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We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the…

Optimization and Control · Mathematics 2026-05-15 Guanghui Lan , Tianjiao Li , Yangyang Xu

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

This paper considers a type of incremental aggregated gradient (IAG) method for large-scale distributed optimization. The IAG method is well suited for the parameter server architecture as the latter can easily aggregate potentially staled…

Optimization and Control · Mathematics 2023-09-12 Xiaolu Wang , Cheng Jin , Hoi-To Wai , Yuantao Gu

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

Optimization and Control · Mathematics 2018-01-16 Mert Gurbuzbalaban , Asuman Ozdaglar , Pablo Parrilo

In recent years, stochastic variance reduction algorithms have attracted considerable attention for minimizing the average of a large but finite number of loss functions. This paper proposes a novel Riemannian extension of the Euclidean…

Machine Learning · Computer Science 2019-06-03 Hiroyuki Sato , Hiroyuki Kasai , Bamdev Mishra

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

This paper provides a framework to analyze stochastic gradient algorithms in a mean squared error (MSE) sense using the asymptotic normality result of the stochastic gradient descent (SGD) iterates. We perform this analysis by taking the…

Machine Learning · Statistics 2019-10-28 Yakup Ceki Papo

Stochastic variance reduction algorithms have recently become popular for minimizing the average of a large, but finite, number of loss functions. In this paper, we propose a novel Riemannian extension of the Euclidean stochastic variance…

Machine Learning · Computer Science 2017-04-11 Hiroyuki Kasai , Hiroyuki Sato , Bamdev Mishra

Gradient sampling (GS) has proved to be an effective methodology for the minimization of objective functions that may be nonconvex and/or nonsmooth. The most computationally expensive component of a contemporary GS method is the need to…

Optimization and Control · Mathematics 2021-08-10 Frank E. Curtis , Minhan Li

We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…

Pattern Formation and Solitons · Physics 2007-08-20 Tobias Schaefer Richard O. Moore

We study the problem of attributing the prediction of a deep network to its input features, a problem previously studied by several other works. We identify two fundamental axioms---Sensitivity and Implementation Invariance that attribution…

Machine Learning · Computer Science 2017-06-14 Mukund Sundararajan , Ankur Taly , Qiqi Yan

A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…

Robotics · Computer Science 2021-11-23 Pouria Mehrabi , Hamid D. Taghirad

We introduce a novel gradient descent algorithm extending the well-known Gradient Sampling methodology to the class of stratifiably smooth objective functions, which are defined as locally Lipschitz functions that are smooth on some regular…

Computational Geometry · Computer Science 2021-09-06 Jacob Leygonie , Mathieu Carrière , Théo Lacombe , Steve Oudot

Surveys usually suffer from non-response, which decreases the effective sample size. Item non-response is typically handled by means of some form of random imputation if we wish to preserve the distribution of the imputed variable. This…

Methodology · Statistics 2017-08-04 Guillaume Chauvet , Wilfried Do Paco

Lifted probabilistic inference algorithms have been successfully applied to a large number of symmetric graphical models. Unfortunately, the majority of real-world graphical models is asymmetric. This is even the case for relational…

Artificial Intelligence · Computer Science 2014-12-02 Guy Van den Broeck , Mathias Niepert

In this paper, we introduce an inertial version of the Proximal Incremental Aggregated Gradient method (PIAG) for minimizing the sum of smooth convex component functions and a possibly nonsmooth convex regularization function.…

Optimization and Control · Mathematics 2017-12-19 Xiaoya Zhang , Wei Peng , Hui Zhang , Wei Zhu

Stochastic variance-reduced algorithms such as Stochastic Average Gradient (SAG) and SAGA, and their deterministic counterparts like the Incremental Aggregated Gradient (IAG) method, have been extensively studied in large-scale machine…

Machine Learning · Computer Science 2026-05-22 Feng Zhu , Robert W. Heath , Aritra Mitra

We develop new stochastic gradient methods for efficiently solving sparse linear regression in a partial attribute observation setting, where learners are only allowed to observe a fixed number of actively chosen attributes per example at…

Optimization and Control · Mathematics 2018-12-04 Tomoya Murata , Taiji Suzuki

We present a novel algorithm, an adaptive-lag smoother, approximating efficiently, in an online fashion, sequences of expectations under the marginal smoothing distributions in general state-space models. The algorithm evolves recursively a…

Computation · Statistics 2019-10-23 Johan Alenlöv , Jimmy Olsson