相关论文: Breaking Locality Accelerates Block Gauss-Seidel

We give a sharp convergence rate for the asynchronous stochastic gradient descent (ASGD) algorithms when the loss function is a perturbed quadratic function based on the stochastic modified equations introduced in [An et al. Stochastic…

Tuning of model-based boosting algorithms relies mainly on the number of iterations, while the step-length is fixed at a predefined value. For complex models with several predictors such as Generalized Additive Models for Location, Scale…

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Localization is an essential task for mobile autonomous robotic systems that want to use pre-existing maps or create new ones in the context of SLAM. Today, many robotic platforms are equipped with high-accuracy 3D LiDAR sensors, which…

Early stopping of iterative algorithms is a widely-used form of regularization in statistics, commonly used in conjunction with boosting and related gradient-type algorithms. Although consistency results have been established in some…

Data-driven modeling plays an increasingly important role in different areas of engineering. For most of existing methods, such as genetic programming (GP), the convergence speed might be too slow for large scale problems with a large…

Sampling-based motion planners (SBMPs) are widely used to compute dynamically feasible robot paths. However, their reliance on uniform sampling often leads to poor efficiency and slow planning in complex environments. We introduce a novel…

We continue the study of Genetic Algorithms (GA) on combinatorial optimization problems where the candidate solutions need to satisfy a balancedness constraint. It has been observed that the reduction of the search space size granted by…

Incremental data mining algorithms process frequent updates to dynamic datasets efficiently by avoiding redundant computation. Existing incremental extension to shared nearest neighbor density based clustering (SNND) algorithm cannot handle…

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

This paper studies the effective convergence of iterative methods for solving convex minimization problems using block Gauss--Seidel algorithms. It investigates whether it is always possible to algorithmically terminate the iteration in…

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multipliers (ADMMs) for convex composite optimization problems. The…

In nonadaptive group testing, the main research objective is to design an efficient algorithm to identify a set of up to $t$ positive elements among $n$ samples with as few tests as possible. Disjunct matrices and separable matrices are two…

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in runtime as it waits for the slowest workers (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness…

Many community detection algorithms are inherently stochastic, leading to variations in their output depending on input parameters and random seeds. This variability makes the results of a single run of these algorithms less reliable.…

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

Historically speaking, it is hard to balance the global and local efficiency of second-order optimization algorithms. For instance, the classical Newton's method possesses excellent local convergence but lacks global guarantees, often…

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…