We study primal-dual type stochastic optimization algorithms with non-uniform sampling. Our main theoretical contribution in this paper is to present a convergence analysis of Stochastic Primal Dual Coordinate (SPDC) Method with arbitrary sampling. Based on this theoretical framework, we propose Optimality Violation-ba…
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Accelerated coordinate descent is widely used in optimization due to its cheap per-iteration cost and scalability to large-scale problems. Up to a primal-dual transformation, it is also the same as accelerated stochastic gradient descent that is one of the central methods used in machine learning. In this paper, we imp…
Classifies gravitational instantons with quadratic volume growth.
We propose a new randomized coordinate descent method for a convex optimization template with broad applications. Our analysis relies on a novel combination of four ideas applied to the primal-dual gap function: smoothing, acceleration, homotopy, and coordinate descent with non-uniform sampling. As a result, our method…
We propose and analyze a new parallel coordinate descent method---`NSync---in which at each iteration a random subset of coordinates is updated, in parallel, allowing for the subsets to be chosen non-uniformly. We derive convergence rates under a strong convexity assumption, and comment on how to assign probabilities t…
Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine classification, LASSO regression, and logistic regression. We consider general CD with …
The paper simplifies complex 2D functions near their critical points.
In this paper we give a complete description of the set of discrete faithful representations SH(M) uniformizing a compact, orientable, hyperbolizable 3-manifold M with incompressible boundary, equipped with the strong topology, with the description given in term of the end invariants of the quotient manifolds. As part …
We prove effective uniformization for nearly round 2-spheres and investigate their stability.
New SGD method uses adaptive sampling to converge faster in non-convex problems.
The paper studies steady solitons with curvature decay and proves their smoothness.
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estim…
In this paper we will use b-groups to construct coordinates for the Teichmüller spaces of 2-orbifolds. The main technical tool is the parametrization of triangle groups, which allows us to compute explicitly formulæ for generators of b-groups uniformizing orbifolds. In this way, we obtain a technique to pass from the a…
The study examines metrics on Riemannian spaces with bounded properties and finds conditions for Lipschitz and uniform bounds.
Stochastic methods with coordinate-wise adaptive stepsize (such as RMSprop and Adam) have been widely used in training deep neural networks. Despite their fast convergence, they can generalize worse than stochastic gradient descent. In this paper, by revisiting the design of Adagrad, we propose to split the network par…
Method selects interpretable circular coordinates from data.
In recent work, we have proven uniform decay bounds for solutions of the wave equation on a Schwarzschild exterior, in particular, the uniform pointwise estimate , which holds throughout the domain of outer communications, where is an advanced Eddington-Finkelstein coordinate, $v_+=\ma…
We impose constraints on the odd coordinates of super Teichmüller space in the uniformization picture for the monodromies around Ramond punctures, thus reducing the overall odd dimension to be compatible with that of the moduli spaces of super Riemann surfaces. Namely, the monodromy of a puncture must be a true parabol…
Study shows how non-uniform scaling affects persistence diagrams.
Concrete distribution properties examined on simplex.
A discrete diffusion model learns denoising, scoring, and bridging in different coordinates.
Sharp inequalities and extremals on compact Riemann surfaces with boundary.
This work investigates the training of conditional random fields (CRFs) via the stochastic dual coordinate ascent (SDCA) algorithm of Shalev-Shwartz and Zhang (2016). SDCA enjoys a linear convergence rate and a strong empirical performance for binary classification problems. However, it has never been used to train CRF…
We consider a generic convex optimization problem associated with regularized empirical risk minimization of linear predictors. The problem structure allows us to reformulate it as a convex-concave saddle point problem. We propose a stochastic primal-dual coordinate (SPDC) method, which alternates between maximizing ov…
New method generates geolocated synthetic populations from real data.
Paper proposes a new method to optimize feature coordinates for better image classification.
Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible remedy is to employ non-uniform importance sampling techniques, which take the stru…
We study the regularity of the solutions of second order boundary value problems on manifolds with boundary and bounded geometry. We first show that the regularity property of a given boundary value problem is equivalent to the uniform regularity of the natural family of associated boundary value …
Study complex deformations of the circle using group cohomology and Virasoro algebra.
The paper proves uniform Temple charts and applies them to null distance metrics.
BCDP enhances privacy by protecting sensitive features more precisely.
In this paper, we propose several improvements on the block-coordinate Frank-Wolfe (BCFW) algorithm from Lacoste-Julien et al. (2013) recently used to optimize the structured support vector machine (SSVM) objective in the context of structured prediction, though it has wider applications. The key intuition behind our i…
Paper analyzes Annealed Langevin Dynamics for multimodal sampling stability.
Identifying parallel sides of a collection of Euclidean polygons yields a flat surface with cone points of angles multiples of 2 pi, naturally a compact Riemann surface but also an algebraic curve, and a hyperbolic surface. In general two different metrics on a surface have no geodesic arcs in common, but in special ca…
ARCO-BO optimizes multi-agent design under heterogeneity, improving efficiency and performance.
In this paper, we first prove a folklore conjecture on a greatest lower bound of the Calabi energy in all Kähler manifold. Similar result in algebriac setting was obtained by S. K. Donaldson. Secondly, we give an upper/lower bound estimate of the K energy in terms of the geodesic distance and the Calabi energy. This is…
Paper analyzes Langevin dynamics for multimodal Gaussian mixtures, controlling errors across dimensions.
Develops a framework for distilling flow models from few steps.
The first eigenvalue of the Laplacian on a unique Hurwitz surface has a sevenfold multiplicity and specific numerical values.
In this paper we study the smooth moduli space of closed Riemann surfaces. This smooth moduli is an infinite cover of the usual moduli space of closed Riemann surfaces, and is identified with the Schottky space of rank The main theorem of the paper is: Closed Riemann surfaces are uniformizable by S…
Interesting theoretical associations have been established by recent papers between the fields of active learning and stochastic convex optimization due to the common role of feedback in sequential querying mechanisms. In this paper, we continue this thread in two parts by exploiting these relations for the first time …
Capacity control, the bias/variance dilemma, and learning unknown functions from data, are all concerned with identifying effective and consistent fits of unknown geometric loci to random data points. A geometric locus is a curve or surface formed by points, all of which possess some uniform property. A geometric locus…
Efficiently implements polar slice sampling for high-dimensional distributions.
The paper analyzes LETF option markets using moneyness scaling to find statistical arbitrage opportunities.
The study proves stability of the positive mass theorem for Kähler manifolds.
This research connects combinatorial Teichmüller space geometry to Weil-Petersson geometry.
For a fundamental solution of Laplace's equation on the -radius -dimensional hypersphere, we compute the azimuthal Fourier coefficients in closed form in two and three dimensions. We also compute the Gegenbauer polynomial expansion for a fundamental solution of Laplace's equation in hyperspherical geometry in geo…
This paper is a sequel of arxiv:1709.09045 and deals with privileged coordinates and nilpotent approximation of Carnot manifolds. By a Carnot manifold it is meant a manifold equipped with a filtration by subbundles of the tangent bundle which is compatible with the Lie bracket of vector fields. In this paper, we single…