相关论文: Persistent Reductions in Regularized Loss Minimiza…

The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

This note demonstrates that, for all compact convex sets, high-precision linear minimization can be performed via a single evaluation of the projection and a scalar-vector multiplication. In consequence, if $\varepsilon$-approximate linear…

One of the central issues of several machine learning applications on real data is the choice of the input features. Ideally, the designer should select only the relevant, non-redundant features to preserve the complete information…

We present a collection of algorithms which utilize dimensional reduction to perform mesh refinement and study possibly singular solutions of time-dependent partial differential equations. The algorithms are inspired by constructions used…

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data,…

We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…

Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…

Neural networks have achieved remarkable success in many cognitive tasks. However, when they are trained sequentially on multiple tasks without access to old data, their performance on early tasks tend to drop significantly. This problem is…

A polyhedral convex set optimization problem is given by a set-valued objective mapping from the $n$-dimensional to the $q$-dimensional Euclidean space whose graph is a convex polyhedron. This problem can be seen as the most elementary…

In monotone submodular function maximization, approximation guarantees based on the curvature of the objective function have been extensively studied in the literature. However, the notion of curvature is often pessimistic, and we rarely…

The constrained minimization (respectively maximization) of directed distances and of related generalized entropies is a fundamental task in information theory as well as in the adjacent fields of statistics, machine learning, artificial…

We study first-order algorithms that are uniformly stable for empirical risk minimization (ERM) problems that are convex and smooth with respect to $p$-norms, $p \geq 1$. We propose a black-box reduction method that, by employing properties…

Submodularity is one of the most well-studied properties of problem classes in combinatorial optimization and many applications of machine learning and data mining, with strong implications for guaranteed optimization. In this thesis, we…

We develop regularization methods to find flat minima while training deep neural networks. These minima generalize better than sharp minima, yielding models outperforming baselines on real-world test data (which may be distributed…

Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…

Satisfaction of the strict saddle property has become a standard assumption in non-convex optimization, and it ensures that many first-order optimization algorithms will almost always escape saddle points. However, functions exist in…

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection…