VLDB 2026 Research / reviewers in the wild / expert
Kim-Chuan Toh
dblp:08/3042
· DBLP profile ↗
28ranked-venue papers
0as first author
16since 2021 · last 2025
0000-0001-7204-8933ORCID · corroborated
Domains — the database's venue-derived domains; a paper can count in several
Artificial intelligence and machine learning · 20 · 14 since 2021Theory of computation · 5 · 2 since 2021Graphics, computer vision, multimedia, augmented reality and games · 4 · 2 since 2021Applied, interdisciplinary, general and emerging computing · 2
| Year | Publication | Venue | Position |
|---|---|---|---|
| 2025 | Memory-Efficient 4-bit Preconditioned Stochastic OptimizationabstractPreconditioned stochastic optimization algorithms, exemplified by Shampoo, outperform first-order optimizers by offering theoretical convergence benefits and practical gains in large-scale neural network training. However, they incur substantial memory overhead due to the storage demands of non-diagonal preconditioning matrices. To address this, we introduce 4-bit quantization for Shampoo's preconditioners. We introduce two key methods: First, we apply Cholesky decomposition followed by quantization of the Cholesky factors, reducing memory usage by leveraging their lower triangular structure while better preserving spectral properties to minimize information loss. To our knowledge, this is the first quantization approach applied to Cholesky factors of preconditioners. Second, we incorporate error feedback in the quantization process, efficiently storing Cholesky factor and error state in the lower and upper triangular parts of the same matrix. Through extensive experiments, we demonstrate that combining Cholesky quantization with error feedback enhances memory efficiency and algorithm performance in large-scale deep-learning tasks. Theoretically, we also provide convergence proofs for quantized Shampoo under both smooth and non-smooth stochastic optimization settings. Kuangyu Ding, Kim-Chuan Toh, Pan Zhou 0002 |
ICCV | 3 |
| 2025 | Towards Understanding Why FixMatch Generalizes Better Than Supervised LearningabstractSemi-supervised learning (SSL), exemplified by FixMatch (Sohn et al., 2020), has shown significant generalization advantages over supervised learning (SL), particularly in the context of deep neural networks (DNNs). However, it is still unclear, from a theoretical standpoint, why FixMatch-like SSL algorithms generalize better than SL on DNNs. In this work, we present the first theoretical justification for the enhanced test accuracy observed in FixMatch-like SSL applied to DNNs by taking convolutional neural networks (CNNs) on classification tasks as an example. Our theoretical analysis reveals that the semantic feature learning processes in FixMatch and SL are rather different. In particular, FixMatch learns all the discriminative features of each semantic class, while SL only randomly captures a subset of features due to the well-known lottery ticket hypothesis. Furthermore, we show that our analysis framework can be applied to other FixMatch-like SSL methods, e.g., FlexMatch, FreeMatch, Dash, and SoftMatch. Inspired by our theoretical analysis, we develop an improved variant of FixMatch, termed Semantic-Aware FixMatch (SA-FixMatch). Experimental results corroborate our theoretical findings and the enhanced generalization capability of SA-FixMatch. Jiachun Pan, Vincent Y. F. Tan, Kim-Chuan Toh, Pan Zhou 0002 |
ICLR | 4 |
| 2025 | GRIFFIN: Effective Token Alignment for Faster Speculative DecodingabstractSpeculative decoding accelerates inference in large language models (LLMs) by generating multiple draft tokens simultaneously. However, existing methods often struggle with token misalignment between the training and decoding phases, limiting their performance. To address this, we propose GRIFFIN, a novel framework that incorporates a token-alignable training strategy and a token-alignable draft model to mitigate misalignment.
The training strategy employs a loss masking mechanism to exclude highly misaligned tokens during training, preventing them from negatively impacting the draft model's optimization. The token-alignable draft model introduces input tokens to correct inconsistencies in generated features.
Experiments on LLaMA, Vicuna, Qwen and Mixtral models demonstrate that GRIFFIN achieves an average acceptance length improvement of over 8\% and a speedup ratio exceeding 7\%, outperforming current speculative decoding state-of-the-art methods. Our code and GRIFFIN's draft models will be released publicly in https://github.com/hsj576/GRIFFIN. Shijing Hu 0001, Xingyu Xie, Zhihui Lu 0002, Kim-Chuan Toh, Pan Zhou 0002 |
NeurIPS | 5 |
| 2025 | Nonconvex Stochastic Bregman Proximal Gradient Method with Application to Deep LearningabstractStochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse problems and neural network training, leading to instability of the algorithms in both theory and practice. To address this, we propose a family of stochastic Bregman proximal gradient (SBPG) methods that only require smooth adaptivity. SBPG replaces the quadratic approximation in SGD with a Bregman proximity measure, offering a better approximation model that handles non-Lipschitz gradients in nonconvex objectives. We establish the convergence properties of vanilla SBPG and show it achieves optimal sample complexity in the nonconvex setting. Experimental results on quadratic inverse problems demonstrate SBPG's robustness in terms of stepsize selection and sensitivity to the initial point. Furthermore, we introduce a momentum-based variant, MSBPG, which enhances convergence by relaxing the mini-batch size requirement while preserving the optimal oracle complexity. We apply MSBPG to the training of deep neural networks, utilizing a polynomial kernel function to ensure smooth adaptivity of the loss function. Experimental results on benchmark datasets confirm the effectiveness and robustness of MSBPG in training neural networks. Given its negligible additional computational cost compared to SGD in large-scale optimization, MSBPG shows promise as a universal open-source optimizer for future applications. Kuangyu Ding, Kim-Chuan Toh |
J. Mach. Learn. Res. | 3 |
| 2025 | LoCo: Low-Bit Communication Adaptor for Large-Scale Model TrainingabstractTo efficiently train large-scale models, low-bit gradient communication compresses full-precision gradients on local GPU nodes into low-precision ones for higher gradient synchronization efficiency among GPU nodes. However, it often degrades training quality due to compression information loss. To address this, we propose the Low-bit Communication Adaptor (LoCo), which compensates gradients on local GPU nodes before compression, ensuring efficient synchronization without compromising training quality. Specifically, LoCo designs a moving average of historical compensation errors to stably estimate concurrent compression error and then adopts it to compensate for the concurrent gradient compression, yielding a less lossless compression. This mechanism allows it to be compatible with general optimizers like Adam and sharding strategies like FSDP. Theoretical analysis shows that integrating LoCo into full-precision optimizers like Adam and SGD does not impair their convergence speed on non-convex problems. Experimental results show that across large-scale model training frameworks like Megatron-LM and PyTorch's FSDP, LoCo significantly improves communication efficiency, e.g., improving Adam's training speed by 14% to 40% without performance degradation on large language models like LLAMAs and MoEs. Xingyu Xie, Zhijie Lin 0001, Kim-Chuan Toh, Pan Zhou 0002 |
IEEE Trans. Pattern Anal. Mach. Intell. | 3 |
| 2024 | On Partial Optimal Transport: Revising the Infeasibility of Sinkhorn and Efficient Gradient MethodsabstractThis paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most n supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence a need for fast approximations of POT with increasingly large problem sizes in arising applications. We first theoretically and experimentally investigate the infeasibility of the state-of-the-art Sinkhorn algorithm for POT, which consequently degrades its qualitative performance in real world applications like point-cloud registration. To this end, we propose a novel rounding algorithm for POT, and then provide a feasible Sinkhorn procedure with a revised computation complexity of O(n^2/epsilon^4). Our rounding algorithm also permits the development of two first-order methods to approximate the POT problem. The first algorithm, Adaptive Primal-Dual Accelerated Gradient Descent (APDAGD), finds an epsilon-approximate solution to the POT problem in O(n^2.5/epsilon). The second method, Dual Extrapolation, achieves the computation complexity of O(n^2/epsilon), thereby being the best in the literature. We further demonstrate the flexibility of POT compared to standard OT as well as the practicality of our algorithms on real applications where two marginal distributions are unbalanced. Tuan Dung Nguyen, Quang Minh Nguyen, Hoang Nguyen 0010, Lam M. Nguyen, Kim-Chuan Toh |
AAAI | 6 |
| 2024 | Win: Weight-Decay-Integrated Nesterov Acceleration for Faster Network TrainingabstractTraining deep networks on large-scale datasets is computationally challenging. This work explores the problem of “how to accelerate adaptive gradient algorithms in a general manner", and proposes an effective Weight-decay-Integrated Nesterov acceleration (Win) to accelerate adaptive algorithms. Taking AdamW and Adam as examples, per iteration, we construct a dynamical loss that combines the vanilla training loss and a dynamic regularizer inspired by proximal point method, and respectively minimize the first- and second-order Taylor approximations of dynamical loss to update variable. This yields our Win acceleration that uses a conservative step and an aggressive step to update, and linearly combines these two updates for acceleration. Next, we extend Win into Win2 which uses multiple aggressive update steps for faster convergence. Then we apply Win and Win2 to the popular LAMB and SGD optimizers. Our transparent derivation could provide insights for other accelerated methods and their integration into adaptive algorithms. Besides, we theoretically justify the faster convergence of Win- and Win2-accelerated AdamW, Adam and LAMB to their non-accelerated counterparts. Experimental results demonstrates the faster convergence speed and superior performance of our Win- and Win2-accelerated AdamW, Adam, LAMB and SGD over their vanilla counterparts on vision classification and language modeling tasks. Pan Zhou 0002, Xingyu Xie, Zhouchen Lin, Kim-Chuan Toh, Shuicheng Yan |
J. Mach. Learn. Res. | 4 |
| 2024 | Accelerating Nuclear-norm Regularized Low-rank Matrix Optimization Through Burer-Monteiro DecompositionabstractThis work proposes a rapid algorithm, BM-Global, for nuclear-norm-regularized convex and low-rank matrix optimization problems. BM-Global efficiently decreases the objective value via low-cost steps leveraging the nonconvex but smooth Burer-Monteiro (BM) decomposition, while effectively escapes saddle points and spurious local minima ubiquitous in the BM form to obtain guarantees of fast convergence rates to the global optima of the original nuclear-norm-regularized problem through aperiodic inexact proximal gradient steps on it. The proposed approach adaptively adjusts the rank for the BM decomposition and can provably identify an optimal rank for the BM decomposition problem automatically in the course of optimization through tools of manifold identification. BM-Global hence also spends significantly less time on parameter tuning than existing matrix-factorization methods, which require an exhaustive search for finding this optimal rank. Extensive experiments on real-world large-scale problems of recommendation systems, regularized kernel estimation, and molecular conformation confirm that BM-Global can indeed effectively escapes spurious local minima at which existing BM approaches are stuck, and is a magnitude faster than state-of-the-art algorithms for low-rank matrix optimization problems involving a nuclear-norm regularizer. Based on this research, we have released an open-source package of the proposed BM-Global. Ching-pei Lee, Tianyun Tang, Kim-Chuan Toh |
J. Mach. Learn. Res. | 4 |
| 2024 | Estimation of Sparse Gaussian Graphical Models with Hidden Clustering StructureabstractEstimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to reduce model complexity and describe inherent regularities. We propose a model to estimate the sparse Gaussian graphical models with hidden clustering structure, which also allows additional linear constraints to be imposed on the concentration matrix. We design an efficient two-phase algorithm for solving the proposed model. Specifically, we develop a symmetric Gauss-Seidel based alternating direction method of multipliers (sGS-ADMM) to generate an initial point to warm start the second phase algorithm, which is a proximal augmented Lagrangian method (pALM), to get a solution with high accuracy. Numerical experiments on both synthetic data and real data demonstrate the good performance of our model, as well as the efficiency and robustness of our proposed algorithm. Meixia Lin, Defeng Sun, Kim-Chuan Toh, Chengjing Wang |
J. Mach. Learn. Res. | 3 |
| 2024 | Adam-family Methods for Nonsmooth Optimization with Convergence GuaranteesabstractIn this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that adopts a two-timescale updating scheme, and prove its convergence properties under mild assumptions. Our proposed framework encompasses various popular Adam-family methods, providing convergence guarantees for these methods in training nonsmooth neural networks. Furthermore, we develop stochastic subgradient methods that incorporate gradient clipping techniques for training nonsmooth neural networks with heavy-tailed noise. Through our framework, we show that our proposed methods converge even when the evaluation noises are only assumed to be integrable. Extensive numerical experiments demonstrate the high efficiency and robustness of our proposed methods. Nachuan Xiao, Xiaoyin Hu, Xin Liu 0001, Kim-Chuan Toh |
J. Mach. Learn. Res. | 4 |
| 2024 | On Efficient and Scalable Computation of the Nonparametric Maximum Likelihood Estimator in Mixture ModelsabstractIn this paper, we focus on the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our approach discretizes this infinite dimensional convex optimization problem by setting fixed support points for the NPMLE and optimizing over the mixing proportions. We propose an efficient and scalable semismooth Newton based augmented Lagrangian method (ALM). Our algorithm outperforms the state-of-the-art methods (Kim et al., 2020; Koenker and Gu, 2017), capable of handling $n \approx 10^6$ data points with $m \approx 10^4$ support points. A key advantage of our approach is its strategic utilization of the solution's sparsity, leading to structured sparsity in Hessian computations. As a result, our algorithm demonstrates better scaling in terms of $m$ when compared to the mixsqp method (Kim et al., 2020). The computed NPMLE can be directly applied to denoising the observations in the framework of empirical Bayes. We propose new denoising estimands in this context along with their consistent estimates. Extensive numerical experiments are conducted to illustrate the efficiency of our ALM. In particular, we employ our method to analyze two astronomy data sets: (i) Gaia-TGAS Catalog (Anderson et al., 2018) containing approximately $1.4 \times 10^6$ data points in two dimensions, and (ii) a data set from the APOGEE survey (Majewski et al., 2017) with approximately $2.7 \times 10^4$ data points. Yangjing Zhang, Bodhisattva Sen, Kim-Chuan Toh |
J. Mach. Learn. Res. | 4 |
| 2024 | A Sparse Smoothing Newton Method for Solving Discrete Optimal Transport ProblemsabstractThe discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications. This paper proposes to solve the discrete OT problem by applying a squared smoothing Newton method via the Huber smoothing function for solving the corresponding KKT system directly. The proposed algorithm admits appealing convergence properties and is able to take advantage of the solution sparsity to greatly reduce computational costs. Moreover, the algorithm can be extended to solve problems with similar structures, including the Wasserstein barycenter (WB) problem with fixed supports. To verify the practical performance of the proposed method, we conduct extensive numerical experiments to solve a large set of discrete OT and WB benchmark problems. Our numerical results show that the proposed method is efficient compared to state-of-the-art linear programming (LP) solvers. Moreover, the proposed method consumes less memory than existing LP solvers, which demonstrates the potential usage of our algorithm for solving large-scale OT and WB problems. Di Hou, Ling Liang 0004, Kim-Chuan Toh |
ACM Trans. Math. Softw. | 3 |
| 2022 | On Regularized Square-root Regression Problems: Distributionally Robust Interpretation and Fast ComputationsabstractSquare-root (loss) regularized models have recently become popular in linear regression due to their nice statistical properties. Moreover, some of these models can be interpreted as the distributionally robust optimization counterparts of the traditional least-squares regularized models. In this paper, we give a unified proof to show that any square-root regularized model whose penalty function being the sum of a simple norm and a seminorm can be interpreted as the distributionally robust optimization (DRO) formulation of the corresponding least-squares problem. In particular, the optimal transport cost in the DRO formulation is given by a certain dual form of the penalty. To solve the resulting square-root regularized model whose loss function and penalty function are both nonsmooth, we design a proximal point dual semismooth Newton algorithm and demonstrate its efficiency when the penalty is the sparse group Lasso penalty or the fused Lasso penalty. Extensive experiments demonstrate that our algorithm is highly efficient for solving the square-root sparse group Lasso problems and the square-root fused Lasso problems. Hong T. M. Chu, Kim-Chuan Toh, Yangjing Zhang |
J. Mach. Learn. Res. | 2 |
| 2022 | QPPAL: A Two-phase Proximal Augmented Lagrangian Method for High-dimensional Convex Quadratic Programming ProblemsabstractIn this article, we aim to solve high-dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality, and inequality constraints. To solve the targeted QP problem to a desired accuracy efficiently, we consider the restricted-Wolfe dual problem and develop a two-phase Proximal Augmented Lagrangian method (QPPAL), with Phase I to generate a reasonably good initial point to warm start Phase II to obtain an accurate solution efficiently. More specifically, in Phase I, based on the recently developed symmetric Gauss-Seidel (sGS) decomposition technique, we design a novel sGS-based semi-proximal augmented Lagrangian method for the purpose of finding a solution of low to medium accuracy. Then, in Phase II, a proximal augmented Lagrangian algorithm is proposed to obtain a more accurate solution efficiently. Extensive numerical results evaluating the performance of QPPAL against existing state-of-the-art solvers Gurobi, OSQP, and QPALM are presented to demonstrate the high efficiency and robustness of our proposed algorithm for solving various classes of large-scale convex QP problems. The MATLAB implementation of the software package QPPAL is available at https://blog.nus.edu.sg/mattohkc/softwares/qppal/ . Ling Liang 0004, Xudong Li 0004, Defeng Sun, Kim-Chuan Toh |
ACM Trans. Math. Softw. | 4 |
| 2021 | Convex Clustering: Model, Theoretical Guarantee and Efficient AlgorithmabstractClustering is a fundamental problem in unsupervised learning. Popular methods like K-means, may suffer from poor performance as they are prone to get stuck in its local minima. Recently, the sum-of-norms (SON) model (also known as the convex clustering model) has been proposed by Pelckmans et al. (2005), Lindsten et al. (2011) and Hocking et al. (2011). The perfect recovery properties of the convex clustering model with uniformly weighted all-pairwise-differences regularization have been proved by Zhu et al. (2014) and Panahi et al. (2017). However, no theoretical guarantee has been established for the general weighted convex clustering model, where better empirical results have been observed. In the numerical optimization aspect, although algorithms like the alternating direction method of multipliers (ADMM) and the alternating minimization algorithm (AMA) have been proposed to solve the convex clustering model (Chi and Lange, 2015), it still remains very challenging to solve large-scale problems. In this paper, we establish sufficient conditions for the perfect recovery guarantee of the general weighted convex clustering model, which include and improve existing theoretical results in (Zhu et al., 2014; Panahi et al., 2017) as special cases. In addition, we develop a semismooth Newton based augmented Lagrangian method for solving large-scale convex clustering problems. Extensive numerical experiments on both simulated and real data demonstrate that our algorithm is highly efficient and robust for solving large-scale problems. Moreover, the numerical results also show the superior performance and scalability of our algorithm comparing to the existing first-order methods. In particular, our algorithm is able to solve a convex clustering problem with 200,000 points in $\mathbb{R}^3$ in about 6 minutes. Defeng Sun, Kim-Chuan Toh, Yancheng Yuan |
J. Mach. Learn. Res. | 2 |
| 2021 | A Fast Globally Linearly Convergent Algorithm for the Computation of Wasserstein BarycentersabstractWe consider the problem of computing a Wasserstein barycenter for a set of discrete probability distributions with finite supports, which finds many applications in areas such as statistics, machine learning and image processing. When the support points of the barycenter are pre-specified, this problem can be modeled as a linear programming (LP) problem whose size can be extremely large. To handle this large-scale LP, we analyse the structure of its dual problem, which is conceivably more tractable and can be reformulated as a well-structured convex problem with 3 kinds of block variables and a coupling linear equality constraint. We then adapt a symmetric Gauss-Seidel based alternating direction method of multipliers (sGS-ADMM) to solve the resulting dual problem and establish its global convergence and global linear convergence rate. As a critical component for efficient computation, we also show how all the subproblems involved can be solved exactly and efficiently. This makes our method suitable for computing a Wasserstein barycenter on a large-scale data set, without introducing an entropy regularization term as is commonly practiced. In addition, our sGS-ADMM can be used as a subroutine in an alternating minimization method to compute a barycenter when its support points are not pre-specified. Numerical results on synthetic data sets and image data sets demonstrate that our method is highly competitive for solving large-scale Wasserstein barycenter problems, in comparison to two existing representative methods and the commercial software Gurobi. Jia Li 0001, Defeng Sun, Kim-Chuan Toh |
J. Mach. Learn. Res. | 4 |
| 2020 | Doubly nonnegative relaxations are equivalent to completely positive reformulations of quadratic optimization problems with block-clique graph structures
Masakazu Kojima, Kim-Chuan Toh |
J. Glob. Optim. | 3 |
| 2019 | Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian MethodabstractThe octagonal shrinkage and clustering algorithm for regression (OSCAR), equipped with the $\ell_1$-norm and a pair-wise $\ell_{\infty}$-norm regularizer, is a useful tool for feature selection and grouping in high-dimensional data analysis. The computational challenge posed by OSCAR, for high dimensional and/or large sample size data, has not yet been well resolved due to the non-smoothness and non-separability of the regularizer involved. In this paper, we successfully resolve this numerical challenge by proposing a sparse semismooth Newton-based augmented Lagrangian method to solve the more general SLOPE (the sorted L-one penalized estimation) model. By appropriately exploiting the inherent sparse and low-rank property of the generalized Jacobian of the semismooth Newton system in the augmented Lagrangian subproblem, we show how the computational complexity can be substantially reduced. Our algorithm offers a notable computational advantage in the high-dimensional statistical regression settings. Numerical experiments are conducted on real data sets, and the results demonstrate that our algorithm is far superior, in both speed and robustness, to the existing state-of-the-art algorithms based on first-order iterative schemes, including the widely used accelerated proximal gradient (APG) method and the alternating direction method of multipliers (ADMM). Ziyan Luo, Defeng Sun, Kim-Chuan Toh, Naihua Xiu |
J. Mach. Learn. Res. | 3 |
| 2019 | Algorithm 996: BBCPOP: A Sparse Doubly Nonnegative Relaxation of Polynomial Optimization Problems With Binary, Box, and Complementarity ConstraintsabstractThe software package BBCPOP is a MATLAB implementation of a hierarchy of sparse doubly nonnegative relaxations of a class of polynomial optimization (minimization) problems (POPs) with binary, box, and complementarity (BBC) constraints. Given a POP in the class and a relaxation order, BBCPOP constructs a simple conic optimization problem (COP), which serves as a doubly nonnegative relaxation of the POP, and then solves the COP by applying the bisection and projection method. The COP is expressed with a linear objective function and constraints described as a single hyperplane and two cones, which are the Cartesian product of positive semidefinite cones and a polyhedral cone induced from the BBC constraints. BBCPOP aims to compute a tight lower bound for the optimal value of a large-scale POP in the class that is beyond the comfort zone of existing software packages. The robustness, reliability, and efficiency of BBCPOP are demonstrated in comparison to the state-of-the-art software SDP package SDPNAL+ on randomly generated sparse POPs of degree 2 and 3 with up to a few thousands variables, and ones of degree from 5 to 8 with up to a few hundred variables. Numerical results on BBC-constrained POPs that arise from quadratic assignment problems are also reported. The software package BBCPOP is available at https://sites.google.com/site/bbcpop1/. Naoki Ito, Masakazu Kojima, Akiko Takeda, Kim-Chuan Toh |
ACM Trans. Math. Softw. | 5 |
| 2018 | An Efficient Semismooth Newton Based Algorithm for Convex ClusteringabstractClustering is a fundamental problem in unsupervised learning. Popular methods like K-means, may suffer from instability as they are prone to get stuck in its local minima. Recently, the sumof-norms (SON) model (also known as clustering path), which is a convex relaxation of hierarchical clustering model, has been proposed in (Lindsten et al., 2011) and (Hocking et al., 2011). Although numerical algorithms like alternating direction method of multipliers (ADMM) and alternating minimization algorithm (AMA) have been proposed to solve convex clustering model (Chi & Lange, 2015), it is known to be very challenging to solve large-scale problems. In this paper, we propose a semismooth Newton based augmented Lagrangian method for large-scale convex clustering problems. Extensive numerical experiments on both simulated and real data demonstrate that our algorithm is highly efficient and robust for solving large-scale problems. Moreover, the numerical results also show the superior performance and scalability of our algorithm comparing to existing first-order methods. Yancheng Yuan, Defeng Sun, Kim-Chuan Toh |
ICML | 3 |
| 2018 | Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems
Naoki Ito, Masakazu Kojima, Akiko Takeda, Kim-Chuan Toh |
J. Glob. Optim. | 5 |
| 2018 | Simultaneous Clustering and Model Selection: Algorithm, Theory and ApplicationsabstractWhile clustering has been well studied in the past decade, model selection has drawn much less attention due to the difficulty of the problem. In this paper, we address both problems in a joint manner by recovering an ideal affinity tensor from an imperfect input. By taking into account the relationship of the affinities induced by the cluster structures, we are able to significantly improve the affinity input, such as repairing those entries corrupted by gross outliers. More importantly, the recovered ideal affinity tensor also directly indicates the number of clusters and their membership, thus solving the model selection and clustering jointly. To enforce the requisite global consistency in the affinities demanded by the cluster structure, we impose a number of constraints, specifically, among others, the tensor should be low rank and sparse, and it should obey what we call the rank-1 sum constraint. To solve this highly non-smooth and non-convex problem, we exploit the mathematical structures, and express the original problem in an equivalent form amenable for numerical optimization and convergence analysis. To scale to large problem sizes, we also propose an alternative formulation, so that those problems can be efficiently solved via stochastic optimization in an online fashion. We evaluate our algorithm with different applications to demonstrate its superiority, and show it can adapt to a large variety of settings. Zhuwen Li, Loong Fah Cheong, Shuoguang Yang, Kim-Chuan Toh |
IEEE Trans. Pattern Anal. Mach. Intell. | 4 |
| 2017 | A Unified Formulation and Fast Accelerated Proximal Gradient Method for ClassificationabstractBinary classification is the problem of predicting the class a given sample belongs to. To achieve a good prediction performance, it is important to find a suitable model for a given dataset. However, it is often time consuming and impractical for practitioners to try various classification models because each model employs a different formulation and algorithm. The difficulty can be mitigated if we have a unified formulation and an efficient universal algorithmic framework for various classification models to expedite the comparison of performance of different models for a given dataset. In this paper, we present a unified formulation of various classification models (including $C$-SVM, $\ell_2$-SVM, $\nu$-SVM, MM-FDA, MM-MPM, logistic regression, distance weighted discrimination) and develop a general optimization algorithm based on an accelerated proximal gradient (APG) method for the formulation. We design various techniques such as backtracking line search and adaptive restarting strategy in order to speed up the practical convergence of our method. We also give a theoretical convergence guarantee for the proposed fast APG algorithm. Numerical experiments show that our algorithm is stable and highly competitive to specialized algorithms designed for specific models (e.g., sequential minimal optimization (SMO) for SVM). Naoki Ito, Akiko Takeda, Kim-Chuan Toh |
J. Mach. Learn. Res. | 3 |
| 2016 | Simultaneous Clustering and Model Selection for Tensor AffinitiesabstractEstimating the number of clusters remains a difficult model selection problem. We consider this problem in the domain where the affinity relations involve groups of more than two nodes. Building on the previous formulation for the pairwise affinity case, we exploit the mathematical structures in the higher order case. We express the original minimal-rank and positive semi-definite (PSD) constraints in a form amenable for numerical implementation, as the original constraints are either intractable or even undefined in general in the higher order case. To scale to large problem sizes, we also propose an alternative formulation, so that it can be efficiently solved via stochastic optimization in an online fashion. We evaluate our algorithm with different applications to demonstrate its superiority, and show it can adapt to varying levels of unbalancedness of clusters. Zhuwen Li, Shuoguang Yang, Loong Fah Cheong, Kim-Chuan Toh |
CVPR | 4 |
| 2015 | Practical Matrix Completion and Corruption Recovery Using Proximal Alternating Robust Subspace Minimization
Yu-Xiang Wang 0003, Choon Meng Lee, Loong Fah Cheong, Kim-Chuan Toh |
Int. J. Comput. Vis. | 4 |
| 2013 | Inference of Spatial Organizations of Chromosomes Using Semi-definite Embedding Approach and Hi-C Data
ZhiZhuo Zhang, Guoliang Li 0002, Kim-Chuan Toh, Wing-Kin Sung |
RECOMB | 3 |
| 2011 | An Accelerated Proximal Gradient Algorithm for Frame-Based Image Restoration via the Balanced ApproachabstractFrame-based image restoration by using the balanced approach has been developed over the last decade. Many recently developed algorithms for image restoration can be viewed as an acceleration of the proximal forward-backward splitting algorithm. Accelerated proximal gradient (APG) algorithms studied by Nesterov, Nemirovski, and others have been demonstrated to be efficient in solving various regularized convex optimization problems arising in compressed sensing, machine learning, and control. In this paper, we adapt the APG algorithm to solve the $\ell_1$-regularized linear least squares problem in the balanced approach in frame-based image restoration. This algorithm terminates in $O(1/\sqrt{\epsilon})$ iterations with an $\epsilon$-optimal solution, and we demonstrate that this single algorithmic framework can universally handle several image restoration problems, such as image deblurring, denoising, inpainting, and cartoon-texture decomposition. Our numerical results suggest that the APG algorithms are efficient and robust in solving large-scale image restoration problems. The algorithms we implemented are able to restore $512\times512$ images in various image restoration problems in less than 50 seconds on a modest PC. We also compare the numerical performance of our proposed algorithms applied to image restoration problems by using one frame-based system with that by using cartoon and texture systems for image deblurring, denoising, and inpainting. Zuowei Shen, Kim-Chuan Toh, Sangwoon Yun |
SIAM J. Imaging Sci. | 2 |
| 2006 | Semidefinite Programming Approaches for Sensor Network Localization With Noisy Distance MeasurementsabstractA sensor network localization problem is to determine the positions of the sensor nodes in a network given incomplete and inaccurate pairwise distance measurements. Such distance data may be acquired by a sensor node by communicating with its neighbors. We describe a general semidefinite programming (SDP)-based approach for solving the graph realization problem, of which the sensor network localization problems is a special case. We investigate the performance of this method on problems with noisy distance data. Error bounds are derived from the SDP formulation. The sources of estimation error in the SDP formulation are identified. The SDP solution usually has a rank higher than the underlying physical space which, when projected onto the lower dimensional space, generally results in high estimation error. We describe two improvements to ameliorate such a difficulty. First, we propose a regularization term in the objective function that can help to reduce the rank of the SDP solution. Second, we use the points estimated from the SDP solution as the initial iterate for a gradient-descent method to further refine the estimated points. A lower bound obtained from the optimal SDP objective value can be used to check the solution quality. Experimental results are presented to validate our methods and show that they outperform existing SDP methods. Note to Practitioners—Wireless sensor networks consist of a large number of inexpensive wireless sensors deployed in a geographical area with the ability to communicate with their neighbors within a limited radio range. Wireless sensor networks are finding increasing applicability to a range of monitoring applications in civil and military scenarios, such as biodiversity and geographical monitoring, smart homes, industrial control, surveillance, and traffic monitoring. It is often very useful in the applications of sensor networks to know the locations of the sensors. Global positioning systems suffer from many drawbacks in this scenario, such as high cost, line-of-sight issues, etc. Therefore, there is a need to develop robust and efficient algorithms that can estimate or “localize” sensor positions in a network by using only the mutual distance measures (received signal strength, time of arrival) that the wireless sensors receive from their neighbors. This paper describes an algorithm that solves the sensor network localization problem using advanced optimization techniques. We also study the effect of using very noisy measurements and propose robust methods to deal with high noise. Finally, simulation results for the algorithms are presented to demonstrate their performance in terms of computational effort and accuracy. Pratik Biswas, Tzu-Chen Liang, Kim-Chuan Toh, Yinyu Ye 0001, Ta-Chung Wang |
IEEE Trans Autom. Sci. Eng. | 3 |