Publications associées à Stochastic optimization

Violation-aware contextual Bayesian optimization for controller performance optimization with unmodeled constraints

Colin Neil Jones, Bratislav Svetozarevic, Wenjie Xu

We study the problem of performance optimization of closed -loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be effective for improving closed -loop performance by automatically tuning controller gains or re ...

Elsevier Sci Ltd2024

Optimizing Atomic Layer Deposition Processes with Nanowire-Assisted TEM Analysis

Johann Michler, Ivo Utke, Xavier Maeder

Atomic layer deposition (ALD) is one of the premier methods to synthesize ultra-thin materials on complex surfaces. The technique allows for precise control of the thickness down to single atomic layers, while at the same time providing uniform coverage ev ...

Hoboken2024

Improving SAM Requires Rethinking its Optimization Formulation

Volkan Cevher, Kimon Antonakopoulos, Thomas Michaelsen Pethick, Wanyun Xie, Fabian Ricardo Latorre Gomez

This paper rethinks Sharpness-Aware Minimization (SAM), which is originally formulated as a zero-sum game where the weights of a network and a bounded perturbation try to minimize/maximize, respectively, the same differentiable loss. We argue that SAM shou ...

2024

Robust optimization of control parameters for WEC arrays using stochastic methods

Tommaso Vanzan, Edie Miglio

This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximized with respect to the individual control damping and stiffness coefficients ...

MOX Modeling and Scientific Computing2023

End-to-End Learning for Stochastic Optimization: A Bayesian Perspective

Daniel Kuhn, Yves Rychener, Tobias Sutter

We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the insights of this an ...

2023

Byzantine Fault-Tolerance in Federated Local SGD Under 2f-Redundancy

Nirupam Gupta

In this article, we study the problem of Byzantine fault-tolerance in a federated optimization setting, where there is a group of agents communicating with a centralized coordinator. We allow up to

f

Byzantine-faulty agents, which may not follow a prescr ...

Piscataway2023

Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems

Volkan Cevher, Thomas Michaelsen Pethick

This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has recently motivat ...

2022

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

Patrick Thiran, Negar Kiyavash, Saber Salehkaleybar

We study the performance of Stochastic Cubic Regularized Newton (SCRN) on a class of functions satisfying gradient dominance property with

1\le\alpha\le2

which holds in a wide range of applications in machine learning and signal processing. This conditio ...

NeurIPS2022

Faster One-Sample Stochastic Conditional Gradient Method for Composite Convex Minimization

Volkan Cevher, Alp Yurtsever, Maria-Luiza Vladarean

We propose a stochastic conditional gradient method (CGM) for minimizing convex finitesum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or require carefully inc ...

2022

On the Double Descent of Random Features Models Trained with SGD

Volkan Cevher, Fanghui Liu

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/overparameterized regime. In this work, we derive precise non-asymptotic error bounds of RF regression under b ...

2022

Stochastic optimization

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Violation-aware contextual Bayesian optimization for controller performance optimization with unmodeled constraints

Optimizing Atomic Layer Deposition Processes with Nanowire-Assisted TEM Analysis

Improving SAM Requires Rethinking its Optimization Formulation

Robust optimization of control parameters for WEC arrays using stochastic methods

End-to-End Learning for Stochastic Optimization: A Bayesian Perspective

Byzantine Fault-Tolerance in Federated Local SGD Under 2f-Redundancy

Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

Faster One-Sample Stochastic Conditional Gradient Method for Composite Convex Minimization

On the Double Descent of Random Features Models Trained with SGD

Optimizing Atomic Layer Deposition Processes with Nanowire-Assisted TEM Analysis

Robust optimization of control parameters for WEC arrays using stochastic methods

Violation-aware contextual Bayesian optimization for controller performance optimization with unmodeled constraints

Byzantine Fault-Tolerance in Federated Local SGD Under 2f-Redundancy

On the Double Descent of Random Features Models Trained with SGD

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

End-to-End Learning for Stochastic Optimization: A Bayesian Perspective

Improving SAM Requires Rethinking its Optimization Formulation

Faster One-Sample Stochastic Conditional Gradient Method for Composite Convex Minimization

Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems