相关论文: Learning RBM with a DC programming Approach

Stochastic Computing (SC) is a computing paradigm that allows for the low-cost and low-power computation of various arithmetic operations using stochastic bit streams and digital logic. In contrast to conventional representation schemes…

Dataset condensation (DC) methods aim to learn a smaller synthesized dataset with informative data records to accelerate the training of machine learning models. Current distribution matching (DM) based DC methods learn a synthesized…

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

Deep energy-based models (EBMs) are very flexible in distribution parametrization but computationally challenging because of the intractable partition function. They are typically trained via maximum likelihood, using contrastive divergence…

Contrastive representation learning seeks to acquire useful representations by estimating the shared information between multiple views of data. Here, the choice of data augmentation is sensitive to the quality of learned representations:…

In this paper, we propose an optimization-based method for robust phase retrieval problem where the goal is to estimate an unknown signal from a quadratic measurement corrupted by outliers. To enhance the robustness of existing optimization…

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this work, we study the sample average approximation (SAA) of…

Difference-of-Convex Algorithm (DCA) is a well-known nonconvex optimization algorithm for minimizing a nonconvex function that can be expressed as the difference of two convex ones. Many famous existing optimization algorithms, such as SGD…

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

We consider the general problem of minimizing an objective function which is the sum of a convex function (not strictly convex) and absolute values of a subset of variables (or equivalently the l1-norm of the variables). This problem…

We consider a minimization problem of the form $P(\varphi, g, h):$ $$\min\left\{f(x):= \varphi(x) + g(x) - h(x) \colon x \in \mathbb{R}^n\right\},$$ where $\varphi$ is a differentiable function and $g,$ $h$ are convex functions, and…

Contrastive learning is a major studied topic in metric learning. However, sampling effective contrastive pairs remains a challenge due to factors such as limited batch size, imbalanced data distribution, and the risk of overfitting. In…

We propose a novel parameter estimation procedure that works efficiently for conditional random fields (CRF). This algorithm is an extension to the maximum likelihood estimation (MLE), using loss functions defined by Bregman divergences…

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…

Deep Learning (DL) models to analyze source code have shown immense promise during the past few years. More recently, self-supervised pre-training has gained traction for learning generic code representations valuable for many downstream SE…