arXiv Machine Learning By Alberto De Marchi, Yura Malitsky, Adrien B. Taylor

Mirror descent algorithms with logarithmic barriers

Read the original on arXiv Machine Learning →

arXiv:2608. 22834v2 Announce Type: replace-cross Abstract: We derive convergence guarantees for mirror descent and proximal mirror descent with a logarithmic barrier as the distance-generating function.

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arXiv Machine Learning
Jun 19

The Hidden Cost of Approximation in Online Mirror Descent

arXiv:2511. 22283v2 Announce Type: replace Abstract: Online mirror descent (OMD) is a fundamental algorithmic paradigm that underlies many algorithms in optimization, machine learning and sequential decision-making.

By Ofir Schlisselberg, Uri Sherman, Tomer Koren, Yishay Mansour
arXiv Machine Learning
Sep 30

Averaged Mirror Descent and Dual Gradient Methods: Convergent Algorithms for Entropic Gromov-Wasserstein Problems

The paper studies algorithms for computing the Entropic Gromov-Wasserstein (EGW) distance, a measure of discrepancy between metric measure spaces. It introduces Averaged Mirror Descent (AMD), which averages successive Mirror Descent steps and is proven to converge for any cost function, and shows that a dual gradient method with a fixed step size also converges for arbitrary costs, even when iterations are inexact. Empirical comparisons demonstrate that both AMD and the dual gradient method succeed on cases where classical Mirror Descent fails.

By Joanna Marks, Gabriel Rioux, Riccardo Passeggeri
arXiv Machine Learning
Sep 14

Block-Norm Geometries for Online Mirror Descent with Sparse Losses

The paper investigates how the choice of geometry in online mirror descent affects performance, particularly when loss gradients are sparse. It introduces randomized block‑norm mirror maps that interpolate between Euclidean and entropic geometries, achieving polynomial‑in‑dimension regret improvements over standard methods for various convex sets. The authors also demonstrate that naive alternation between mirror maps can lead to linear regret and propose a Hedge‑based meta‑algorithm that competes with the best mirror map in a finite portfolio, achieving near‑optimal regret for random block geometries.

By Swati Gupta, Jai Moondra, Mohit Singh