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We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…

Optimization and Control · Mathematics 2016-12-06 Tatiana Tatarenko , Behrouz Touri

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

In the field of machine learning there is a growing interest towards more robust and generalizable algorithms. This is for example important to bridge the gap between the environment in which the training data was collected and the…

Machine Learning · Computer Science 2020-10-08 Wim Casteels , Peter Hellinckx

Multi-agent learning has gained increasing attention to tackle distributed machine learning scenarios under constrictions of data exchanging. However, existing multi-agent learning models usually consider data fusion under fixed and…

Machine Learning · Computer Science 2023-06-09 Enpei Zhang , Shuo Tang , Xiaowen Dong , Siheng Chen , Yanfeng Wang

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key contribution is a control-theoretic regularizer for dynamics fitting rooted in the notion of…

Optimization and Control · Mathematics 2019-08-01 Sumeet Singh , Spencer M. Richards , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient…

Machine Learning · Computer Science 2018-10-11 Virginia Smith , Simone Forte , Chenxin Ma , Martin Takac , Michael I. Jordan , Martin Jaggi

Real-world applications often combine learning and optimization problems on graphs. For instance, our objective may be to cluster the graph in order to detect meaningful communities (or solve other common graph optimization problems such as…

Machine Learning · Computer Science 2020-01-09 Bryan Wilder , Eric Ewing , Bistra Dilkina , Milind Tambe

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Optimization and Control · Mathematics 2019-05-27 Michael R. Metel , Akiko Takeda

We propose a novel federated learning method for distributively training neural network models, where the server orchestrates cooperation between a subset of randomly chosen devices in each round. We view Federated Learning problem…

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a…

In recent years, research on learning with noisy labels has focused on devising novel algorithms that can achieve robustness to noisy training labels while generalizing to clean data. These algorithms often incorporate sophisticated…

Machine Learning · Computer Science 2023-07-12 Hui Kang , Sheng Liu , Huaxi Huang , Jun Yu , Bo Han , Dadong Wang , Tongliang Liu

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Artificial Intelligence · Computer Science 2023-07-19 Yunwen Lei

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…

Optimization and Control · Mathematics 2018-03-26 Montacer Essid , Justin Solomon

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. Proposed in this work is a nonconvex structured sparsity penalty that promotes one-sparsity within…

Optimization and Control · Mathematics 2020-06-19 Charles Saunders , Vivek K Goyal

Existing graph convolutional networks focus on the neighborhood aggregation scheme. When applied to semi-supervised learning, they often suffer from the overfitting problem as the networks are trained with the cross-entropy loss on a small…

Machine Learning · Computer Science 2020-02-18 Qilin Li , Wanquan Liu , Ling Li

In many learning tasks, the structure of the target space of a function holds rich information about the relationships between evaluations of functions on different data points. Existing approaches attempt to exploit this relationship…

Computer Vision and Pattern Recognition · Computer Science 2016-02-12 Kwang In Kim , James Tompkin , Hanspeter Pfister , Christian Theobalt