ConditionalgradientmethodsforstochasticallyconstrainedConvexminimizationMaria-LuizaVladarean1AhmetAlacaoglu1Ya-PingHsieh1VolkanCevher1Abstractandoptimalcontrolproblemshavevariableslyinginapossi-bly...
AnAcceleratedDFOAlgorithmforFinite-sumConvexFunctionsYuwenChen1AntonioOrvieto1AurelienLucchi1Abstractlearningandwhichcanbeformulatedas:Derivative-freeoptimization(DFO)hasrecentlyminf(x):=1nfi(x),(1...
ASampleComplexitySeparationbetweenNon-ConvexandConvexMeta-LearningNikunjSaunshi1YiZhang1MikhailKhodak2SanjeevArora13Abstractcomplexityofanunseenbutrelatedtesttask.Althoughthereisalonghistoryofsucce...
OnlineConvexOptimizationinAdversarialMarkovDecisionProcessesAvivRosenberg1YishayMansour12AbstractWeproposeanovelalgorithmfortheadversarialMDPmodelwherethetransitionfunctionisunknowntotheWeconsidero...
Katalyst:BoostingConvexKatyushaforNon-ConvexProblemswithaLargeConditionNumberZaiyiChen12YiXu3HaoyuanHu1TianbaoYang3AbstractwhereeachfiisaL-smoothfunction,andψ(x)isa“sim-ple”closedConvexfunctionw...
First-OrderAlgorithmsConvergeFasterthanO(1/k)onConvexProblemsChing-peiLee1StephenJ.Wright1Abstract(3)reliesonshowingthatItiswellknownthatbothgradientdescentandkstochasticcoordinatedescentachieveagl...
CharacterizationofConvexObjectiveFunctionsandOptimalExpectedConvergenceRatesforSGDMartenvanDijk1LamM.Nguyen2PhuongHaNguyen1DzungT.Phan2AbstractAlgorithm1StochasticGradientDescent(SGD)MethodWestudyS...
AlmostsurelyconstrainedConvexoptimizationOlivierFercoq1AhmetAlacaoglu2IonNecoara3VolkanCevher2AbstractWeseektosatisfythestochasticlinearinclusionconstraintsin(1)almostsurely.Notethatthisgoalisdiffe...
AdaptiveRegretofConvexandSmoothFunctionsLijunZhang1Tie-YanLiu2Zhi-HuaZhou1Abstractreal-worldapplication,wearealsofacinganotherdynamicchallenge—theoptimalsolutionmaychangecontinuously.Weinvestigate...
Orthogonality-PromotingDistanceMetricLearning:ConvexRelaxationandTheoreticalAnalysisPengtaoXie12WeiWu2YichenZhu3EricP.Xing1Abstract1.IntroductionDistancemetriclearning(DML),whichlearnsGivendatapair...
Level-SetMethodsforFinite-SumConstrainedConvexOptimizationQihangLin1RunchaoMa1TianbaoYang2AbstractAsolutionx¯∈Xisε-optimaliff0(x¯)−f∗≤εandε-feasibleifmaxi=1,...,m[fi(x¯)−ri]≤ε.Weconsid...
GraphicalNonConvexOptimizationviaanAdaptiveConvexRelaxationQiangSun1KeanMingTan2HanLiu3TongZhang3AbstractdiagonalmatrixwithdiagonalelementsofΣ∗.Itiswellknownthatthejthandkthvariablesareconditiona...
CRVI:ConvexRelaxationforVariationalInferenceGhazalFazelnia1JohnPaisley1AbstractConvexitiesinvariationalinference(VI)optimizationforconjugatemodelsthatachieveneargloballyoptimalso-Wepresentanewtechn...
ASemismoothNewtonMethodforFast,GenericConvexProgrammingAlnurAli1EricWong1J.ZicoKolter2Abstracti.e.,thespaceofm×mpositivesemidefinitematricesSm+,yieldsasemidefiniteprogram;andtakingKasthesecond-Wei...
ARicherTheoryofConvexConstrainedOptimizationwithReducedProjectionsandImprovedRatesTianbaoYang1QihangLin1LijunZhang2Abstract1.IntroductionThispaperfocusesonConvexconstrainedopti-Inthispaper,weaimats...
“ConvexUntilProvenGuilty”:Dimension-FreeAccelerationofGradientDescentonNon-ConvexFunctionsYairCarmonJohnC.DuchiOliverHinderAaronSidford1AbstractOptimizationbecomesmoredifficultwithoutConvexity,as...
StochasticConvexOptimization:FasterLocalGrowthImpliesFasterGlobalConvergenceYiXu1QihangLin2TianbaoYang1Abstract1.IntroductionInthispaper,anewtheoryisdevelopedforfirst-Inthispaper,weareinterestedins...
Second-OrderKernelOnlineConvexOptimizationwithAdaptiveSketchingDanieleCalandriello1AlessandroLazaric1MichalValko1Abstractminimizetheregret,definedasthedifferencebetweenthelossesofthepredictionsobta...
OptimalAlgorithmsforSmoothandStronglyConvexDistributedOptimizationinNetworksKevinScaman1FrancisBach2Se´bastienBubeck3YinTatLee3LaurentMassoulie´1Abstractnatelocalincrementalimprovementsteps(sucha...