paper-with-me

Papers

Stochastic optimization and sparse statistical recovery: Optimal algorithms for high dimensions

2012-12-01 · NeurIPS 2012 12 · Alekh Agarwal, Sahand Negahban, Martin J. Wainwright

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures, yielding a $\order(\pdim/T)$ convergence rate for strongly convex objectives in $\pdim$ dimensions and $\order(\sqrt{\spindex( \log\pdim)/T})$ convergence rate when the optimum is $\spindex$-sparse. Our algorithm is based on successively solving a series of $\ell_1$-regularized optimization problems using Nesterov's dual averaging algorithm. We establish that the error of our solution after $T$ iterations is at most $\order(\spindex(\log\pdim)/T)$, with natural extensions to approximate sparsity. Our results apply to locally Lipschitz losses including the logistic, exponential, hinge and least-squares losses. By recourse to statistical minimax results, we show that our convergence rates are optimal up to constants. The effectiveness of our approach is also confirmed in numerical simulations where we compare to several baselines on a least-squares regression problem.

📄 PDF Abstract BibTeX

Code (0)

등록된 구현이 없습니다.

Tasks

Stochastic OptimizationVocal Bursts Intensity Prediction

Similar Papers 제목 키워드 기반

Sparse recovery by reduced variance stochastic approximation

2020-06-11 · Anatoli Juditsky, Andrei Kulunchakov, Hlib Tsyntseus

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we devel…

Stochastic Optimization

Stochastic Mirror Descent for Large-Scale Sparse Recovery

2022-10-23 · Sasila Ilandarideva, Yannis Bekri, Anatoli Juditsky, Vianney Perchet

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem …

Stochastic Optimization

Fast Composite Optimization and Statistical Recovery in Federated Learning

2022-07-17 · Yajie Bao, Michael Crawshaw, Shan Luo, Mingrui Liu

As a prevalent distributed learning paradigm, Federated Learning (FL) trains a global model on a massive amount of devices with infrequent communication. This paper investigates a class of composite optimization and stat…

Federated Learning

Phase Transition for Stochastic Block Model with more than $\sqrt{n}$ Communities

2025-09-19 · Alexandra Carpentier, Christophe Giraud, Nicolas Verzelen arxiv

Predictions from statistical physics postulate that recovery of the communities in the Stochastic Block Model (SBM) with a fixed number $K$ of communities is possible in polynomial time above, and only above, the Kesten-…

Sparse and Low-rank Tensor Estimation via Cubic Sketchings

2018-01-29 · Botao Hao, Anru Zhang, Guang Cheng

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradi…

regressionTensor Decomposition