Related papers: Sparse Multiple Kernel Learning: Alternating Best …
We study the sparse recovery problem with an underdetermined linear system characterized by a Kronecker-structured dictionary and a Kronecker-supported sparse vector. We cast this problem into the sparse Bayesian learning (SBL) framework…
We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…
In this paper, we are interested in constructing general graph-based regularizers for multiple kernel learning (MKL) given a structure which is used to describe the way of combining basis kernels. Such structures are represented by…
Recently, Supervised Contrastive Learning (SCL) has been shown to achieve excellent performance in most classification tasks. In SCL, a neural network is trained to optimize two objectives: pull an anchor and positive samples together in…
The MinRank (MR) problem is a computational problem that arises in many cryptographic applications. In Verbel et al. (PQCrypto 2019), the authors introduced a new way to solve superdetermined instances of the MinRank problem, starting from…
Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…
An emerging line of work has shown that machine-learned predictions are useful to warm-start algorithms for discrete optimization problems, such as bipartite matching. Previous studies have shown time complexity bounds proportional to some…
Dense self-supervised learning (SSL) methods showed its effectiveness in enhancing the fine-grained semantic understandings of vision models. However, existing approaches often rely on parametric assumptions or complex post-processing…
We propose a novel contrastive learning framework to effectively address the challenges of data heterogeneity in federated learning. We first analyze the inconsistency of gradient updates across clients during local training and establish…
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…
Recent research on multiple kernel learning has lead to a number of approaches for combining kernels in regularized risk minimization. The proposed approaches include different formulations of objectives and varying regularization…
In this paper, we propose a single-loop stochastic gradient algorithm for solving stochastic nonconvex-concave minimax optimization with nonlinear convex coupled constraints (MCC). The proposed method, SPACO (Stochastic Penalty-based…
This paper proposes a new inexact manifold proximal linear (IManPL) algorithm for solving nonsmooth, nonconvex composite optimization problems over an embedded submanifold. At each iteration, IManPL solves a convex subproblem inexactly,…
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…
In this paper, we investigate the problem of stochastic multi-level compositional optimization, where the objective function is a composition of multiple smooth but possibly non-convex functions. Existing methods for solving this problem…
This paper introduces a novel oversampling technique designed to improve classification performance on imbalanced datasets. The proposed method enhances the traditional SMOTE algorithm by incorporating convex combination and kernel-based…
Recently, theoretical analyses of deep neural networks have broadly focused on two directions: 1) Providing insight into neural network training by SGD in the limit of infinite hidden-layer width and infinitesimally small learning rate…
The selection of Gaussian kernel parameters plays an important role in the applications of support vector classification (SVC). A commonly used method is the k-fold cross validation with grid search (CV), which is extremely time-consuming…
Contrastive Learning (CL) performances as a rising approach to address the challenge of sparse and noisy recommendation data. Although having achieved promising results, most existing CL methods only perform either hand-crafted data or…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…