Publications associées à Analyse convexe

Perturbed Utility Stochastic Traffic Assignment

This paper develops a fast algorithm for computing the equilibrium assignment with the perturbed utility route choice (PURC) model. Without compromise, this allows the significant advantages of the PURC model to be used in large-scale applications. We form ...

Informs2024

Efficient Continual Finite-Sum Minimization

Volkan Cevher, Efstratios Panteleimon Skoulakis, Leello Tadesse Dadi

Given a sequence of functions

f_1,\ldots,f_n

with

f_i:\mathcal{D}\mapsto \mathbb{R}

, finite-sum minimization seeks a point

{x}^\star \in \mathcal{D}

minimizing

\sum_{j=1}^nf_j(x)/n

. In this work, we propose a key twist into the finite-sum minimizat ...

2024

The complexity of quantum support vector machines

Gian Florin Gentinetta, Stefan Woerner

Quantum support vector machines employ quantum circuits to define the kernel function. It has been shown that this approach offers a provable exponential speedup compared to any known classical algorithm for certain data sets. The training of such models c ...

Verein Forderung Open Access Publizierens Quantenwissenschaf2024

Localizing Unsynchronized Sensors With Unknown Sources

Ivan Dokmanic, Dalia Salem Hassan Fahmy El Badawy

We propose a method for sensor array self-localization using a set of sources at unknown locations. The sources produce signals whose times of arrival are registered at the sensors. We look at the general case where neither the emission times of the source ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

Safe Zeroth-Order Convex Optimization Using Quadratic Local Approximations

Giancarlo Ferrari Trecate, Maryam Kamgarpour, Yuning Jiang, Baiwei Guo

We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging towards an optim ...

IEEE2023

Universal and adaptive methods for robust stochastic optimization

Ali Kavis

Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...

EPFL2023

Stochastic distributed learning with gradient quantization and double-variance reduction

Sebastian Urban Stich, Konstantin Mishchenko

We consider distributed optimization over several devices, each sending incremental model updates to a central server. This setting is considered, for instance, in federated learning. Various schemes have been designed to compress the model updates in orde ...

TAYLOR & FRANCIS LTD2022

Learning of Continuous and Piecewise-Linear Functions With Hessian Total-Variation Regularization

Michaël Unser, Shayan Aziznejad, Joaquim Gonçalves Garcia Barreto Campos

We develop a novel 2D functional learning framework that employs a sparsity-promoting regularization based on second-order derivatives. Motivated by the nature of the regularizer, we restrict the search space to the span of piecewise-linear box splines shi ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle

Daniel Kuhn, Jianzhe Zhen, Wolfram Wiesemann

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from within an ambigu ...

2023

Critical Parameters for Scalable Distributed Learning with Large Batches and Asynchronous Updates

Martin Jaggi, Amirkeivan Mohtashami, Sebastian Urban Stich

It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and—in asynchronous implementations—on the gradient staleness. Especially, it has been observed that the spe ...

MICROTOME PUBLISHING2021