Related papers: Adaptive Threshold-Driven Continuous Greedy Method…
This paper describes a novel algorithmic framework to minimize a finite-sum of functions available over a network of nodes. The proposed framework, that we call~\GTVR, is stochastic and decentralized, and thus is particularly suitable for…
Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…
This paper presents fault-tolerant asynchronous Stochastic Gradient Descent (SGD) algorithms. SGD is widely used for approximating the minimum of a cost function $Q$, as a core part of optimization and learning algorithms. Our algorithms…
SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…
Submodular maximization subject to matroid constraints is a central problem with many applications in machine learning. As algorithms are increasingly used in decision-making over datapoints with sensitive attributes such as gender or race,…
Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are amenable to a constant…
We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -\epsilon$ approximation using $O(\log(1/\epsilon) / \epsilon)$ parallel…
Optimal selection of a subset of items from a given set is a hard problem that requires combinatorial optimization. In this paper, we propose a subset selection algorithm that is trainable with gradient-based methods yet achieves…
The control and sensing of large-scale systems results in combinatorial problems not only for sensor and actuator placement but also for scheduling or observability/controllability. Such combinatorial constraints in system design and…
We consider the problem of maximizing a monotone nondecreasing set function under multiple constraints, where the constraints are also characterized by monotone nondecreasing set functions. We propose two greedy algorithms to solve the…
Orthogonal greedy learning (OGL) is a stepwise learning scheme that starts with selecting a new atom from a specified dictionary via the steepest gradient descent (SGD) and then builds the estimator through orthogonal projection. In this…
Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…
A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…
Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…
Stochastic gradient decent~(SGD) and its variants, including some accelerated variants, have become popular for training in machine learning. However, in all existing SGD and its variants, the sample size in each iteration~(epoch) of…
We examine the minimum entropy coupling problem, where one must find the minimum entropy variable that has a given set of distributions $S = \{p_1, \dots, p_m \}$ as its marginals. Although this problem is NP-Hard, previous works have…
The maximization of submodular functions is an NP-Hard problem for certain subclasses of functions, for which a simple greedy algorithm has been shown to guarantee a solution whose quality is within 1/2 of the optimal. When this algorithm…
Mean field inference in probabilistic models is generally a highly nonconvex problem. Existing optimization methods, e.g., coordinate ascent algorithms, can only generate local optima. In this work we propose provable mean filed methods for…
We study ways to accelerate greedy coordinate descent in theory and in practice, where "accelerate" refers either to $O(1/k^2)$ convergence in theory, in practice, or both. We introduce and study two algorithms: Accelerated Semi-Greedy…
SGD with Momentum (SGDM) is a widely used family of algorithms for large-scale optimization of machine learning problems. Yet, when optimizing generic convex functions, no advantage is known for any SGDM algorithm over plain SGD. Moreover,…