相关论文: Unifying Width-Reduced Methods for Quasi-Self-Conc…

We consider the problem of learning the structure of undirected graphical models with bounded treewidth, within the maximum likelihood framework. This is an NP-hard problem and most approaches consider local search techniques. In this…

The article considers minimization of the expectation of convex function. Problems of this type often arise in machine learning and a number of other applications. In practice, stochastic gradient descent (SGD) and similar procedures are…

Several wireless networking problems are often posed as 0-1 mixed optimization problems, which involve binary variables (e.g., selection of access points, channels, and tasks) and continuous variables (e.g., allocation of bandwidth, power,…

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

We provide a quick overview of the class of $\alpha$-weakly-quasi-convex problems and its relationships with other problem classes. We show that the previously known Sequential Subspace Optimization method retains its optimal convergence…

We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of $\ell_\infty$ regression, we achieves an $O(\epsilon^{-4/5})$ iteration complexity, breaking the…

We present new convergence analyses for parallel subspace correction methods for unconstrained semicoercive and nearly semicoercive convex optimization problems, generalizing the theory of singular and nearly singular linear problems to a…

Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function.…

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

We study structured convex optimization problems, with additive objective $r:=p + q$, where $r$ is ($\mu$-strongly) convex, $q$ is $L_q$-smooth and convex, and $p$ is $L_p$-smooth, possibly nonconvex. For such a class of problems, we…

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…

We consider the problem of linear regression where the $\ell_2^n$ norm loss (i.e., the usual least squares loss) is replaced by the $\ell_p^n$ norm. We show how to solve such problems up to machine precision in $O^*(n^{|1/2 - 1/p|})$…

This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

This paper is motivated by recent research in the $d$-dimensional stochastic linear bandit literature, which has revealed an unsettling discrepancy: algorithms like Thompson sampling and Greedy demonstrate promising empirical performance,…

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…