English
Related papers

Related papers: Scalable Mean-Variance Portfolio Optimization via …

200 papers

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Graph Neural Networks (GNNs) are widely applied to graph learning problems such as node classification. When scaling up the underlying graphs of GNNs to a larger size, we are forced to either train on the complete graph and keep the full…

Machine Learning · Computer Science 2024-06-25 Mucong Ding , Tahseen Rabbani , Bang An , Evan Z Wang , Furong Huang

Content-adaptive compression is crucial for enhancing the adaptability of the pre-trained neural codec for various contents. Although these methods have been very practical in neural image compression (NIC), their application in neural…

Image and Video Processing · Electrical Eng. & Systems 2024-09-05 Zhenghao Chen , Luping Zhou , Zhihao Hu , Dong Xu

Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…

Machine Learning · Computer Science 2023-09-22 Hao Chen , Yusen Wu , Phuong Nguyen , Chao Liu , Yelena Yesha

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

Machine Learning · Computer Science 2017-02-24 Thomas Parnell , Celestine Dünner , Kubilay Atasu , Manolis Sifalakis , Haris Pozidis

This paper proposes an efficient hypergraph partitioning framework based on a novel multi-objective non-convex constrained relaxation model. A modified accelerated proximal gradient algorithm is employed to generate diverse $k$-dimensional…

Machine Learning · Computer Science 2025-09-29 Yingying Li , Mingxuan Xie , Hailong You , Yongqiang Yao , Hongwei Liu

We study optimization for losses that admit a variance-mean scale-mixture representation. Under this representation, each EM iteration is a weighted least squares update in which latent variables determine observation and parameter weights;…

Computation · Statistics 2026-02-17 Nick Polson , Vadim Sokolov

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

We consider the problem of minimizing a strongly convex smooth function where the gradients are subject to additive worst-case deterministic errors that are square-summable. We study the trade-offs between the convergence rate and…

Optimization and Control · Mathematics 2023-10-23 Mert Gurbuzbalaban

Graph Neural Networks (GNNs) have emerged as powerful tools for various graph mining tasks, yet existing scalable solutions often struggle to balance execution efficiency with prediction accuracy. These difficulties stem from iterative…

Machine Learning · Computer Science 2026-04-02 Xu Cheng , Liang Yao , Feng He , Yukuo Cen , Yufei He , Chenhui Zhang , Wenzheng Feng , Hongyun Cai , Jie Tang

We investigate the integration of Nesterov-type acceleration into primal-dual methods for structured convex optimization. While proximal splitting algorithms efficiently handle composite problems of the form $\min_x f(x)+g(x)+h(Kx)$,…

Optimization and Control · Mathematics 2026-04-13 Laurent Condat , Abdurakhmon Sadiev , Peter Richtárik

The projected gradient descent (PGD) method has shown to be effective in recovering compressed signals described in a data-driven way by a generative model, i.e., a generator which has learned the data distribution. Further reconstruction…

Machine Learning · Computer Science 2021-09-03 Muhammad Fadli Damara , Gregor Kornhardt , Peter Jung

Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…

Machine Learning · Computer Science 2015-02-11 Christopher De Sa , Kunle Olukotun , Christopher Ré

Large scale graph optimization problems arise in many fields. This paper presents an extensible, high performance framework (named OpenGraphGym-MG) that uses deep reinforcement learning and graph embedding to solve large graph optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-25 Weijian Zheng , Dali Wang , Fengguang Song

A new approach in stochastic optimization via the use of stochastic gradient Langevin dynamics (SGLD) algorithms, which is a variant of stochastic gradient decent (SGD) methods, allows us to efficiently approximate global minimizers of…

Portfolio Management · Quantitative Finance 2020-07-06 Sotirios Sabanis , Ying Zhang

In this paper, we study convex optimization methods for computing the trace norm regularized least squares estimate in multivariate linear regression. The so-called factor estimation and selection (FES) method, recently proposed by Yuan et…

Methodology · Statistics 2009-04-07 Zhaosong Lu , Renato D. C. Monteiro , Ming Yuan

There is an increased interest in building data analytics frameworks with advanced algebraic capabilities both in industry and academia. Many of these frameworks, e.g., TensorFlow and BIDMach, implement their compute-intensive primitives in…

Databases · Computer Science 2018-02-27 Yujing Ma , Florin Rusu , Martin Torres

Purpose: Very fast Monte Carlo (MC) simulations of proton transport have been implemented recently on GPUs. However, these usually use simplified models for non-elastic (NE) proton-nucleus interactions. Our primary goal is to build a…

Medical Physics · Physics 2015-06-11 H. Wan Chan Tseung , J. Ma , C. Beltran

The classical simulation of quantum algorithms is a crucial tool for circuit development, testing, and validation. Although acceleration using GPUs significantly reduces simulation time, most high-performance simulators rely on…

New heterogeneous computing paradigms on dedicated hardware with increased parallelization, such as Field Programmable Gate Arrays (FPGAs), offer exciting solutions with large potential gains. The growing applications of machine learning…