相关论文: Online and Bandit Algorithms Beyond $\ell_p$ Norms

This paper studies the concept and the computation of approximately vanishing ideals of a finite set of data points. By data points, we mean that the points contain some uncertainty, which is a key motivation for the approximate treatment.…

We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the…

This article discusses the properties of extremes of degree sequences calculated from network data. We introduce the notion of a normalized degree, in order to permit a comparison of degree sequences between networks with differing numbers…

Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint…

Many real-world data are sequentially collected over time and often exhibit skewed class distributions, resulting in imbalanced data streams. While existing approaches have explored several strategies, such as resampling and reweighting,…

This paper is concerned with convergence of stochastic gradient algorithms with momentum terms in the nonconvex setting. A class of stochastic momentum methods, including stochastic gradient descent, heavy ball, and Nesterov's accelerated…

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

We consider regularized support vector machines (SVMs) and show that they are precisely equivalent to a new robust optimization formulation. We show that this equivalence of robust optimization and regularization has implications for both…

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

A $t$-spanner of a graph $G$ is a subgraph $H$ in which all distances are preserved up to a multiplicative $t$ factor. A classical result of Alth\"ofer et al. is that for every integer $k$ and every graph $G$, there is a $(2k-1)$-spanner of…

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Since the Lipschitz properties of convolutional neural networks (CNNs) are widely considered to be related to adversarial robustness, we theoretically characterize the $\ell_1$ norm and $\ell_\infty$ norm of 2D multi-channel convolutional…

Online Learning to Rank (OLTR) methods optimize ranking models by directly interacting with users, which allows them to be very efficient and responsive. All OLTR methods introduced during the past decade have extended on the original OLTR…

Non-cooperative games serve as a powerful framework for capturing the interactions among self-interested players and have broad applicability in modeling a wide range of practical scenarios, ranging from power management to drug delivery.…

Stochastic saddle point (SSP) problems are, in general, less studied compared to stochastic minimization problems. However, SSP problems emerge from machine learning (adversarial training, e.g., GAN, AUC maximization), statistics (robust…

For a standard convolutional neural network, optimizing over the input pixels to maximize the score of some target class will generally produce a grainy-looking version of the original image. However, Santurkar et al. (2019) demonstrated…

STOchastic Recursive Momentum (STORM)-based algorithms have been widely developed to solve one to $K$-level ($K \geq 3$) stochastic optimization problems. Specifically, they use estimators to mitigate the biased gradient issue and achieve…

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…