相关论文: GBM-based Bregman Proximal Algorithms for Constrai…

The incremental aggregated gradient algorithm is popular in network optimization and machine learning research. However, the current convergence results require the objective function to be strongly convex. And the existing convergence…

Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

We consider the problem of minimizing the sum of two convex functions: one is differentiable and relatively smooth with respect to a reference convex function, and the other can be nondifferentiable but simple to optimize. We investigate a…

In the past few years powerful generalizations to the Euclidean k-means problem have been made, such as Bregman clustering [7], co-clustering (i.e., simultaneous clustering of rows and columns of an input matrix) [9,18], and tensor…

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Leveraging sparse networks to connect successive layers in deep neural networks has recently been shown to provide benefits to large-scale state-of-the-art models. However, network connectivity also plays a significant role in the learning…

Stochastic gradient methods (SGMs) have been widely used for solving stochastic optimization problems. A majority of existing works assume no constraints or easy-to-project constraints. In this paper, we consider convex stochastic…

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Focus of this work is solving a non-smooth constraint minimization problem by a primal-dual splitting algorithm involving proximity operators. The problem is penalized by the Bregman divergence associated with the non-smooth total variation…

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

We present Gradient Boosting Reinforcement Learning (GBRL), a framework that adapts the strengths of gradient boosting trees (GBT) to reinforcement learning (RL) tasks. While neural networks (NNs) have become the de facto choice for RL,…

In this paper, we explore a specific optimization problem that involves the combination of a differentiable nonconvex function and a nondifferentiable function. The differentiable component lacks a global Lipschitz continuous gradient,…

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

Restricted Boltzmann Machines (RBMs) offer a versatile architecture for unsupervised machine learning that can in principle approximate any target probability distribution with arbitrary accuracy. However, the RBM model is usually not…

In practice, many machine learning (ML) problems come with constraints, and their applied domains involve distributed sensitive data that cannot be shared with others, e.g., in healthcare. Collaborative learning in such practical scenarios…

Most non-convex optimization theory is built around gradient dynamics, leaving global convergence largely unexplored. The dominant paradigm focuses on stationarity, certifying only that the gradient norm vanishes, which is often a weak…