arXiv Machine Learning By Kuangyu Ding, Kim-Chuan Toh

Establishing Boundary KKT Convergence of Mirror Descent through Reparameterization

Read the original on arXiv Machine Learning →

arXiv:2608. 07248v1 Announce Type: cross Abstract: We prove that mirror descent converges to a KKT point for the nonconvex problem without excluding boundary limits.

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arXiv Machine Learning
Aug 4

Non-KKT Accumulation in Entropic Mirror Descent

arXiv:2608. 01658v1 Announce Type: cross Abstract: For mirror descent generated by a Legendre kernel, perhaps one of the most basic question in optimization is this: must every accumulation point of a bounded mirror descent sequence be Karush--Kuhn--Tucker (KKT) stationary under proper stepsizes?

By Kuangyu Ding, Kim-Chuan Toh
arXiv Statistics ML
Sep 17

Fenchel-Young Duality Gaps: Certified Early Stopping for Regularized Inverse Problems

The paper introduces computable error bounds and a certified early‑stopping criterion for regularized inverse problems by exploiting an exact Fenchel–Young duality‑gap identity. The total duality gap splits into a data‑fidelity loss and a regularizer loss, both expressed as Fenchel–Young losses that are oracle‑free and vanish exactly at Mirror Alignment. Using a constructive Brønsted–Rockafellar approach, the authors build a dual‑feasible proxy via a proximal step in the fidelity geometry, enabling an early‑stopping rule based on the regularizer loss.

By Pierre-Cyril Aubin-Frankowski (CERMICS UMR 9032, ENPC), Yohann de Castro (ICJ, ECL, IUF, PSPM)
arXiv Machine Learning
Jul 22

Linear convergence of proximal descent schemes on the Wasserstein space

arXiv:2411. 15067v2 Announce Type: replace-cross Abstract: We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space.

By Razvan-Andrei Lascu, Mateusz B. Majka, David \v{S}i\v{s}ka, {\L}ukasz Szpruch