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Tag: dual

  • Scalable Mean-Field Variational Inference via Preconditioned Primal-Dual Optimization

    Scalable Mean-Field Variational Inference via Preconditioned Primal-Dual Optimization arXiv:2602.07632v1 Announce Type: new Abstract: In this work, we investigate the large-scale mean-field variational inference (MFVI) problem from a mini-batch primal-dual perspective. By reformulating MFVI as a constrained finite-sum problem, we develop a novel primal-dual algorithm based on an augmented Lagrangian formulation, termed primal-dual variational inference (PD-VI).…

  • A Dual Optimization View to Empirical Risk Minimization with f-Divergence Regularization

    A Dual Optimization View to Empirical Risk Minimization with f-Divergence Regularization arXiv:2508.03314v1 Announce Type: new Abstract: The dual formulation of empirical risk minimization with f-divergence regularization (ERM-fDR) is introduced. The solution of the dual optimization problem to the ERM-fDR is connected to the notion of normalization function introduced as an implicit function. This dual approach…

  • Majorization-Minimization Dual Stagewise Algorithm for Generalized Lasso

    Majorization-Minimization Dual Stagewise Algorithm for Generalized Lasso arXiv:2501.02197v1 Announce Type: new Abstract: The generalized lasso is a natural generalization of the celebrated lasso approach to handle structural regularization problems. Many important methods and applications fall into this framework, including fused lasso, clustered lasso, and constrained lasso. To elevate its effectiveness in large-scale problems, extensive research…