OnlineConvexOptimizationinAdversarialMarkovDecisionProcessesAvivRosenberg1YishayMansour12AbstractWeproposeanovelalgorithmfortheadversarialMDPmodelwherethetransitionfunctionisunknowntotheWeconsidero...
NonconvexVarianceReducedOptimizationwithArbitrarySamplingSamuelHorváth1PeterRichtárik123Abstractwherexcorrespondstotheparametersdefiningamodel,fi(x)isthelossofthemodelxassociatedwithdatapointWepr...
MultivariateSubmodularOptimizationRichardSantiago1F.BruceShepherd2AbstractOptimizingsubmodularfunctionsisacentralsubjectinop-erationsresearchandcombinatorialOptimization(Lova´sz,Submodularfunction...
MultiplicativeWeightsUpdateasaDistributedConstrainedOptimizationAlgorithm:ConvergencetoSecond-orderStationaryPointsAlmostAlwaysIoannisPanageas1GeorgiosPiliouras1XiaoWang1Abstracttion).Moreoverbyadd...
LowerBoundsforSmoothNonconvexFinite-SumOptimizationDongruoZhou1QuanquanGu1Abstractoffirst-orderalgorithmsforsolving(1.1),whichhaveac-cessestotheIncrementalFirst-orderOracle(IFO)(AgarwalSmoothfinite...
GameTheoreticOptimizationviaGradient-basedNikaido-IsodaFunctionArvindU.Raghunathan1AnoopCherian1DeveshK.Jha1Abstract(NE).WedenotebySNEthesetofallNEpoints,i.e.,SNE={x(1)holds}.Intheabsenceofconvexit...
Fine-GrainedAnalysisofOptimizationandGeneralizationforOverparameterizedTwo-LayerNeuralNetworksSanjeevArora12SimonS.Du3WeiHu1ZhiyuanLi1RuosongWang3Abstractthatsufficientlypowerfulnets(withvastlymore...
EstimateSequencesforVariance-ReducedStochasticCompositeOptimizationAndreiKulunchakov1JulienMairal1AbstractWhilethefinite-sumsettingisaparticularcaseofexpecta-tion,thedeterministicnatureoftheresulti...
EfficientOptimizationofLoopsandLimitswithRandomizedTelescopingSumsAlexBeatson1RyanP.Adams1Abstractovertime,eachlearningsteprequiresloopingovertimesteps.Morebroadly,inmanyscientificandengineeringWec...
DecentralizedStochasticOptimizationandGossipAlgorithmswithCompressedCommunicationAnastasiaKoloskova1SebastianU.Stich1MartinJaggi1Abstracttionwithneighboringdevices.Thiscoversforinstancetheclassicse...
CautiousRegretMinimization:OnlineOptimizationwithLong-TermBudgetConstraintsNikolaosLiakopoulos12ApostolosDestounis1GeorgiosPaschos1ThrasyvoulosSpyropoulos2PanayotisMertikopoulos3Abstractafunctionof...
CategoricalFeatureCompressionviaSubmodularOptimizationMohammadHosseinBateni1LinChen12HosseinEsfandiari1ThomasFu1VahabS.Mirrokni1AfshinRostamizadeh1Abstractisastandardoccurrence.Forexample,intaskssu...
BayesianOptimizationofCompositeFunctionsRaulAstudillo1PeterI.Frazier12AbstractSokolov,2018);inmaterialsanddrugdesign(Kapetanovic,2008;Frazier&Wang,2016)whenseekingtodesignaWeconsiderOptimizationofc...
BayesianOptimizationMeetsBayesianOptimalStoppingZhongxiangDai1HaibinYu1BryanKianHsiangLow1PatrickJaillet2AbstractSilveretal.,2016).However,amajordifficultyfacedbyMLpractitionersisthechoiceofmodelhy...
AnInvestigationintoNeuralNetOptimizationviaHessianEigenvalueDensityBehroozGhorbani12ShankarKrishnan2YingXiao2Abstractetal.,2016;2017;Yaoetal.,2018).Intheabsenceofsuchconcreteinformationabouttheeige...
AlmostsurelyconstrainedconvexOptimizationOlivierFercoq1AhmetAlacaoglu2IonNecoara3VolkanCevher2AbstractWeseektosatisfythestochasticlinearinclusionconstraintsin(1)almostsurely.Notethatthisgoalisdiffe...
AdaptiveandSafeBayesianOptimizationinHighDimensionsviaOne-DimensionalSubspacesJohannesKirschner1Mojm´ırMutny´1NicoleHiller2RasmusIschebeck2AndreasKrause1Abstract5finalvalueBayesianOptimizationis...
AFrameworkforBayesianOptimizationinEmbeddedSubspacesAlexanderMunteanu1AminNayebi2MatthiasPoloczek32Abstracttheobjectivefunction.Thus,itisnotsurprisingthatex-pandingBOtohigher-dimensionalsearchspace...
WidthProvablyMattersinOptimizationforDeepLinearNeuralNetworksSimonS.Du1WeiHu2Abstractconvergestoglobalminimumunderfurtherassumptionsonbothdataandglobalminimum.TheseresultsrequireWeprovethatforanL-l...
TightRegretBoundsforBayesianOptimizationinOneDimensionJonathanScarlett1Abstract2010),whoconsiderthecumulativeregret:WeconsidertheproblemofBayesianoptimiza-Ttion(BO)inonedimension,underaGaussianproc...