相关论文: Proximal Quasi-Newton for Computationally Intensiv…

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…

This paper introduces the Multiple Greedy Quasi-Newton (MGSR1-SP) method, a novel approach to solving strongly-convex-strongly-concave (SCSC) saddle point problems. Our method enhances the approximation of the squared indefinite Hessian…

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…

The computational complexity of the self-attention mechanism in popular transformer architectures poses significant challenges for training and inference, and becomes the bottleneck for long inputs. Is it possible to significantly reduce…

Fully connected pairwise Conditional Random Fields (Full-CRF) with Gaussian edge weights can achieve superior results compared to sparsely connected CRFs. However, traditional methods for Full-CRFs are too expensive. Previous work develops…

We study the active learning problem of top-$k$ ranking from multi-wise comparisons under the popular multinomial logit model. Our goal is to identify the top-$k$ items with high probability by adaptively querying sets for comparisons and…

In this paper, we consider the composite optimization problems over the Stiefel manifold. A successful method to solve this class of problems is the proximal gradient method proposed by Chen et al. Motivated by the proximal Newton-type…

In this paper, we revisit parameter estimation for multinomial logit (MNL), nested logit (NL), and tree-nested logit (TNL) models through the framework of convex conic optimization. Traditional approaches typically solve the maximum…

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective function is available via a stochastic first-order oracle…

We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature…

In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…

The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…

In this work, we propose a simple yet effective meta-learning algorithm in semi-supervised learning. We notice that most existing consistency-based approaches suffer from overfitting and limited model generalization ability, especially when…

We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…

We study the solution of symmetric positive-definite linear systems by way of families of full- and limited-memory methods. Our contributions are threefold. We first derive new relationships between the conjugate-gradient method (CG) and…

Many real-world applications of reinforcement learning (RL) require making decisions in continuous action environments. In particular, determining the optimal dose level plays a vital role in developing medical treatment regimes. One…

Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…