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We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

Agents trained with deep reinforcement learning algorithms are capable of performing highly complex tasks including locomotion in continuous environments. We investigate transferring the learning acquired in one task to a set of previously…

Machine Learning · Computer Science 2024-03-06 Suzan Ece Ada , Emre Ugur , H. Levent Akin

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

Sparse mapping has been a key methodology in many high-dimensional scientific problems. When multiple tasks share the set of relevant features, learning them jointly in a group drastically improves the quality of relevant feature selection.…

Machine Learning · Statistics 2017-09-18 Meghana Kshirsagar , Eunho Yang , Aurélie C. Lozano

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two…

Optimization and Control · Mathematics 2026-04-28 Maxim Divilkovskiy , Alexander Gasnikov

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

Multi-Task Learning is a learning paradigm that uses correlated tasks to improve performance generalization. A common way to learn multiple tasks is through the hard parameter sharing approach, in which a single architecture is used to…

Machine Learning · Computer Science 2022-04-15 Angelica Tiemi Mizuno Nakamura , Denis Fernando Wolf , Valdir Grassi

This paper seeks to establish a framework for directing a society of simple, specialized, self-interested agents to solve what traditionally are posed as monolithic single-agent sequential decision problems. What makes it challenging to use…

Machine Learning · Computer Science 2020-08-17 Michael Chang , Sidhant Kaushik , S. Matthew Weinberg , Thomas L. Griffiths , Sergey Levine

We study the problem of multi-task non-smooth optimization that arises ubiquitously in statistical learning, decision-making and risk management. We develop a data fusion approach that adaptively leverages commonalities among a large number…

Machine Learning · Statistics 2022-10-25 Henry Lam , Kaizheng Wang , Yuhang Wu , Yichen Zhang

A regularized optimization problem over a large unstructured graph is studied, where the regularization term is tied to the graph geometry. Typical regularization examples include the total variation and the Laplacian regularizations over…

Optimization and Control · Mathematics 2017-12-20 Adil Salim , Pascal Bianchi , Walid Hachem

The vulnerability of machine learning models to adversarial attacks has been attracting considerable attention in recent years. Most existing studies focus on the behavior of stand-alone single-agent learners. In comparison, this work…

Machine Learning · Computer Science 2025-05-13 Ying Cao , Elsa Rizk , Stefan Vlaski , Ali H. Sayed

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

In recent years, continual learning, a prediction setting in which the problem environment may evolve over time, has become an increasingly popular research field due to the framework's gearing towards complex, non-stationary objectives.…

Machine Learning · Computer Science 2024-09-27 Max Koster , Jude Kukla

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

Machine Learning · Statistics 2026-05-08 Chengyu Cui , Gongjun Xu

Multimodal machine learning has gained significant attention in recent years due to its potential for integrating information from multiple modalities to enhance learning and decision-making processes. However, it is commonly observed that…

Machine Learning · Computer Science 2025-09-12 Sahiti Yerramilli , Jayant Sravan Tamarapalli , Jonathan Francis , Eric Nyberg

Optimizing communication topology is fundamental to the efficiency and effectiveness of Large Language Model (LLM)-based Multi-Agent Systems (MAS). While recent approaches utilize reinforcement learning to dynamically construct…

Computation and Language · Computer Science 2026-03-04 Yueyang Cang , Xiaoteng Zhang , Erlu Zhao , Zehua Ji , Yuhang Liu , Yuchen He , Zhiyuan Ning , Chen Yijun , Wenge Que , Li Shi

Distributed optimization has many applications, in communication networks, sensor networks, signal processing, machine learning, and artificial intelligence. Methods for distributed convex optimization are widely investigated, while those…

Optimization and Control · Mathematics 2021-06-22 Hsu Kao , Vijay Subramanian

We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…

Machine Learning · Statistics 2026-03-19 Max Schölpple , Liu Fanghui , Ingo Steinwart