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Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond

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Online machine learning

In computer science, online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update the best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once. Online learning is a common technique used in areas of machine learning where it is computationally infeasible to train over the entire dataset, requiring the need of out-of-core algorithms.

Uniform convergence

In the mathematical field of analysis, uniform convergence is a mode of convergence of functions stronger than pointwise convergence. A sequence of functions converges uniformly to a limiting function on a set as the function domain if, given any arbitrarily small positive number , a number can be found such that each of the functions differs from by no more than at every point in .

Lagrange multiplier

In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equation constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied.

Counting problem (complexity)

In computational complexity theory and computability theory, a counting problem is a type of computational problem. If R is a search problem then is the corresponding counting function and denotes the corresponding decision problem. Note that cR is a search problem while #R is a decision problem, however cR can be C Cook-reduced to #R (for appropriate C) using a binary search (the reason #R is defined the way it is, rather than being the graph of cR, is to make this binary search possible).

Deep reinforcement learning

Deep reinforcement learning (deep RL) is a subfield of machine learning that combines reinforcement learning (RL) and deep learning. RL considers the problem of a computational agent learning to make decisions by trial and error. Deep RL incorporates deep learning into the solution, allowing agents to make decisions from unstructured input data without manual engineering of the state space. Deep RL algorithms are able to take in very large inputs (e.g.

Stochastic optimization

Stochastic optimization (SO) methods are optimization methods that generate and use random variables. For stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involves random objective functions or random constraints. Stochastic optimization methods also include methods with random iterates. Some stochastic optimization methods use random iterates to solve stochastic problems, combining both meanings of stochastic optimization.

Universal property

In mathematics, more specifically in , a universal property is a property that characterizes up to an isomorphism the result of some constructions. Thus, universal properties can be used for defining some objects independently from the method chosen for constructing them. For example, the definitions of the integers from the natural numbers, of the rational numbers from the integers, of the real numbers from the rational numbers, and of polynomial rings from the field of their coefficients can all be done in terms of universal properties.

Word problem for groups

In mathematics, especially in the area of abstract algebra known as combinatorial group theory, the word problem for a finitely generated group G is the algorithmic problem of deciding whether two words in the generators represent the same element. More precisely, if A is a finite set of generators for G then the word problem is the membership problem for the formal language of all words in A and a formal set of inverses that map to the identity under the natural map from the free monoid with involution on A to the group G.

Direct sum

The direct sum is an operation between structures in abstract algebra, a branch of mathematics. It is defined differently, but analogously, for different kinds of structures. To see how the direct sum is used in abstract algebra, consider a more elementary kind of structure, the abelian group. The direct sum of two abelian groups and is another abelian group consisting of the ordered pairs where and . To add ordered pairs, we define the sum to be ; in other words addition is defined coordinate-wise.

Borůvka's algorithm

Borůvka's algorithm is a greedy algorithm for finding a minimum spanning tree in a graph, or a minimum spanning forest in the case of a graph that is not connected. It was first published in 1926 by Otakar Borůvka as a method of constructing an efficient electricity network for Moravia. The algorithm was rediscovered by Choquet in 1938; again by Florek, Łukasiewicz, Perkal, Steinhaus, and Zubrzycki in 1951; and again by Georges Sollin in 1965. This algorithm is frequently called Sollin's algorithm, especially in the parallel computing literature.