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This work studies minimization problems with zero-order noisy oracle information under the assumption that the objective function is highly smooth and possibly satisfies additional properties. We consider two kinds of zero-order projected…

统计理论 · 数学 2023-06-06 Arya Akhavan , Evgenii Chzhen , Massimiliano Pontil , Alexandre B. Tsybakov

We present explicit oracles designed to be used in Grover's algorithm to match investor preferences. Specifically, the oracles select portfolios with returns and standard deviations exceeding and falling below certain thresholds,…

计算金融 · 定量金融 2023-08-28 A. Ege Yilmaz , Stefan Stettler , Thomas Ankenbrand , Urs Rhyner

The graph isomorphism problem is a main problem which has numerous applications in different fields. Thus, finding an efficient and easy to implement method to discriminate non-isomorphic graphs is valuable. In this paper, a new method is…

组合数学 · 数学 2016-11-08 Ameneh Farhadian

Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of \textit{sparsifying} a…

数值分析 · 数学 2023-04-27 Neophytos Charalambides , Alfred O. Hero

The graphical Lasso (GLASSO) is a widely used algorithm for learning high-dimensional undirected Gaussian graphical models (GGM). Given i.i.d. observations from a multivariate normal distribution, GLASSO estimates the precision matrix by…

统计方法学 · 统计学 2026-01-15 Ha Nguyen , Sumanta Basu

A graph-based classification method is proposed for semi-supervised learning in the case of Euclidean data and for classification in the case of graph data. Our manifold learning technique is based on a convex optimization problem involving…

机器学习 · 计算机科学 2019-01-29 Carlos M. Alaíz , Michaël Fanuel , Johan A. K. Suykens

Graph neural networks have achieved state-of-the-art accuracy for graph node classification. However, GNNs are difficult to scale to large graphs, for example frequently encountering out-of-memory errors on even moderate size graphs. Recent…

机器学习 · 计算机科学 2022-10-26 Ziyuan Wang , Feiming Yang , Rui Fan

Graph prediction problems prevail in data analysis and machine learning. The inverse prediction problem, namely to infer input data from given output labels, is of emerging interest in various applications. In this work, we develop…

机器学习 · 统计学 2022-11-22 Chen Xu , Xiuyuan Cheng , Yao Xie

We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…

最优化与控制 · 数学 2019-05-17 Radu Ioan Bot , Axel Böhm

We address the issue of recovering the structure of large sparse directed acyclic graphs from noisy observations of the system. We propose a novel procedure based on a specific formulation of the l1-norm regularized maximum likelihood,…

统计理论 · 数学 2017-10-09 Magali Champion , Victor Picheny , Matthieu Vignes

In this note we propose a new variant of the hybrid variance-reduced proximal gradient method in [7] to solve a common stochastic composite nonconvex optimization problem under standard assumptions. We simply replace the independent…

最优化与控制 · 数学 2020-08-21 Deyi Liu , Lam M. Nguyen , Quoc Tran-Dinh

We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems. Such a hybrid estimator is a convex combination of two existing biased and unbiased estimators and leads to…

最优化与控制 · 数学 2019-05-16 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

Graph Neural Networks (GNNs) have achieved state-of-the-art performance in solving graph classification tasks. However, most GNN architectures aggregate information from all nodes and edges in a graph, regardless of their relevance to the…

机器学习 · 统计学 2024-04-19 Pablo Sanchez-Martin , Kinaan Aamir Khan , Isabel Valera

We propose a desigining method of a flexible sampling operator for graph signals via a difference-of-convex (DC) optimization algorithm. A fundamental challenge in graph signal processing is sampling, especially for graph signals that are…

信号处理 · 电气工程与系统科学 2025-03-03 Keitaro Yamashita , Kazuki Naganuma , Shunsuke Ono

In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…

最优化与控制 · 数学 2015-05-14 Andrei Patrascu , Ion Necoara , Quoc Tran-Dinh

In this paper, we develop new first-order method for composite non-convex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of "`hard"', possibly non-convex part, and "`simple"'…

最优化与控制 · 数学 2017-03-28 Pavel Dvurechensky

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

信息论 · 计算机科学 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

In this note we consider spectral cut-off estimators to solve a statistical linear inverse problem under arbitrary white noise. The truncation level is determined with a recently introduced adaptive method based on the classical discrepancy…

数值分析 · 数学 2022-02-28 Tim Jahn

In this paper, we consider approximate Frank-Wolfe (FW) algorithms to solve convex optimization problems over graph-structured support sets where the linear minimization oracle (LMO) cannot be efficiently obtained in general. We first…

最优化与控制 · 数学 2022-06-20 Baojian Zhou , Yifan Sun

In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works,…

最优化与控制 · 数学 2022-09-13 Aleksandr Beznosikov , Abdurakhmon Sadiev , Alexander Gasnikov