using a speech enhancement system as a front-end module. Recently, diffusion probabilistic models…

Audio and Speech Processing · Electrical Eng. & Systems 2023-12-20 Ju-ho Kim , Jungwoo Heo , Hyun-seo Shin , Chan-yeong Lim , Ha-Jin Yu

Consider $n$ agents connected over a network collaborating to minimize the average of their local cost functions combined with a common nonsmooth function. This paper introduces a unified algorithmic framework for solving such a problem…

Optimization and Control · Mathematics 2026-05-05 Kun Huang , Shi Pu , Angelia Nedić

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several popular nonlinearity choices, like clipped, normalized,…

Optimization and Control · Mathematics 2022-04-07 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar , Nemanja Milosevic , Dusan Stamenkovic

Distributed estimation over networks draws much attraction in recent years. In many situations, due to imperfect information communication among nodes, the performance of traditional diffusion adaptive algorithms such as the diffusion LMS…

Information Theory · Computer Science 2018-02-15 Yicong He , Fei Wang , Shiyuan Wang , Pengju Ren , Badong Chen

We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…

Methodology · Statistics 2026-01-12 Kaiyuan Zhou , Xiaoyu Zhang , Wenyang Zhang , Di Wang