相关论文: Certificate-Guided Pruning for Stochastic Lipschit…

In the certification problem, the algorithm is given a function $f$ with certificate complexity $k$ and an input $x^\star$, and the goal is to find a certificate of size $\le \text{poly}(k)$ for $f$'s value at $x^\star$. This problem is in…

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

We study the problem of black-box optimization of a noisy function in the presence of low-cost approximations or fidelities, which is motivated by problems like hyper-parameter tuning. In hyper-parameter tuning evaluating the black-box…

Gaussian process (GP) surrogate modeling for large computer experiments is limited by cubic runtimes, especially with data from stochastic simulations with input-dependent noise. A popular workaround to reduce computational complexity…

We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…

This paper considers decentralized nonsmooth nonconvex optimization problem with Lipschitz continuous local functions. We propose an efficient stochastic first-order method with client sampling, achieving the $(\delta,\epsilon)$-Goldstein…

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

This paper tackles the problem of discretizing accelerated optimization flows while retaining their convergence properties. Inspired by the success of resource-aware control in developing efficient closed-loop feedback implementations on…

We consider selective classification with abstention in the fixed-pool (or transductive) setting, where the unlabeled pool is given beforehand and only a subset of points can be queried for labels. Our main insight is to view selective…

The classical analysis of Stochastic Gradient Descent (SGD) with polynomially decaying stepsize $\eta_t = \eta/\sqrt{t}$ relies on well-tuned $\eta$ depending on problem parameters such as Lipschitz smoothness constant, which is often…

Automating the calibration of the parameters of a control policy by means of global optimization requires quantifying a closed-loop performance function. As this can be impractical in many situations, in this paper we suggest a…

Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…

Current long-tailed semi-supervised learning methods assume that labeled data exhibit a long-tailed distribution, and unlabeled data adhere to a typical predefined distribution (i.e., long-tailed, uniform, or inverse long-tailed). However,…

We propose a method for learning constraints represented as Gaussian processes (GPs) from locally-optimal demonstrations. Our approach uses the Karush-Kuhn-Tucker (KKT) optimality conditions to determine where on the demonstrations the…

Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…

In the past several years, the last-iterate convergence of the Stochastic Gradient Descent (SGD) algorithm has triggered people's interest due to its good performance in practice but lack of theoretical understanding. For Lipschitz convex…

In numerous applications across all science and engineering areas, there are optimization problems where both the objective function and the constraints have no closed-form expression or are too complex to be managed analytically, that they…

Stochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse…

A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…