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We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size of minibatches. By introducing a new notion of what is…

Optimization and Control · Mathematics 2021-08-30 James Renegar , Song Zhou

We study the task of high-dimensional entangled mean estimation in the subset-of-signals model. Specifically, given $N$ independent random points $x_1,\ldots,x_N$ in $\mathbb{R}^D$ and a parameter $\alpha \in (0, 1)$ such that each $x_i$ is…

Data Structures and Algorithms · Computer Science 2025-01-10 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu , Thanasis Pittas

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Optimization and Control · Mathematics 2022-11-15 Killian Wood , Emiliano Dall'Anese

Over the last few years, neural networks have started penetrating safety critical systems to take decisions in robots, rockets, autonomous driving car, etc. A problem is that these critical systems often have limited computing resources.…

Software Engineering · Computer Science 2022-02-24 Hanane Benmaghnia , Matthieu Martel , Yassamine Seladji

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Machine Learning · Computer Science 2026-01-07 Aneesh Barthakur , Luiz F. O. Chamon

We completely describe a new domain for abstract interpretation of numerical programs. Fixpoint iteration in this domain is proved to converge to finite precise invariants for (at least) the class of stable linear recursive filters of any…

Logic in Computer Science · Computer Science 2008-07-21 Eric Goubault , Sylvie Putot

A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…

Optimization and Control · Mathematics 2019-06-04 Montacer Essid , Esteban Tabak , Giulio Trigila

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate…

Machine Learning · Statistics 2023-01-18 Songkai Xue , Yuekai Sun , Mikhail Yurochkin

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

Artificial Intelligence · Computer Science 2025-02-11 Jiachen Xi , Alfredo Garcia , Petar Momcilovic

Estimating equations arise in a wide range of statistical applications, including longitudinal and clustered data analysis, survival analysis, econometrics, and semiparametric inference. In high-dimensional settings, adding…

Computation · Statistics 2026-05-27 Weihua Shi , Yixuan Li , Yi Lian , Archer Y. Yang , Yue Zhao

Recent empirical studies have identified fixed point iteration phenomena in deep neural networks, where the hidden state tends to stabilize after several layers, showing minimal change in subsequent layers. This observation has spurred the…

Machine Learning · Computer Science 2024-10-16 Yekun Ke , Xiaoyu Li , Yingyu Liang , Zhenmei Shi , Zhao Song

We study the fixed design segmented regression problem: Given noisy samples from a piecewise linear function $f$, we want to recover $f$ up to a desired accuracy in mean-squared error. Previous rigorous approaches for this problem rely on…

Machine Learning · Computer Science 2016-07-15 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

In this paper, we develop a novel accelerated fixed-point-based framework using delayed inexact oracles to approximate a fixed point of a nonexpansive operator (or equivalently, a root of a co-coercive operator), a central problem in…

Optimization and Control · Mathematics 2025-12-16 Nghia Nguyen-Trung , Quoc Tran-Dinh

Neural networks offer high-accuracy solutions to a range of problems, but are costly to run in production systems because of computational and memory requirements during a forward pass. Given a trained network, we propose a techique called…

Computer Vision and Pattern Recognition · Computer Science 2018-06-18 Michele Pratusevich

Fixed-point optimization of deep neural networks plays an important role in hardware based design and low-power implementations. Many deep neural networks show fairly good performance even with 2- or 3-bit precision when quantized weights…

Machine Learning · Computer Science 2017-02-28 Sungho Shin , Yoonho Boo , Wonyong Sung

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

Machine Learning · Computer Science 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt
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