相关论文: A dual Newton based preconditioned proximal point …

Deep Neural Networks have achieved remarkable success relying on the developing high computation capability of GPUs and large-scale datasets with increasing network depth and width in image recognition, object detection and many other…

In this paper, we attempt to compare two distinct branches of research on second-order optimization methods. The first one studies self-concordant functions and barriers, the main assumption being that the third derivative of the objective…

We propose networked exponential families to jointly leverage the information in the topology as well as the attributes (features) of networked data points. Networked exponential families are a flexible probabilistic model for heterogeneous…

The Minimum Dominating Set (MDS) problem is a well-established combinatorial optimization problem with numerous real-world applications. Its NP-hard nature makes it increasingly difficult to obtain exact solutions as the graph size grows.…

Group lasso is a commonly used regularization method in statistical learning in which parameters are eliminated from the model according to predefined groups. However, when the groups overlap, optimizing the group lasso penalized objective…

Matrix completion has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem.…

Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…

Optimizing the fuel cycle cost through the optimization of nuclear reactor core loading patterns involves multiple objectives and constraints, leading to a vast number of candidate solutions that cannot be explicitly solved. To advance the…

Deep neural networks (DNNs) often produce overconfident out-of-distribution predictions, motivating Bayesian uncertainty quantification. The Linearized Laplace Approximation (LLA) achieves this by linearizing the DNN and applying Laplace…

Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point…

Many machine learning techniques sacrifice convenient computational structures to gain estimation robustness and modeling flexibility. However, by exploring the modeling structures, we find these "sacrifices" do not always require more…

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…

In this paper, we propose a globally convergent Newton type method to solve $\ell_0$ regularized sparse optimization problem. In fact, a line search strategy is applied to the Newton method to obtain global convergence. The Jacobian matrix…

Conventional solvers are often computationally expensive for constrained optimization, particularly in large-scale and time-critical problems. While this leads to a growing interest in using neural networks (NNs) as fast optimal solution…

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

As one of the most popular linear subspace learning methods, the Linear Discriminant Analysis (LDA) method has been widely studied in machine learning community and applied to many scientific applications. Traditional LDA minimizes the…