Related papers: Variable Stepsize Distributed Forward-Backward Spl…
Stepwise inference protocols, such as scratchpads and chain-of-thought, help language models solve complex problems by decomposing them into a sequence of simpler subproblems. Despite the significant gain in performance achieved via these…
Spectral-based subspace clustering methods have proved successful in many challenging applications such as gene sequencing, image recognition, and motion segmentation. In this work, we first propose a novel spectral-based subspace…
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…
In many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the…
With the availability of extraordinarily huge data sets, solving the problems of distributed statistical methodology and computing for such data sets has become increasingly crucial in the big data area. In this paper, we focus on the…
This paper presents a general-purpose formulation of a large class of discrete-time planning problems, with hybrid state and control-spaces, as factored transition systems. Factoring allows state transitions to be described as the…
First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science and machine learning, to name a few. In this paper, we…
Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…
Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…
We analyze sparse frame based regularization of inverse problems by means of a diagonal frame decomposition (DFD) for the forward operator, which generalizes the SVD. The DFD allows to define a non-iterative (direct) operator-adapted frame…
Distributed computing systems are well-known to suffer from the problem of slow or failed nodes; these are referred to as stragglers. Straggler mitigation (for distributed matrix computations) has recently been investigated from the…
Variable Stepsize Variable Order (VSVO) methods are the methods of choice to efficiently solve a wide range of ODEs with minimal work and assured accuracy. However, VSVO methods have limited impact in timestepping methods in complex…
We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…
We consider the problem of finding the minimization of the sum of a convex function and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators. We…
This paper describes a method for scheduling the events of a switched system to achieve an optimal performance. The approach has guarantees on convergence and computational complexity that parallel derivative-based iterative optimization…
The Nonlinear Forward-Backward (NFB) algorithm, also known as warped resolvent iterations, is a splitting method for finding zeros of sums of monotone operators. In particular cases, NFB reduces to well-known algorithms such as…
The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…
We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…
In this paper, we discuss distributed optimization over directed graphs, where doubly-stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes…