arXiv research

New algorithms improve submodular minimization via DC programming.

This paper tackles multi-marginal optimal transport problems using DC programming.

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 optimizes DC pension plan investments using O-U process and loan.

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…

New method uses DC functions for piecewise linear regression.

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…

By exploiting the property that the RBM log-likelihood function is the difference of convex functions, we formulate a stochastic variant of the difference of convex functions (DC) programming to minimize the negative log-likelihood. Interestingly, the traditional contrastive divergence algorithm is a special case of th…

Paper proposes iLPA for solving DC composite optimization problems, with applications to matrix completion with outliers.

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…

Proposes Robust Matrix Factorization with Grouping Effect (GRMF) for better performance and robustness.

Safe sample screening improves RSVM performance without sacrificing accuracy.

This work builds a sensor graph from DC sensors for anomaly detection.

Boosted Difference of Convex Functions Algorithm solves VaR constrained portfolio optimization.

The stringent requirements for low-latency and privacy of the emerging high-stake applications with intelligent devices such as drones and smart vehicles make the cloud computing inapplicable in these scenarios. Instead, edge machine learning becomes increasingly attractive for performing training and inference directl…

This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statistical upper bounds are provided for the Kullback-Leiber divergence and the $\ell_2$ risk between the estimator and the true transition matri…

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…

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 …

DC-Check helps guide ML development by considering data-centric aspects.

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 …

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 …

Investigates risk measures for DC pension decumulation.

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.

We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant extension of the "anchored regression" method formulated and analyzed in [10] f…

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.

S3VDC improves DC methods for scalability, stability, and simplicity.

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.

Classifiers based on sparse representations have recently been shown to provide excellent results in many visual recognition and classification tasks. However, the high cost of computing sparse representations at test time is a major obstacle that limits the applicability of these methods in large-scale problems, or in…

SDF-Bayes finds safe drug combinations safely, balancing optimism and caution.

Neural network discovers exact solutions to QP with linear constraints.

New method uses momentum to converge in DC optimization with small batches.

Paper proposes DC functions for better regularization of inverse problems with theoretical guarantees.

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.

ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.

Denote by $\DC(M)_0$ the identity component of the group of compactly supported $C^\infty$ diffeomorphisms of a connected $C^\infty$ manifold $M$, and by $\HR$ the group of the homeomorphisms of $\R$. We show that if $M$ is a closed manifold which fibers over $S^m$ ($m\geq 2$), then any homomorphism from $\DC(M)_0$ to …

Busemann G-spaces with Finsler metrics

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…

DCA algorithm applied to SVR with RBF kernel for nonconvex optimization.

Unified SVM algorithm for various losses with fast training.

New formulation of MIL using shapelets for better classifier of bags.

Paper optimizes DC pension fund management with VaR and relative performance constraints.

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…

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…

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained economic dispatch problem. Under a linear DC model, locational marginal prices (LM…