5 papers
Optimization by Reparametrization: Time-Warped Mirror Flows with Singular Geometry
Cristian Vega, Cesare Molinari, Lorenzo Rosasco +1
Solving data-driven problems requires defining complex models and fitting them to data, neural networks being a motivating example. The fitting procedure can be seen as an optimiza…
Relaxed and inertial nonlinear Forward-Backward algorithm
Juan José Maulén, Fernando Roldán, Cristian Vega
The Nonlinear Forward-Backward (NFB) algorithm, also known as warped resolvent iterations, is a splitting method for finding zeros of sums of monotone operators. In particular case…
Relaxed and Inertial Nonlinear Forward-Backward with Momentum
Fernando Roldán, Cristian Vega
In this article, we study inertial algorithms for numerically solving monotone inclusions involving the sum of a maximally monotone and a cocoercive operator. In particular, we ana…
Optimization Insights into Deep Diagonal Linear Networks
Hippolyte Labarrière, Cesare Molinari, Lorenzo Rosasco +2
Gradient-based methods successfully train highly overparameterized models in practice, even though the associated optimization problems are markedly nonconvex. Understanding the me…
Delayed Feedback in Online Non-Convex Optimization: A Non-Stationary Approach with Applications
Felipe Lara, Cristian Vega
We study non-convex delayed-noise online optimization problems by evaluating dynamic regret in the non-stationary setting when the loss functions are quasar-convex. In particular,…