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Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

Machine Learning · Computer Science 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

As the number of samples and dimensionality of optimization problems related to statistics an machine learning explode, block coordinate descent algorithms have gained popularity since they reduce the original problem to several smaller…

Machine Learning · Computer Science 2016-06-24 Rémi Flamary , Alain Rakotomamonjy , Gilles Gasso

This survey gives an overview over different techniques used for pixel-level semantic segmentation. Metrics and datasets for the evaluation of segmentation algorithms and traditional approaches for segmentation such as unsupervised methods,…

Computer Vision and Pattern Recognition · Computer Science 2016-05-13 Martin Thoma

This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…

Machine Learning · Computer Science 2021-03-31 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck , Bryan Wilder

Computational topology provides a tool, persistent homology, to extract quantitative descriptors from structured objects (images, graphs, point clouds, etc). These descriptors can then be involved in optimization problems, typically as a…

Computational Geometry · Computer Science 2026-03-27 Mathieu Carriere , Yuichi Ike , Théo Lacombe , Naoki Nishikawa

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Machine Learning · Statistics 2017-11-16 Alberto Bietti , Julien Mairal

This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…

Information Theory · Computer Science 2020-10-14 Teng Zhang , Feng Yu

The $k$-means method is an iterative clustering algorithm which associates each observation with one of $k$ clusters. It traditionally employs cluster centers in the same space as the observed data. By relaxing this requirement, it is…

Statistics Theory · Mathematics 2015-04-06 Matthew Thorpe , Florian Theil , Adam M. Johansen , Neil Cade

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

Optimization and Control · Mathematics 2024-03-13 Anastasia Borovykh , Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…

Optimization and Control · Mathematics 2011-12-01 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

We consider the problem of multi-class classification and a stochastic opti- mization approach to it. We derive risk bounds for stochastic mirror descent algorithm and provide examples of set geometries that make the use of the algorithm…

Optimization and Control · Mathematics 2016-12-09 Daria Reshetova

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

The problem of convex optimization is studied. Usually in convex optimization the minimization is over a d-dimensional domain. Very often the convergence rate of an optimization algorithm depends on the dimension d. The algorithms studied…

Machine Learning · Statistics 2015-11-05 Vladimir Temlyakov

Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Carolyn L. Beck , R. Srikant

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

Image co-segmentation is important for its advantage of alleviating the ill-pose nature of image segmentation through exploring the correlation between related images. Many automatic image co-segmentation algorithms have been developed in…

Computer Vision and Pattern Recognition · Computer Science 2019-11-19 Xiabi Liu , Xin Duan

We introduce a version of the cavity method for diluted mean-field spin models that allows the computation of thermodynamic quantities similar to the Franz-Parisi quenched potential in sparse random graph models. This method is developed in…

Disordered Systems and Neural Networks · Physics 2015-05-13 Federico Ricci-Tersenghi , Guilhem Semerjian

We prove in this paper that the expected value of the objective function of the $k$-means++ algorithm for samples converges to population expected value. As $k$-means++, for samples, provides with constant factor approximation for $k$-means…

Machine Learning · Computer Science 2017-02-22 Mieczysław A. Kłopotek