相关论文: Optimizing Bivariate Partial Information Decomposi…

This study addresses some algorithms for solving structured unconstrained convex optimiza- tion problems using first-order information where the underlying function includes high-dimensional data. The primary aim is to develop an…

The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…

Gradient-based hyperparameter optimization (HPO) have emerged recently, leveraging bilevel programming techniques to optimize hyperparameter by estimating hypergradient w.r.t. validation loss. Nevertheless, previous theoretical works mainly…

We present a rotation-equivariant unsupervised learning framework for the sparse deconvolution of non-negative scalar fields defined on the unit sphere. Spherical signals with multiple peaks naturally arise in Diffusion MRI (dMRI), where…

In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…

We search for the best fit in Frobenius norm of $A \in {\mathbb C}^{m \times n}$ by a matrix product $B C^*$, where $B \in {\mathbb C}^{m \times r}$ and $C \in {\mathbb C}^{n \times r}$, $r \le m$ so $B = \{b_{ij}\}$, ($i=1, \dots, m$,~…

We analyze the convergence rates of stochastic gradient algorithms for smooth finite-sum minimax optimization and show that, for many such algorithms, sampling the data points without replacement leads to faster convergence compared to…

We show that Covariance Intersection (CI) is optimal amongst all conservative unbiased linear fusion rules also in the general case of information fusion of two unbiased partial state estimates, significantly generalizing the known…

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Dual decomposition has been successfully employed in a variety of distributed convex optimization problems solved by a network of computing and communicating nodes. Often, when the cost function is separable but the constraints are coupled,…

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient estimators for such problems is challenging due to the…

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

We consider stochastic convex optimization with a strongly convex (but not necessarily smooth) objective. We give an algorithm which performs only gradient updates with optimal rate of convergence.

The partial information decomposition (PID) is perhaps the leading proposal for resolving information shared between a set of sources and a target into redundant, synergistic, and unique constituents. Unfortunately, the PID framework has…

In this paper we consider stochastic weakly convex composite problems, however without the existence of a stochastic subgradient oracle. We present a derivative free algorithm that uses a two point approximation for computing a gradient…

In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For such algorithms, we establish sub-Gaussian confidence bounds…

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…