A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Unified analysis of stochastic ADMM variants via SME.
Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed machine learning algorithm, whereby each agent computes over local datasets and e…
Proposes D-LADMM for solving constrained optimization problems.
Novel PP-ADMM and IPP-ADMM algorithms improve differential privacy in distributed machine learning.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns o…
Improved ADMM for convex distributed learning with differential privacy.
Paper presents an ADMM-based approach to efficiently integrate quadratic programming layers into neural networks.
Deep learning aids ADMM-based decoding for binary linear codes.
Paper proposes ADMM algorithms for non-smooth optimization under RDP.
Paper tackles privacy-preserving distributed learning with ADMM.
Unified view connects CoCoA and ADMM for distributed ERM.
Paper develops differentially private methods for estimating precision matrices.
In this paper, we consider the use of structure learning methods for probabilistic graphical models to identify statistical dependencies in high-dimensional physical processes. Such processes are often synthetically characterized using PDEs (partial differential equations) and are observed in a variety of natural pheno…
Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems. However, the best known convergence rate for general convex problems is O(1/T) as opp…
Proposes a method to estimate discrete curvatures for image reconstruction.
Paper introduces differential privacy for sparse classification learning.
A faster ADMM method for nonconvex optimization with improved complexity.
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit …
Proposes COLA, a communication-efficient algorithm for decentralized optimization.
Paper proposes a privacy-preserving DML framework using local randomization and ADMM perturbation.
We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It decouples the nonlinear optimization problem in MLR into three steps that can be solv…
Alternating direction method of multiplier (ADMM) is a popular method used to design distributed versions of a machine learning algorithm, whereby local computations are performed on local data with the output exchanged among neighbors in an iterative fashion. During this iterative process the leakage of data privacy a…
While convergence of the Alternating Direction Method of Multipliers (ADMM) on convex problems is well studied, convergence on nonconvex problems is only partially understood. In this paper, we consider the Gaussian phase retrieval problem, formulated as a linear constrained optimization problem with a biconvex objecti…
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago…
Paper tackles efficient SVM classification over decentralized networks.
Paper tackles distributed linear regression with compositional covariates.
New ADMM algorithm tackles nonconvex constraints from GANs for faster learning.
In this paper, we develop an alternating direction method of multipliers (ADMM) for deep neural networks training with sigmoid-type activation functions (called \textit{sigmoid-ADMM pair}), mainly motivated by the gradient-free nature of ADMM in avoiding the saturation of sigmoid-type activations and the advantages of …
We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers (ADMM) algorithm. Our algorithm applies to a more general class of nonsmooth convex …
The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and SDCA-ADMM that have fast convergence rates and low iteration complexities. However,…
Paper develops privacy-preserving federated learning for nonsmooth objectives.
Paper analyzes multi-attribute data to estimate differences in Gaussian graphical models.
Two-block ADMM outperformed multi-block ADMM in multi-task learning experiments.
Unified algorithm for tensor decomposition supports multiple loss functions and models.
We consider the problem of maximum a posteriori (MAP) inference in discrete graphical models. We present a parallel MAP inference algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction method of multipliers (ADMM). However, unlike the standard ADMM, we use an inexa…
New methods solve saddle point problems without line search.
We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is assumed to follow a vector autoregressive model within segments and a convex estimati…
In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced variance stochastic gradients. Specifically, the first class called the nonconvex stoch…
Memristors have recently received significant attention as ubiquitous device-level components for building a novel generation of computing systems. These devices have many promising features, such as non-volatility, low power consumption, high density, and excellent scalability. The ability to control and modify biasin…
Unified parallel ADMM for high-dimensional regression with combined regularizations.
ADMM algorithm solves nonlinear matrix decompositions efficiently.
Bayesian approach generalizes ADMM for federated learning.
Combines ADMM and VB for federated learning.
Efficient decentralized learning framework reduces communication costs.
Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this perspective to nonsmooth and constrained problems by obtaining differential inclusi…
ADMM solves constrained CASH problems by breaking them into smaller, manageable pieces.
New method speeds up solving machine learning problems by splitting variables randomly.
The alternating direction method of multipliers (ADMM) has been successfully applied to solve structured convex optimization problems due to its superior practical performance. The convergence properties of the 2-block ADMM have been studied extensively in the literature. Specifically, it has been proven that the 2-blo…