Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and statistics. Although deterministic algorithms for DC functions have been extensively studied, stochastic optimization that is more suitable …
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48 results for “DC optimization”
Investigates risk measures for DC pension decumulation.
problem Develop optimal decumulation strategies for DC plan holders.
method Formulates decumulation as a control problem, studies risk measures (expected shortfall, linear shortfall, probability of shortfall).
result Optimal controls for expected reward and expected shortfall are identical to those for expected reward and linear shortfall.
Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro…
This paper tackles multi-marginal optimal transport problems using DC programming.
problem Multi-marginal optimal transport problems in machine learning.
method Promoting structural information in MMOT leads to a DC programming problem.
result Solutions from DC optimization are as qualitative as current methods.
New method uses momentum to converge in DC optimization with small batches.
problem Lack of convergence properties for stochastic difference-of-convex optimization with small batch sizes.
method Introduces momentum to enable convergence under standard assumptions for any batch size.
result Proves convergence of the algorithm under smoothness and bounded variance assumptions.
The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U processq-fin.PM
This paper optimizes DC pension plan investments using O-U process and loan.
problem Optimizing investment strategy for DC pension plans under specific market conditions.
method Dynamic programming and Hamilton-Jacobi-Bellman equation to derive optimal investment strategy.
result Explicit expression for optimal investment strategy derived.
New algorithms improve submodular minimization via DC programming.
problem Minimizing the difference of two submodular functions.
method Introducing variants of the DC algorithm (DCA) and its complete form (CDCA) for DC programs corresponding to DS minimization.
result Our algorithms outperform existing baselines on speech corpus selection and feature selection.
SDF-Bayes finds safe drug combinations safely, balancing optimism and caution.
problem Finding safe drug combinations in clinical trials with multiple drugs and patient heterogeneity.
method SDF-Bayes uses Bayesian statistics to choose the most likely MTD while ensuring safety constraints.
result SDF-Bayes outperforms existing methods in both accuracy and safety for drug combination trials.
Paper optimizes DC pension fund management with VaR and relative performance constraints.
problem Optimizing DC pension fund performance under VaR and relative performance constraints.
method Introduced an auxiliary process to transform the problem into a self-financing problem, combined linearization, Lagrange dual, martingale, and concavification methods.
result Explicit investment strategies obtained for certain penalty and reward functions.
An inexact LPA for DC composite optimization and application to matrix completions with outliersmath.OC
Paper proposes iLPA for solving DC composite optimization problems, with applications to matrix completion with outliers.
problem Solving nonconvex and nonsmooth DC composite optimization problems.
method Inexact linearized proximal algorithm (iLPA) for DC composite optimization problems.
result The iLPA achieves local R-linear convergence rate under the Kurdyka-Łöjasiewicz property.
Joint blind source separation (J-BSS) is an emerging data-driven technique for multi-set data-fusion. In this paper, J-BSS is addressed from a tensorial perspective. We show how, by using second-order multi-set statistics in J-BSS, a specific double coupled canonical polyadic decomposition (DC-CPD) problem can be formu…
ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.
problem Efficiently optimizing expensive, gradient-free objectives in computational statistics and machine learning.
method Combines active learning, multi-armed bandits, and distributed asynchronous computing.
result Achieves lower simple regret and superior performance in various tasks compared to non-ALMAB baselines.
Paper proposes DC functions for better regularization of inverse problems with theoretical guarantees.
problem Improving regularization for ill-posed inverse problems.
method Introduces difference-of-convex (DC) functions and uses them with optimization algorithms like DCA and PSM.
result DC functions yield improved performance and theoretical guarantees compared to weakly convex functions.
Investment strategy for DC pension plan with inflation risk and tail VaR constraint.
problem Maximizing terminal wealth for pension member with tail VaR constraint.
method Lagrange method and quantile optimization techniques.
result Optimal investment strategy and output in closed-form derived.
DCA algorithm applied to SVR with RBF kernel for nonconvex optimization.
problem Nonconvex optimization of SVR with Gaussian RBF kernel.
method DC algorithm with analytical DC decomposition of SVR objective.
result Convergence properties of DCA on RBF-SVR can be assessed through .
We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the difference of convex (DC) programming, and enjoys both strong computational and statist…
New method uses DC functions for piecewise linear regression.
problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.
Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually ignore the diversity of the recommendation results, thus usually results in unsa…
This work builds a sensor graph from DC sensors for anomaly detection.
problem Anomaly detection in data centers with complex sensor relationships.
method Data-driven pipeline (ts2graph) to build a sensor graph from sensor time series.
result Graph neural network (GNN) outperforms existing methods by 2-3 times in anomaly detection.
Integrating Multi-Armed Bandit, Active Learning, and Distributed Computing for Scalable Optimizationstat.CO
Unified framework for scalable black-box optimization.
problem Expensive black-box evaluations in scientific and engineering domains.
method Integrates active learning, multi-armed bandits, and distributed computing.
result Consistently outperforms state-of-the-art black-box optimizers.
DC-NAS improves neural architecture search by clustering and evaluating sub-networks.
problem Inaccurate evaluation of neural architectures in large search spaces.
method Divide-and-Conquer approach: feature representation, clustering, and evaluation of clusters.
result Achieved 75.1% top-1 accuracy on ImageNet, surpassing state-of-the-art methods.
A new algorithm solves signed Fréchet regression on manifolds with bounded curvature.
problem Signed Fréchet regression on Riemannian manifolds with bounded curvature.
method Proximal DC algorithm (FRIDA) for computing signed Fréchet regression fits.
result Existence and interiority of minimizers, strong convexity of proximal subproblems, and convergence to stationary points.
This paper reports applications of Difference of Convex functions (DC) programming to Learning from Demonstrations (LfD) and Reinforcement Learning (RL) with expert data. This is made possible because the norm of the Optimal Bellman Residual (OBR), which is at the heart of many RL and LfD algorithms, is DC. Improvement…
DC Calculusmath.DG
In this paper, we extend the DC Calculus introduced by Perelman on finite dimensional Alexandrov spaces with curvature bounded below. Among other things, our results allow us to define the Hessian and the Laplacian of DC functions (including distance functions as a particular instance) as a measure-valued tensor and a …
We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal Newton algorithm that is able to deal with such a situation. The algorithm consi…
DC-Check: A Data-Centric AI checklist to guide the development of reliable machine learning systemscs.LG
DC-Check helps guide ML development by considering data-centric aspects.
problem Lack of standardized framework for data-centric considerations in ML.
method DC-Check is a checklist-style framework for data-centric AI at ML pipeline stages.
result Promotes thoughtfulness and transparency in ML development.
When will a server fail catastrophically in an industrial datacenter? Is it possible to forecast these failures so preventive actions can be taken to increase the reliability of a datacenter? To answer these questions, we have studied what are probably the largest, publicly available datacenter traces, containing more …
: A Divide-and-conquer Algorithm for Large-scale Kernel Learning with Application to Clusteringcs.LG
Divide-and-conquer is a general strategy to deal with large scale problems. It is typically applied to generate ensemble instances, which potentially limits the problem size it can handle. Additionally, the data are often divided by random sampling which may be suboptimal. To address these concerns, we propose the $DC^…
X-DC improves speech separation by making DNNs more interpretable.
problem Black-box nature of DNNs in speech separation tasks.
method Introduces X-DC, a DNN architecture that interprets as spectrogram template fitting followed by Wiener filtering.
result X-DC achieves comparable speech separation performance to DC but with enhanced interpretability.
A new nonparametric approach for system identification has been recently proposed where the impulse response is modeled as the realization of a zero-mean Gaussian process whose covariance (kernel) has to be estimated from data. In this scheme, quality of the estimates crucially depends on the parametrization of the cov…
This paper tackles noise in raw datasets to improve representation learning efficiency.
problem Noise in real-world datasets degrades representation learning quality.
method Proposes denoising Cosine-Similarity (dCS) loss to learn robust representations.
result Empirical results show the dCS loss outperforms baseline objective functions.
New method estimates optimal dose intervals for personalized treatment.
problem Learning optimal dose intervals from observational data.
method Probability dose interval (PDI) method using DC algorithm.
result Consistent policy with risk converging to best-in-class at root-n rate.
S3VDC improves DC methods for scalability, stability, and simplicity.
problem Poor scalability, instability, and lack of simplicity in DC methods.
method Four algorithmic improvements: initial -training, periodic -annealing, mini-batch GMM initialization, and inverse min-max transform. S3VDC incorporates all improvements.
result S3VDC outperforms state-of-the-art methods on benchmark and industrial datasets.
Data parallelism has become the de facto standard for training Deep Neural Network on multiple processing units. In this work we propose DC-S3GD, a decentralized (without Parameter Server) stale-synchronous version of the Delay-Compensated Asynchronous Stochastic Gradient Descent (DC-ASGD) algorithm. In our approach, w…
The paper proposes a new method to predict VaR using DCS and generalized distributions.
problem Improving VaR prediction models in financial risk management.
method Dynamic Conditional Score (DCS) model combined with generalized distributions (GD).
result The proposed model outperforms traditional models in high-risk VaR prediction.
FGTSVA improves Thompson Sampling for contextual bandits with optimal variance-aware regret.
problem Optimizing regret bounds for Thompson Sampling in contextual bandits.
method Developed FGTSVA, a variance-aware Thompson Sampling algorithm for contextual bandits with a new decoupling coefficient.
result Achieved optimal regret bound of .
Paper solves high-order portfolio optimization with cardinality constraint.
problem Solving non-convex cardinality constrained high-order portfolio optimization.
method Transformed cardinality constraint into penalty term, proposed pDCA, pDCAe, and SCA algorithms.
result Proposed algorithms achieve high utility and sparse solutions efficiently.
The Data Clustering (DC) problem is of central importance for the area of Machine Learning (ML), given its usefulness to represent data structural similarities from input spaces. Differently from Supervised Machine Learning (SML), which relies on the theoretical frameworks of the Statistical Learning Theory (SLT) and t…
pAElla detects malware in DCs/SCs with high accuracy.
problem Real-time malware detection in high-resolution data centers.
method AI-powered edge computing with IoT-based monitoring and Power Spectral Density.
result pAElla achieves F1-score close to 1 with low false alarm and malware miss rates.
The Thresholding Bandit Problem (TBP) aims to find the set of arms with mean rewards greater than a given threshold. We consider a new setting of TBP, where in addition to pulling arms, one can also \emph{duel} two arms and get the arm with a greater mean. In our motivating application from crowdsourcing, dueling two a…
Optimal withdrawal strategy for DC pension plans maximizes total withdrawals while managing risk.
problem Maximizing withdrawals from DC pension plans while managing risk.
method Optimal stochastic control approach with constraints on withdrawal and asset allocation.
result Optimal strategy yields higher average withdrawals with minimal increase in risk.
In this paper, we study a family of non-convex and possibly non-smooth inf-projection minimization problems, where the target objective function is equal to minimization of a joint function over another variable. This problem include difference of convex (DC) functions and a family of bi-convex functions as special cas…
Denote by $\DC(M)_0$ the identity component of the group of compactly supported diffeomorphisms of a connected manifold , and by $\HR$ the group of the homeomorphisms of . We show that if is a closed manifold which fibers over (), then any homomorphism from $\DC(M)_0$ to …
Busemann G-spaces with Finsler metrics
problem Admitting a differentiable DC atlas with a continuous Finsler metric
method Comparison geometry
result Generalizes previous work on G-spaces with Riemannian curvature bounds
Dynamic Classifier Selection (DCS) techniques have difficulty in selecting the most competent classifier in a pool, even when its presence is assured. Since the DCS techniques rely only on local data to estimate a classifier's competence, the manner in which the pool is generated could affect the choice of the best cla…
Unified SVM algorithm for various losses with fast training.
problem Training SVM models with different convex or nonconvex losses.
method Introducing LS-DC loss, proposing DCA-based UniSVM algorithm.
result Unified algorithm solves SVM models with any convex or nonconvex LS-DC loss efficiently.
Group-Lasso (gLasso) identifies important explanatory factors in predicting the response variable by considering the grouping structure over input variables. However, most existing algorithms for gLasso are not scalable to deal with large-scale datasets, which are becoming a norm in many applications. In this paper, we…
We consider the problem of decomposing a multivariate polynomial as the difference of two convex polynomials. We introduce algebraic techniques which reduce this task to linear, second order cone, and semidefinite programming. This allows us to optimize over subsets of valid difference of convex decompositions (dcds) a…