Related papers: PCELM: Perturbation-Correction Extreme Learning Ma…
We propose an inexact proximal augmented Lagrangian method (P-ALM) for nonconvex structured optimization problems. The proposed method features an easily implementable rule not only for updating the penalty parameters, but also for…
Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…
Physics-Informed Machine Learning (PIML) offers a powerful paradigm of integrating data with physical laws to address important scientific problems, such as parameter estimation, inferring hidden physics, equation discovery, and state…
Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
This paper studies consensus-based decentralized stochastic optimization for minimizing possibly non-convex expected objectives with convex non-smooth regularizers and nonlinear functional inequality constraints. We reformulate the…
One of the objectives of continual learning is to prevent catastrophic forgetting in learning multiple tasks sequentially, and the existing solutions have been driven by the conceptualization of the plasticity-stability dilemma. However,…
We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…
When function approximation is used, solving the Bellman optimality equation with stability guarantees has remained a major open problem in reinforcement learning for decades. The fundamental difficulty is that the Bellman operator may…
Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…
Selection of the correct convergence angle is essential for achieving the highest resolution imaging in scanning transmission electron microscopy (STEM). Use of poor heuristics, such as Rayleigh's quarter-phase rule, to assess probe quality…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…
This work proposes an efficient batch algorithm for feature selection in reinforcement learning (RL) with theoretical convergence guarantees. To mitigate the estimation bias inherent in conventional regularization schemes, the first…
In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…
Enforcing complex (e.g., nonconvex) operational constraints is a critical challenge in real-world learning and control systems. However, existing methods struggle to efficiently enforce general classes of constraints. To address this, we…
Physics-informed extreme learning machine (PIELM) has recently received significant attention as a rapid version of physics-informed neural network (PINN) for solving partial differential equations (PDEs). The key characteristic is to fix…
The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…
We are delighted to see the recent development of physics-informed extreme learning machine (PIELM) for its higher computational efficiency and accuracy compared to other physics-informed machine learning (PIML) paradigms. Since a…
In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…