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In [Bull. Acad. Polon. Sci. S\'{e}r. Sci. Math. 29 (1981), no.~7-8, 367--370], Philos proved the following result: Let $f:[t_{0},\infty)_{\mathbb{R}}\to\mathbb{R}$ be an $n$-times differentiable function such that $f^{(n)}(t)\leq0$…

Classical Analysis and ODEs · Mathematics 2018-05-16 Basak Karpuz

We establish new upper and lower bounds on the number of queries required to test convexity of functions over various discrete domains. 1. We provide a simplified version of the non-adaptive convexity tester on the line. We re-prove the…

Computational Complexity · Computer Science 2019-08-08 Aleksandrs Belovs , Eric Blais , Abhinav Bommireddi

Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…

Statistics Theory · Mathematics 2016-08-16 Magalie Fromont , Béatrice Laurent

Given two independent samples of non-negative random variables with unknown distribution functions $F$ and $G$, respectively, we introduce and discuss two tests for the hypothesis that $F$ is less than or equal to $G$ in increasing convex…

Statistics Theory · Mathematics 2009-02-10 Ludwig Baringhaus , Rudolf Grübel

The "Inertial Forward-Backward algorithm" (IFB) is a powerful tool for convex nonsmooth minimization problems, it gives the well known "fast iterative shrinkage-thresholding algorithm " (FISTA), which enjoys $O\left( {\frac{1}{{{k^2}}}}…

Optimization and Control · Mathematics 2022-02-25 Hongwei Liu , Ting Wang , Zexian Liu

Adam is shown not being able to converge to the optimal solution in certain cases. Researchers recently propose several algorithms to avoid the issue of non-convergence of Adam, but their efficiency turns out to be unsatisfactory in…

Machine Learning · Computer Science 2019-06-25 Zhiming Zhou , Qingru Zhang , Guansong Lu , Hongwei Wang , Weinan Zhang , Yong Yu

In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…

Machine Learning · Statistics 2014-06-19 Ziming Zhang , Venkatesh Saligrama

We show that for separable convex optimization, random stepsizes fully accelerate Gradient Descent. Specifically, using inverse stepsizes i.i.d. from the Arcsine distribution improves the iteration complexity from $O(k)$ to $O(k^{1/2})$,…

Optimization and Control · Mathematics 2024-12-10 Jason M. Altschuler , Pablo A. Parrilo

This is a conitunation of [1] and [2]. We prove that if function $f$ belongs to the class $\Lambda_{\omega} \overset{\text{def}}{=} \{f: \omega_{f}(\delta)\leq \text{const} \omega(\delta)\} $ for an arbitrary modulus of continuity $\omega$,…

Functional Analysis · Mathematics 2016-05-18 Qinbo Liu

We consider the Fredrickson and Andersen one spin facilitated model (FA1f) on an infinite connected graph with polynomial growth. Each site with rate one refreshes its occupation variable to a filled or to an empty state with probability…

This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…

Probability · Mathematics 2025-07-11 Yueling Li , Xiaobin Sun , Zijuan Wang , Yingchao Xie

For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…

Functional Analysis · Mathematics 2022-09-14 M. Ashraf Bhat , G. Sankara Raju Kosuru

In this paper, we focus on providing convergence guarantees for stochastic subgradient methods in minimizing nonsmooth nonconvex functions. We first investigate the global stability of a general framework for stochastic subgradient methods,…

Optimization and Control · Mathematics 2024-10-15 Nachuan Xiao , Xiaoyin Hu , Kim-Chuan Toh

As models grow more capable, humans cannot reliably verify what they say. Scalable steering requires methods that are internal, self-supervised, and transfer out-of-distribution; existing methods satisfy some but not all three. We introduce…

Machine Learning · Computer Science 2026-05-13 Michael J. Clark

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Optimization and Control · Mathematics 2021-10-04 Hailiang Liu , Xuping Tian

We propose regularizing the empirical loss for semi-supervised learning by acting on both the input (data) space, and the weight (parameter) space. We show that the two are not equivalent, and in fact are complementary, one affecting the…

Machine Learning · Computer Science 2018-05-24 Safa Cicek , Stefano Soatto

We present a forward-backward-based algorithm to minimize a sum of a differentiable function and a nonsmooth function, both being possibly nonconvex. The main contribution of this work is to consider the challenging case where the nonsmooth…

Optimization and Control · Mathematics 2021-02-02 Audrey Repetti , Yves Wiaux

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…

Methodology · Statistics 2024-11-20 Ivy Zhang , Robert Tibshirani

In this paper, we consider the minimization of a nonsmooth nonconvex objective function $f(x)$ over a closed convex subset $\mathcal{X}$ of $\mathbb{R}^n$, with additional nonsmooth nonconvex constraints $c(x) = 0$. We develop a unified…

Optimization and Control · Mathematics 2024-04-16 Nachuan Xiao , Kuangyu Ding , Xiaoyin Hu , Kim-Chuan Toh
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