相关论文: An Efficient Smoothing Proximal Gradient Algorithm…

Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSProp, Adam, Adadelta, Nadam are based on using gradient updates scaled by square roots of exponential moving…

We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in…

In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…

Spectral clustering is one of the most popular clustering methods. However, the high computational cost due to the involved eigen-decomposition procedure can immediately hinder its applications in large-scale tasks. In this paper we use…

We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…

Convex clustering, a convex relaxation of k-means clustering and hierarchical clustering, has drawn recent attentions since it nicely addresses the instability issue of traditional nonconvex clustering methods. Although its computational…

We consider the problem of learning convex aggregation of models, that is as good as the best convex aggregation, for the binary classification problem. Working in the stream based active learning setting, where the active learner has to…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

We provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both…

Spectral clustering is one of the most prominent clustering approaches. The distance-based similarity is the most widely used method for spectral clustering. However, people have already noticed that this is not suitable for multi-scale…

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. More precisely, we interpret a large class of…