Optimization
Reviews: Legendre Decomposition for Tensors
Main ideas of the submission The manuscript presents an approximation of nonnegative multi-way tensorial data (or high-order probability mass functions) based on structured energy function form that minimizes the Kullback-Leibler divergence. Comparing against other multilinear decomposition methods of nonnegative tensors, the proposal approach operates on multiplicative parameters under convex objective function and converges to a globally optimal solution. It also shows interesting connections with graphical models such as the high-order Boltzmann machines. Two optimization algorithms are developed, based upon gradient and natural gradient, respectively. The experiment shows that under the same number of parameters, the proposed approach yields smaller RMSEs than the other two baseline non-negative tensor decomposition methods.
Reviews: Learning Concave Conditional Likelihood Models for Improved Analysis of Tandem Mass Spectra
The manuscript "Learning Concave Conditional Likelihood Models for Improved Analysis of Tandem Mass Spectra" extends a dynamic Bayesian network approach called DIDEA by introducing a new class of emission distributions. The conditional log-likelihood of those functions remains concave leading to an efficient global optimization method for parameter estimation. This is in stark contrast to the previous variant, for which the best parameter had to be found by grid search. In comparison to other state-of-the-art methods, the new approach outperforms the other methods, while being faster at the same time. Quality Overall the quality of the manuscript is good.
Reviews: The Physical Systems Behind Optimization Algorithms
The paper presents a continuous-time ODE interpretation of four popular optimization algorithms: Gradient descent, proximal gradient descent, coordinate gradient decent and Newton's method. The four algorithms are all interpreted as damped oscillators with different mass and damping coefficients. It is shown that this ODE formulation can be used to derive the (known) convergence rates in a fairly straight forward manner. Further, the ODE formulation allows to analyze convergence in the non-convex case under the PL-condition. An extension to nonsmooth composite optimization is also discussed.
Reviews: Multi-Task Learning as Multi-Objective Optimization
Overall summary of the paper: This paper proposed a multi-task learning algorithm from multi-objective optimization perspective and the authors provided an approximation algorithm, which could accelerate the training process. The authors claim that existing MTL algorithms used linear combinations (uniform weight) of the loss from different tasks, which is hard to achieve the Pareto optimality. Unlike the uniform weight strategy, the authors use the MGDA algorithm to solve the optimal weight, which would increase the performance for all the tasks to achieve the Pareto optimality. Moreover, when solving the sub-problem for shared parameters, the author gave an upper bound of the loss function, and this upper bound optimization only requires one-time back propagation regardless of the number of tasks. The results show that the approximation strategy not only can accelerate the training process but also improve the performance.
Reviews: Inexact trust-region algorithms on Riemannian manifolds
This paper proposed the inexact TR optimization algorithm on manifold, in which the analysis largely follows from the euclidean case [27,28]. They also considered the subsampling variant of their method for finite-sum problems and the empirical performance on PCA and matrix completion problems. It seems to me the convergence analysis follows exactly from the works [27,28] except for some different notation. At least this paper doesn't show what is the technical challenge for the Riemannian case. What are the advantages of using Riemannian optimization method?
Reviews: Diverse Ensemble Evolution: Curriculum Data-Model Marriage
This paper proposes a new technique for training ensembles of predictors for supervised-learning tasks. Their main insight is to train individual members of the ensemble in a manner such that they specialize on different parts of the dataset reducing redundancy amongst members and better utilizing the capacity of the individual members. The hope is that ensembles formed out of such predictors will perform better than traditional ensembling techniques. The proposed technique explicitly enforces diversity in two ways: 1. inter-model diversity which makes individual models (predictors) different from each other and 2. intra-model diversity which makes predictors choose data points which are not all similar to each other so that they don't specialize in a very narrow region of the data distribution. This is posed as a bipartite graph matching problem which aims to find a matching between samples and models by selecting edges such that the smallest sum of edge costs is chosen (this is inverted to a maximization problem by subtracting from the highest constant cost one can have on the edges.) To avoid degenerate assignments another matching constraint is introduced which restricts the size of samples selected by each model as well.
Reviews: Decentralize and Randomize: Faster Algorithm for Wasserstein Barycenters
This paper presents a distributed algorithm for computing Wasserstein barycenters. The basic setup is that each agent in the decentralized system has access to one probability distribution; similar to "gossip" based optimization techniques in the classical case (e.g. It seems this paper missed the closest related work, "Stochastic Wasserstein Barycenters" (Claici et al., ArXiv/ICML), which proposes a nonconvex semidiscrete barycenter optimization algorithm. Certainly any final version of this paper needs to compare to that work carefully. It may also be worth noting that the Wasserstein propagation algorithm in "Convolutional Wasserstein Distances: Efficient Optimal Transportation on Geometric Domains" (2015) could be implemented easily on a network in a similar fashion to what is proposed in this paper; see their Algorithm 4. Like lots of previous work in OT, this technique uses entropic regularization to make transport tractable; they solve the smoothed dual.
Reviews: Provable Variational Inference for Constrained Log-Submodular Models
The authors present an algorithm for approximate inference in exponential family models over the bases of a given matroid. In particular, the authors show how to leverage standard variational methods to yield a provable approximation to the log partition function of certain restricted families. This is of interest as 1) these families can be difficult to handle using standard probabilisitic modeling approaches and 2) previous bounds derived from variational methods do not necessarily come with performance guarantees. General comments: Although the approach herein would be considered variational approximation methods, the term variational inference is more commonly used for a related but different optimization problem. There are lots of other variational approaches that yield provable upper/lower bounds on the partition function.
Reviews: Regret Bounds for Robust Adaptive Control of the Linear Quadratic Regulator
The central element of the paper is a (novel) algorithm that utilizes a convex optimization approach (the so-called System Level Synthesis approach, SLS) for synthesizing LQR controllers using estimated dynamics models. The SLS approach allows for an analysis of how the error in the matrix estimation affects the regret of the LQR controller. Using this controller synthesis, upper bounds on the estimation error of the dynamics matrices as well as upper and lower bounds for the expected loss are provided. The method is compared to existing approaches on a benchmark system. This computational study shows a comparable performance of all methods, with the presented method giving the nicest theoretical guarantees (e.g.
Reviews: Escaping Saddle Points in Constrained Optimization
In this submission, the authors propose an algorithm for nonconvex optimization under convex constraints. The method aims at escaping saddle points and converging to second-order stationary points. The main idea of the submission lies in exploiting the structure of the convex constraint set so as to find an approximate solution to quadratic programs over this set in polynomial time. By combining this oracle with a first-order iteration such as conditional gradient or projected gradient, the authors are able to guarantee that their algorithm will converge towards an (\epsilon,\gamma) -Second-Order Stationary Point (SOSP), i. e. a point at which first and second-order necessary conditions are approximately satisfied, respectively to \epsilon and \gamma tolerances. In addition to addressing a topic of increasing interest in the community of NIPS (escaping saddle points in nonconvex optimization), this submission also touches complexity aspects that are of general interest in theoretical computer science (NP-hardness and approximation algorithms).