LGJun 9, 2022Code
Learning to generalize Dispatching rules on the Job Shop SchedulingZangir Iklassov, Dmitrii Medvedev, Ruben Solozabal et al.
This paper introduces a Reinforcement Learning approach to better generalize heuristic dispatching rules on the Job-shop Scheduling Problem (JSP). Current models on the JSP do not focus on generalization, although, as we show in this work, this is key to learning better heuristics on the problem. A well-known technique to improve generalization is to learn on increasingly complex instances using Curriculum Learning (CL). However, as many works in the literature indicate, this technique might suffer from catastrophic forgetting when transferring the learned skills between different problem sizes. To address this issue, we introduce a novel Adversarial Curriculum Learning (ACL) strategy, which dynamically adjusts the difficulty level during the learning process to revisit the worst-performing instances. This work also presents a deep learning model to solve the JSP, which is equivariant w.r.t. the job definition and size-agnostic. Conducted experiments on Taillard's and Demirkol's instances show that the presented approach significantly improves the current state-of-the-art models on the JSP. It reduces the average optimality gap from 19.35\% to 10.46\% on Taillard's instances and from 38.43\% to 18.85\% on Demirkol's instances. Our implementation is available online.
AIApr 4, 2023
Regularization of the policy updates for stabilizing Mean Field GamesTalal Algumaei, Ruben Solozabal, Reda Alami et al.
This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents due to the resultant non-stationarity that the many agents introduce. In order to address this issue, Mean Field Games (MFG) rely on the symmetry and homogeneity assumptions to approximate games with very large populations. Recently, deep Reinforcement Learning has been used to scale MFG to games with larger number of states. Current methods rely on smoothing techniques such as averaging the q-values or the updates on the mean-field distribution. This work presents a different approach to stabilize the learning based on proximal updates on the mean-field policy. We name our algorithm Mean Field Proximal Policy Optimization (MF-PPO), and we empirically show the effectiveness of our method in the OpenSpiel framework.
AINov 13, 2023
Reinforcement Learning for Solving Stochastic Vehicle Routing ProblemZangir Iklassov, Ikboljon Sobirov, Ruben Solozabal et al.
This study addresses a gap in the utilization of Reinforcement Learning (RL) and Machine Learning (ML) techniques in solving the Stochastic Vehicle Routing Problem (SVRP) that involves the challenging task of optimizing vehicle routes under uncertain conditions. We propose a novel end-to-end framework that comprehensively addresses the key sources of stochasticity in SVRP and utilizes an RL agent with a simple yet effective architecture and a tailored training method. Through comparative analysis, our proposed model demonstrates superior performance compared to a widely adopted state-of-the-art metaheuristic, achieving a significant 3.43% reduction in travel costs. Furthermore, the model exhibits robustness across diverse SVRP settings, highlighting its adaptability and ability to learn optimal routing strategies in varying environments. The publicly available implementation of our framework serves as a valuable resource for future research endeavors aimed at advancing RL-based solutions for SVRP.
AIJan 29Code
CORE: Collaborative Reasoning via Cross TeachingKshitij Mishra, Mirat Aubakirov, Martin Takac et al.
Large language models exhibit complementary reasoning errors: on the same instance, one model may succeed with a particular decomposition while another fails. We propose Collaborative Reasoning (CORE), a training-time collaboration framework that converts peer success into a learning signal via a cross-teaching protocol. Each problem is solved in two stages: a cold round of independent sampling, followed by a contexted rescue round in which models that failed receive hint extracted from a successful peer. CORE optimizes a combined reward that balances (i) correctness, (ii) a lightweight DPP-inspired diversity term to reduce error overlap, and (iii) an explicit rescue bonus for successful recovery. We evaluate CORE across four standard reasoning datasets GSM8K, MATH, AIME, and GPQA. With only 1,000 training examples, a pair of small open source models (3B+4B) reaches Pass@2 of 99.54% on GSM8K and 92.08% on MATH, compared to 82.50% and 74.82% for single-model training. On harder datasets, the 3B+4B pair reaches Pass@2 of 77.34% on GPQA (trained on 348 examples) and 79.65% on AIME (trained on 792 examples), using a training-time budget of at most 1536 context tokens and 3072 generated tokens. Overall, these results show that training-time collaboration can reliably convert model complementarity into large gains without scaling model size.
LGMar 10, 2022
Robustness Analysis of Classification Using Recurrent Neural Networks with Perturbed Sequential InputGuangyi Liu, Arash Amini, Martin Takac et al.
For a given stable recurrent neural network (RNN) that is trained to perform a classification task using sequential inputs, we quantify explicit robustness bounds as a function of trainable weight matrices. The sequential inputs can be perturbed in various ways, e.g., streaming images can be deformed due to robot motion or imperfect camera lens. Using the notion of the Voronoi diagram and Lipschitz properties of stable RNNs, we provide a thorough analysis and characterize the maximum allowable perturbations while guaranteeing the full accuracy of the classification task. We illustrate and validate our theoretical results using a map dataset with clouds as well as the MNIST dataset.
LGMar 15, 2023
MAHTM: A Multi-Agent Framework for Hierarchical Transactive MicrogridsNicolas Cuadrado, Roberto Gutierrez, Yongli Zhu et al.
Integrating variable renewable energy into the grid has posed challenges to system operators in achieving optimal trade-offs among energy availability, cost affordability, and pollution controllability. This paper proposes a multi-agent reinforcement learning framework for managing energy transactions in microgrids. The framework addresses the challenges above: it seeks to optimize the usage of available resources by minimizing the carbon footprint while benefiting all stakeholders. The proposed architecture consists of three layers of agents, each pursuing different objectives. The first layer, comprised of prosumers and consumers, minimizes the total energy cost. The other two layers control the energy price to decrease the carbon impact while balancing the consumption and production of both renewable and conventional energy. This framework also takes into account fluctuations in energy demand and supply.
LGJun 6, 2022
Learning to Control under Time-Varying EnvironmentYuzhen Han, Ruben Solozabal, Jing Dong et al.
This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems remains a challenging task. At a cost of NP-hard offline planning, prior works have introduced online convex optimization algorithms, although they suffer from nonparametric rate of regret. In this paper, we propose the first computationally tractable online algorithm with regret guarantees that avoids offline planning over the state linear feedback policies. Our algorithm is based on the optimism in the face of uncertainty (OFU) principle in which we optimistically select the best model in a high confidence region. Our algorithm is then more explorative when compared to previous approaches. To overcome non-stationarity, we propose either a restarting strategy (R-OFU) or a sliding window (SW-OFU) strategy. With proper configuration, our algorithm is attains sublinear regret $O(T^{2/3})$. These algorithms utilize data from the current phase for tracking variations on the system dynamics. We corroborate our theoretical findings with numerical experiments, which highlight the effectiveness of our methods. To the best of our knowledge, our study establishes the first model-based online algorithm with regret guarantees under LTV dynamical systems.
47.2LGMay 20
Value-Gradient Hypothesis of RL for LLMsArip Asadulaev, Daniil Ognev, Karim Salta et al.
Reinforcement learning substantially improves pretrained language models, but it remains understudied why critic-free methods such as PPO and GRPO work as well as they do, and when they should provide the largest gains. We develop a value-gradient perspective of critic-free RL for LLM post-training. First, under a differentiable rollout and additive-noise parameterization, we show that the actor update is value-gradient-like in expectation: the backward pass propagates costates whose conditional expectation equals the value gradient. Second, for discrete transformer policies, we show that autodifferentiation through attention produces empirical costates that approximate this value signal, with an error controlled by the sampling gap and policy entropy. These results motivate a decomposition of RL impact into value gradient signal and reachable reward headroom, yielding a criterion for when RL should be most effective along a pretraining trajectory.
LGFeb 2
Zero-Shot Off-Policy LearningArip Asadulaev, Maksim Bobrin, Salem Lahlou et al.
Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function overestimation bias. These issues become even more noticeable in zero-shot reinforcement learning, where an agent trained on reward-free data must adapt to new tasks at test time without additional training. In this work, we address the off-policy problem in a zero-shot setting by discovering a theoretical connection of successor measures to stationary density ratios. Using this insight, our algorithm can infer optimal importance sampling ratios, effectively performing a stationary distribution correction with an optimal policy for any task on the fly. We benchmark our method in motion tracking tasks on SMPL Humanoid, continuous control on ExoRL, and for the long-horizon OGBench tasks. Our technique seamlessly integrates into forward-backward representation frameworks and enables fast-adaptation to new tasks in a training-free regime. More broadly, this work bridges off-policy learning and zero-shot adaptation, offering benefits to both research areas.
LGFeb 25
WaveSSM: Multiscale State-Space Models for Non-stationary Signal AttentionRuben Solozabal, Velibor Bojkovic, Hilal Alquabeh et al.
State-space models (SSMs) have emerged as a powerful foundation for long-range sequence modeling, with the HiPPO framework showing that continuous-time projection operators can be used to derive stable, memory-efficient dynamical systems that encode the past history of the input signal. However, existing projection-based SSMs often rely on polynomial bases with global temporal support, whose inductive biases are poorly matched to signals exhibiting localized or transient structure. In this work, we introduce \emph{WaveSSM}, a collection of SSMs constructed over wavelet frames. Our key observation is that wavelet frames yield a localized support on the temporal dimension, useful for tasks requiring precise localization. Empirically, we show that on equal conditions, \textit{WaveSSM} outperforms orthogonal counterparts as S4 on real-world datasets with transient dynamics, including physiological signals on the PTB-XL dataset and raw audio on Speech Commands.
CVApr 22, 2025Code
MedNNS: Supernet-based Medical Task-Adaptive Neural Network SearchLotfi Abdelkrim Mecharbat, Ibrahim Almakky, Martin Takac et al.
Deep learning (DL) has achieved remarkable progress in the field of medical imaging. However, adapting DL models to medical tasks remains a significant challenge, primarily due to two key factors: (1) architecture selection, as different tasks necessitate specialized model designs, and (2) weight initialization, which directly impacts the convergence speed and final performance of the models. Although transfer learning from ImageNet is a widely adopted strategy, its effectiveness is constrained by the substantial differences between natural and medical images. To address these challenges, we introduce Medical Neural Network Search (MedNNS), the first Neural Network Search framework for medical imaging applications. MedNNS jointly optimizes architecture selection and weight initialization by constructing a meta-space that encodes datasets and models based on how well they perform together. We build this space using a Supernetwork-based approach, expanding the model zoo size by 51x times over previous state-of-the-art (SOTA) methods. Moreover, we introduce rank loss and Fréchet Inception Distance (FID) loss into the construction of the space to capture inter-model and inter-dataset relationships, thereby achieving more accurate alignment in the meta-space. Experimental results across multiple datasets demonstrate that MedNNS significantly outperforms both ImageNet pre-trained DL models and SOTA Neural Architecture Search (NAS) methods, achieving an average accuracy improvement of 1.7% across datasets while converging substantially faster. The code and the processed meta-space is available at https://github.com/BioMedIA-MBZUAI/MedNNS.
LGMar 5, 2024
Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGradSayantan Choudhury, Nazarii Tupitsa, Nicolas Loizou et al.
Adaptive methods are extremely popular in machine learning as they make learning rate tuning less expensive. This paper introduces a novel optimization algorithm named KATE, which presents a scale-invariant adaptation of the well-known AdaGrad algorithm. We prove the scale-invariance of KATE for the case of Generalized Linear Models. Moreover, for general smooth non-convex problems, we establish a convergence rate of $O \left(\frac{\log T}{\sqrt{T}} \right)$ for KATE, matching the best-known ones for AdaGrad and Adam. We also compare KATE to other state-of-the-art adaptive algorithms Adam and AdaGrad in numerical experiments with different problems, including complex machine learning tasks like image classification and text classification on real data. The results indicate that KATE consistently outperforms AdaGrad and matches/surpasses the performance of Adam in all considered scenarios.
MLDec 25, 2023
Efficient Conformal Prediction under Data HeterogeneityVincent Plassier, Nikita Kotelevskii, Aleksandr Rubashevskii et al.
Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often violated in practice. Existing approaches for tackling non-exchangeability lead to methods that are not computable beyond the simplest examples. This work introduces a new efficient approach to CP that produces provably valid confidence sets for fairly general non-exchangeable data distributions. We illustrate the general theory with applications to the challenging setting of federated learning under data heterogeneity between agents. Our method allows constructing provably valid personalized prediction sets for agents in a fully federated way. The effectiveness of the proposed method is demonstrated in a series of experiments on real-world datasets.
LGMay 27, 2025
LoFT: Low-Rank Adaptation That Behaves Like Full Fine-TuningNurbek Tastan, Stefanos Laskaridis, Martin Takac et al.
Large pre-trained models are commonly adapted to downstream tasks using parameter-efficient fine-tuning methods such as Low-Rank Adaptation (LoRA), which injects small trainable low-rank matrices instead of updating all weights. While LoRA dramatically reduces trainable parameters with little overhead, it can still underperform full fine-tuning in accuracy and often converges more slowly. We introduce LoFT, a novel low-rank adaptation method that behaves like full fine-tuning by aligning the optimizer's internal dynamics with those of updating all model weights. LoFT not only learns weight updates in a low-rank subspace (like LoRA) but also properly projects the optimizer's first and second moments (Adam's momentum and variance) into the same subspace, mirroring full-model updates. By aligning the low-rank update itself with the full update, LoFT eliminates the need for tuning extra hyperparameters, e.g., LoRA scaling factor $α$. Empirically, this approach substantially narrows the performance gap between adapter-based tuning and full fine-tuning and consistently outperforms standard LoRA-style methods, all without increasing inference cost.
AIMay 28, 2025
SVRPBench: A Realistic Benchmark for Stochastic Vehicle Routing ProblemAhmed Heakl, Yahia Salaheldin Shaaban, Martin Takac et al.
Robust routing under uncertainty is central to real-world logistics, yet most benchmarks assume static, idealized settings. We present SVRPBench, the first open benchmark to capture high-fidelity stochastic dynamics in vehicle routing at urban scale. Spanning more than 500 instances with up to 1000 customers, it simulates realistic delivery conditions: time-dependent congestion, log-normal delays, probabilistic accidents, and empirically grounded time windows for residential and commercial clients. Our pipeline generates diverse, constraint-rich scenarios, including multi-depot and multi-vehicle setups. Benchmarking reveals that state-of-the-art RL solvers like POMO and AM degrade by over 20% under distributional shift, while classical and metaheuristic methods remain robust. To enable reproducible research, we release the dataset and evaluation suite. SVRPBench challenges the community to design solvers that generalize beyond synthetic assumptions and adapt to real-world uncertainty.
AIFeb 15, 2024
Reinforcement Learning for Solving Stochastic Vehicle Routing Problem with Time WindowsZangir Iklassov, Ikboljon Sobirov, Ruben Solozabal et al.
This paper introduces a reinforcement learning approach to optimize the Stochastic Vehicle Routing Problem with Time Windows (SVRP), focusing on reducing travel costs in goods delivery. We develop a novel SVRP formulation that accounts for uncertain travel costs and demands, alongside specific customer time windows. An attention-based neural network trained through reinforcement learning is employed to minimize routing costs. Our approach addresses a gap in SVRP research, which traditionally relies on heuristic methods, by leveraging machine learning. The model outperforms the Ant-Colony Optimization algorithm, achieving a 1.73% reduction in travel costs. It uniquely integrates external information, demonstrating robustness in diverse environments, making it a valuable benchmark for future SVRP studies and industry application.
CLNov 21, 2025
Your Latent Reasoning is Secretly Policy Improvement OperatorArip Asadulaev, Rayan Banerjee, Fakhri Karray et al.
Recently, small models with latent recursion have obtained promising results on complex reasoning tasks. These results are typically explained by the theory that such recursion increases a networks depth, allowing it to compactly emulate the capacity of larger models. However, the performance of recursively added layers remains behind the capabilities of one pass models with the same feed forward depth. This means that in the looped version, not every recursive step effectively contributes to depth. This raises the question: when and why does latent reasoning improve performance, and when does it result in dead compute? In our work, we analyze the algorithms that latent reasoning provides answer to this question. We show that latent reasoning can be formalized as a classifier free guidance and policy improvement algorithm. Building on these insights, we propose to use a training schemes from reinforcement learning and diffusion methods for latent reasoning models. Using the Tiny Recursive Model as our testbed, we show that with our modifications we can avoid dead compute steps and reduce the total number of forward passes by 18x while maintaining performance. Broadly speaking, we show how a policy improvement perspective on recursive steps can explain model behavior and provide insights for further improvements.
LGOct 14, 2025
Expert or not? assessing data quality in offline reinforcement learningArip Asadulaev, Fakhri Karray, Martin Takac
Offline reinforcement learning (RL) learns exclusively from static datasets, without further interaction with the environment. In practice, such datasets vary widely in quality, often mixing expert, suboptimal, and even random trajectories. The choice of algorithm therefore depends on dataset fidelity. Behavior cloning can suffice on high-quality data, whereas mixed- or low-quality data typically benefits from offline RL methods that stitch useful behavior across trajectories. Yet in the wild it is difficult to assess dataset quality a priori because the data's provenance and skill composition are unknown. We address the problem of estimating offline dataset quality without training an agent. We study a spectrum of proxies from simple cumulative rewards to learned value based estimators, and introduce the Bellman Wasserstein distance (BWD), a value aware optimal transport score that measures how dissimilar a dataset's behavioral policy is from a random reference policy. BWD is computed from a behavioral critic and a state conditional OT formulation, requiring no environment interaction or full policy optimization. Across D4RL MuJoCo tasks, BWD strongly correlates with an oracle performance score that aggregates multiple offline RL algorithms, enabling efficient prediction of how well standard agents will perform on a given dataset. Beyond prediction, integrating BWD as a regularizer during policy optimization explicitly pushes the learned policy away from random behavior and improves returns. These results indicate that value aware, distributional signals such as BWD are practical tools for triaging offline RL datasets and policy optimization.
LGOct 13, 2025
Y-shaped Generative FlowsArip Asadulaev, Semyon Semenov, Abduragim Shtanchaev et al.
Modern continuous-time generative models often induce V-shaped transport: each sample travels independently along nearly straight trajectories from prior to data, overlooking shared structure. We introduce Y-shaped generative flows, which move probability mass together along shared pathways before branching to target-specific endpoints. Our formulation is based on novel velocity-powered objective with a sublinear exponent (between zero and one). this concave dependence rewards joint and fast mass movement. Practically, we instantiate the idea in a scalable neural ODE training objective. On synthetic, image, and biology datasets, Y-flows recover hierarchy-aware structure, improve distributional metrics over strong flow-based baselines, and reach targets with fewer integration steps.
LGFeb 25, 2025
Thinking like a CHEMIST: Combined Heterogeneous Embedding Model Integrating Structure and TokensNikolai Rekut, Alexey Orlov, Klea Ziu et al.
Representing molecular structures effectively in chemistry remains a challenging task. Language models and graph-based models are extensively utilized within this domain, consistently achieving state-of-the-art results across an array of tasks. However, the prevailing practice of representing chemical compounds in the SMILES format - used by most data sets and many language models - presents notable limitations as a training data format. In this study, we present a novel approach that decomposes molecules into substructures and computes descriptor-based representations for these fragments, providing more detailed and chemically relevant input for model training. We use this substructure and descriptor data as input for language model and also propose a bimodal architecture that integrates this language model with graph-based models. As LM we use RoBERTa, Graph Isomorphism Networks (GIN), Graph Convolutional Networks (GCN) and Graphormer as graph ones. Our framework shows notable improvements over traditional methods in various tasks such as Quantitative Structure-Activity Relationship (QSAR) prediction.
LGOct 29, 2024
Enhance Hyperbolic Representation Learning via Second-order PoolingKun Song, Ruben Solozabal, Li hao et al.
Hyperbolic representation learning is well known for its ability to capture hierarchical information. However, the distance between samples from different levels of hierarchical classes can be required large. We reveal that the hyperbolic discriminant objective forces the backbone to capture this hierarchical information, which may inevitably increase the Lipschitz constant of the backbone. This can hinder the full utilization of the backbone's generalization ability. To address this issue, we introduce second-order pooling into hyperbolic representation learning, as it naturally increases the distance between samples without compromising the generalization ability of the input features. In this way, the Lipschitz constant of the backbone does not necessarily need to be large. However, current off-the-shelf low-dimensional bilinear pooling methods cannot be directly employed in hyperbolic representation learning because they inevitably reduce the distance expansion capability. To solve this problem, we propose a kernel approximation regularization, which enables the low-dimensional bilinear features to approximate the kernel function well in low-dimensional space. Finally, we conduct extensive experiments on graph-structured datasets to demonstrate the effectiveness of the proposed method.
LGFeb 5, 2022
Distributed Learning With Sparsified Gradient DifferencesYicheng Chen, Rick S. Blum, Martin Takac et al.
A very large number of communications are typically required to solve distributed learning tasks, and this critically limits scalability and convergence speed in wireless communications applications. In this paper, we devise a Gradient Descent method with Sparsification and Error Correction (GD-SEC) to improve the communications efficiency in a general worker-server architecture. Motivated by a variety of wireless communications learning scenarios, GD-SEC reduces the number of bits per communication from worker to server with no degradation in the order of the convergence rate. This enables larger-scale model learning without sacrificing convergence or accuracy. At each iteration of GD-SEC, instead of directly transmitting the entire gradient vector, each worker computes the difference between its current gradient and a linear combination of its previously transmitted gradients, and then transmits the sparsified gradient difference to the server. A key feature of GD-SEC is that any given component of the gradient difference vector will not be transmitted if its magnitude is not sufficiently large. An error correction technique is used at each worker to compensate for the error resulting from sparsification. We prove that GD-SEC is guaranteed to converge for strongly convex, convex, and nonconvex optimization problems with the same order of convergence rate as GD. Furthermore, if the objective function is strongly convex, GD-SEC has a fast linear convergence rate. Numerical results not only validate the convergence rate of GD-SEC but also explore the communication bit savings it provides. Given a target accuracy, GD-SEC can significantly reduce the communications load compared to the best existing algorithms without slowing down the optimization process.
LGJul 6, 2021
Improving Text-to-Image Synthesis Using Contrastive LearningHui Ye, Xiulong Yang, Martin Takac et al.
The goal of text-to-image synthesis is to generate a visually realistic image that matches a given text description. In practice, the captions annotated by humans for the same image have large variance in terms of contents and the choice of words. The linguistic discrepancy between the captions of the identical image leads to the synthetic images deviating from the ground truth. To address this issue, we propose a contrastive learning approach to improve the quality and enhance the semantic consistency of synthetic images. In the pretraining stage, we utilize the contrastive learning approach to learn the consistent textual representations for the captions corresponding to the same image. Furthermore, in the following stage of GAN training, we employ the contrastive learning method to enhance the consistency between the generated images from the captions related to the same image. We evaluate our approach over two popular text-to-image synthesis models, AttnGAN and DM-GAN, on datasets CUB and COCO, respectively. Experimental results have shown that our approach can effectively improve the quality of synthetic images in terms of three metrics: IS, FID and R-precision. Especially, on the challenging COCO dataset, our approach boosts the FID signifcantly by 29.60% over AttnGAN and by 21.96% over DM-GAN.
LGJul 14, 2018
On the Acceleration of L-BFGS with Second-Order Information and Stochastic BatchesJie Liu, Yu Rong, Martin Takac et al.
This paper proposes a framework of L-BFGS based on the (approximate) second-order information with stochastic batches, as a novel approach to the finite-sum minimization problems. Different from the classical L-BFGS where stochastic batches lead to instability, we use a smooth estimate for the evaluations of the gradient differences while achieving acceleration by well-scaling the initial Hessians. We provide theoretical analyses for both convex and nonconvex cases. In addition, we demonstrate that within the popular applications of least-square and cross-entropy losses, the algorithm admits a simple implementation in the distributed environment. Numerical experiments support the efficiency of our algorithms.
LGDec 16, 2016
Projected Semi-Stochastic Gradient Descent Method with Mini-Batch Scheme under Weak Strong Convexity AssumptionJie Liu, Martin Takac
We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear convergence under weak strong convexity assumption. This requires no strong convexity assumption for minimizing the sum of smooth convex functions subject to a compact polyhedral set, which remains popular across machine learning community. Our PS2GD preserves the low-cost per iteration and high optimization accuracy via stochastic gradient variance-reduced technique, and admits a simple parallel implementation with mini-batches. Moreover, PS2GD is also applicable to dual problem of SVM with hinge loss.
LGNov 7, 2016
CoCoA: A General Framework for Communication-Efficient Distributed OptimizationVirginia Smith, Simone Forte, Chenxin Ma et al.
The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient communication scheme and is applicable to a wide variety of problems in machine learning and signal processing. We extend the framework to cover general non-strongly-convex regularizers, including L1-regularized problems like lasso, sparse logistic regression, and elastic net regularization, and show how earlier work can be derived as a special case. We provide convergence guarantees for the class of convex regularized loss minimization objectives, leveraging a novel approach in handling non-strongly-convex regularizers and non-smooth loss functions. The resulting framework has markedly improved performance over state-of-the-art methods, as we illustrate with an extensive set of experiments on real distributed datasets.
OCAug 11, 2014
Matrix Completion under Interval UncertaintyJakub Marecek, Peter Richtarik, Martin Takac
Matrix completion under interval uncertainty can be cast as matrix completion with element-wise box constraints. We present an efficient alternating-direction parallel coordinate-descent method for the problem. We show that the method outperforms any other known method on a benchmark in image in-painting in terms of signal-to-noise ratio, and that it provides high-quality solutions for an instance of collaborative filtering with 100,198,805 recommendations within 5 minutes.