相关论文: The Structured Abstain Problem and the Lov\'asz Hi…

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…

The Lov\'asz Local Lemma (the LLL for short) is a powerful tool in probabilistic combinatorics that is used to verify the existence of combinatorial objects with desirable properties. Recent years saw the development of various…

Budget feasible mechanisms, recently initiated by Singer (FOCS 2010), extend algorithmic mechanism design problems to a realistic setting with a budget constraint. We consider the problem of designing truthful budget feasible mechanisms for…

In this note, we study the geometric structure of the parameter sets governing continuous embeddings between weighted Bergman-Orlicz spaces. First, for a fixed pair of growth functions, we show that the set of admissible weight exponents…

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Delayed primary outcomes and administratively censored follow-up create a general semiparametric estimation problem: the target causal functional depends on an endpoint observed only for a shrinking subset of units at analysis time, while…

This paper provides versions of classical results from linear algebra, real analysis and convex analysis in a free module of finite rank over the ring $L^0$ of measurable functions on a $\sigma$-finite measure space. We study the question…

We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…

The structure of many real-world optimization problems includes minimization of a nonlinear (or quadratic) functional subject to bound and singly linear constraints (in the form of either equality or bilateral inequality) which are commonly…

Robustness towards adversarial attacks is a vital property for classifiers in several applications such as autonomous driving, medical diagnosis, etc. Also, in such scenarios, where the cost of misclassification is very high, knowing when…

The usual approach to developing and analyzing first-order methods for non-smooth (stochastic or deterministic) convex optimization assumes that the objective function is uniformly Lipschitz continuous with parameter $M_f$. However, in many…

In multiclass classification over $n$ outcomes, the outcomes must be embedded into the reals with dimension at least $n-1$ in order to design a consistent surrogate loss that leads to the "correct" classification, regardless of the data…

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

A central concern in classification is the vulnerability of machine learning models to adversarial attacks. Adversarial training is one of the most popular techniques for training robust classifiers, which involves minimizing an adversarial…

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…

The Lov\'{a}sz Local Lemma is a central tool in probabilistic combinatorics, providing a sufficient condition under which a finite collection of undesirable events with limited dependencies can be simultaneously avoided with positive…

Composite minimization involves a collection of functions which are aggregated in a nonsmooth manner. It covers, as a particular case, smooth approximation of minimax games, minimization of max-type functions, and simple composite…