activity
20172023
most citedFaster Least Squares Optimization

14 citations · 41 across the 14 of their papers we have counts for

collaborators

15 papers

cs.LG2023

Globally Optimal Training of Neural Networks with Threshold Activation Functions

Tolga Ergen, Halil Ibrahim Gulluk, Jonathan Lacotte +1

Threshold activation functions are highly preferable in neural networks due to their efficiency in hardware implementations. Moreover, their mode of operation is more interpretable…

math.OC2021★ 6 cited

Newton-LESS: Sparsification without Trade-offs for the Sketched Newton Update

Michał Dereziński, Jonathan Lacotte, Mert Pilanci +1

In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerfu…

math.OC2021★ 1 cited

Adaptive Newton Sketch: Linear-time Optimization with Quadratic Convergence and Effective Hessian Dimensionality

Jonathan Lacotte, Yifei Wang, Mert Pilanci

We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method…

cs.LG2021★ 1 cited

Fast Convex Quadratic Optimization Solvers with Adaptive Sketching-based Preconditioners

Jonathan Lacotte, Mert Pilanci

We consider least-squares problems with quadratic regularization and propose novel sketching-based iterative methods with an adaptive sketch size. The sketch size can be as small a…

cs.IT2020★ 2 cited

Adaptive and Oblivious Randomized Subspace Methods for High-Dimensional Optimization: Sharp Analysis and Lower Bounds

Jonathan Lacotte, Mert Pilanci

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptiv…

cs.LG2020

The Hidden Convex Optimization Landscape of Two-Layer ReLU Neural Networks: an Exact Characterization of the Optimal Solutions

Yifei Wang, Jonathan Lacotte, Mert Pilanci

We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, ch…

cs.LG2020★ 2 cited

Effective Dimension Adaptive Sketching Methods for Faster Regularized Least-Squares Optimization

Jonathan Lacotte, Mert Pilanci

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian…

math.OC2020★ 2 cited

Optimal Randomized First-Order Methods for Least-Squares Problems

Jonathan Lacotte, Mert Pilanci

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-con…

math.OC2020★ 1 cited

Optimal Iterative Sketching with the Subsampled Randomized Hadamard Transform

Jonathan Lacotte, Sifan Liu, Edgar Dobriban +1

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By…

math.NA2019★ 14 cited

Faster Least Squares Optimization

Jonathan Lacotte, Mert Pilanci

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the…

eess.SY2019★ 1 cited

Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk

Margaret P. Chapman, Jonathan P. Lacotte, Kevin M. Smith +4

This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to…

math.OC2019★ 1 cited

High-Dimensional Optimization in Adaptive Random Subspaces

Jonathan Lacotte, Mert Pilanci, Marco Pavone

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adapt…

eess.SY2019

A Risk-Sensitive Finite-Time Reachability Approach for Safety of Stochastic Dynamic Systems

Margaret P. Chapman, Jonathan Lacotte, Aviv Tamar +7

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint…

cs.LG2018★ 10 cited

Risk-Sensitive Generative Adversarial Imitation Learning

Jonathan Lacotte, Mohammad Ghavamzadeh, Yinlam Chow +1

We study risk-sensitive imitation learning where the agent's goal is to perform at least as well as the expert in terms of a risk profile. We first formulate our risk-sensitive imi…

cs.AI2017

Risk-sensitive Inverse Reinforcement Learning via Semi- and Non-Parametric Methods

Sumeet Singh, Jonathan Lacotte, Anirudha Majumdar +1

The literature on Inverse Reinforcement Learning (IRL) typically assumes that humans take actions in order to minimize the expected value of a cost function, i.e., that humans are…