相关论文: Optimistic Online-to-Batch Conversions for Acceler…

Gradient-based optimization algorithms can be studied from the perspective of limiting ordinary differential equations (ODEs). Motivated by the fact that existing ODEs do not distinguish between two fundamentally different…

Boosting is a fundamental approach in machine learning that enjoys both strong theoretical and practical guarantees. At a high-level, boosting algorithms cleverly aggregate weak learners to generate predictions with arbitrarily high…

In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. We propose a proximally…

Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting…

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…

Nesterov's Accelerated Gradient (NAG) for optimization has better performance than its continuous time limit (noiseless kinetic Langevin) when a finite step-size is employed \citep{shi2021understanding}. This work explores the sampling…

Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…

A significant milestone in modern gradient-based optimization was achieved with the development of Nesterov's accelerated gradient descent (NAG) method. This forward-backward technique has been further advanced with the introduction of its…

Second-order methods for convex optimization outperform first-order methods in terms of theoretical iteration convergence, achieving rates up to $O(k^{-5})$ for highly-smooth functions. However, their practical performance and applications…

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization theory has been widely studied in academia and finds a large variety of applications in industry. The different optimization models in their discrete and/or continuous settings have catered to a rich source of research…

Due to its simplicity and efficiency, the first-order gradient method has been extensively employed in training neural networks. Although the optimization problem of the neural network is non-convex, recent research has proved that the…

The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant of the PBM for smooth objectives, achieving an accelerated…

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…