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Alireza Kabgani

Publications and source records attributed to Alireza Kabgani.

14 recordsLinked to original sources

Beyond Conventional Federated Learning via High-Order Regularization

Federated clients that perform several local optimization steps can return parameter displacements with widely different magnitudes. The quadratic regularization of FedProx grows linearly with displacement and therefore offers limited control over the contrast between ordinary and unusually large client movements. We here introduce HiFedProx, which replaces the quadratic penalty with a scale-matched power-type regularizer indexed by $p\geq2$. All powers have the same regularization-gradient magnitude at a reference displacement $R$, while every $p>2$ gives a weaker response below $R$ and a stronger response above it. An exact affine reference calculation shows that increasing $p$ compresses relative displacement disparities, although very large powers approach fixed-radius behavior and increase local curvature. HiFedProx combines this geometry with finite-budget stochastic client optimization and same-minibatch Armijo backtracking. In paired five-seed experiments on a frozen 60-writer FEMNIST subset, a common-parameter study over $p\in\{2,3,4,5,6,7,8\}$ shows similar clean-training performance but substantial gains under composite stress. The lowest moderate- and severe-stress losses occur at $p=7$ and $p=6$, improving over $p=2$ by $11.44\%$ and $23.16\%$, respectively. Although displacement-tail ratios continue to decrease through $p=8$, predictive performance peaks in an intermediate range and Armijo trial cost increases with $p$. These results indicate that the exponent should be calibrated rather than maximized. In our experiments, $p=5$--$7$ provides the most useful range.

cs.LG

Weak-Curvature AMISE and Plug-in Bandwidth Selection for Kernel Density Estimation

Kernel density estimation risk expansions are commonly expressed through the integrated squared curvature term that enters second-order AMISE and plug-in bandwidth rules. This paper develops a weak-curvature formulation of this classical calculation for densities whose second derivative exists weakly rather than as a continuous classical function. We prove that if a density has square-integrable weak curvature, then the standard second-order AMISE expansion, oracle bandwidth order, and kernel-dependent optimality calculation remain valid with the curvature functional understood in the weak sense. The class $C^{1,1}(\mathbb{R})\setminus C^2(\mathbb{R})$ serves as a concrete and practically relevant subclass: the first derivative is Lipschitz, while curvature may be kinked, discontinuous, or undefined at isolated points. Building on this formulation, we introduce a generalized-curvature plug-in (GCPI) bandwidth selector. The selector estimates the weak-curvature functional by a pilot density-derivative estimator with a leave-one-out U-statistic correction and substitutes this estimate into the AMISE bandwidth formula. We prove first-order oracle equivalence under ratio-consistent weak-curvature estimation and establish consistency of the proposed U-statistic curvature estimator under explicit pilot-bandwidth conditions. We also give a scalar-bandwidth multivariate extension based on weak Hessians and illustrate the theory through nonsmooth density examples, simulations, and a real-data application.

math.ST

Asymptotic Convergence Analysis of High-Order Proximal-Point Methods Beyond Sublinear Rates

This paper investigates the asymptotic convergence behavior of the high-order proximal-point algorithm (HiPPA) to global minimizers, extending existing analyses beyond sublinear convergence rates and complexity analysis. Specifically, we study the proximal operator of a proper lower semicontinuous function augmented with a $p$th-order regularization for $p>1$, and establish the convergence of HiPPA to a global minimizer with a particular focus on its convergence rate. To this end, we focus on minimizing functions in the class of uniformly quasiconvex functions, which includes strongly convex, uniformly convex, and strongly quasiconvex functions as special cases. Our analysis reveals the following convergence behaviors of HiPPA when the uniform quasiconvexity modulus $ϕ$ admits a power function of degree $q$ as a lower bound, i.e., $ϕ(t) \geq c t^q$ for some $c>0$, on an interval $\mathcal{I}$: (i) for $q\in (1,2)$ and $\mathcal{I}=[0,1)$, HiPPA exhibits a local linear rate for $p\in [q,2)$; (ii) HiPPA converges linearly when $p=2$, $q=2$, and also when $p=q>2$, provided that $\mathcal{I}=[0,\infty)$; (iii) for $q\geq 2$ and $\mathcal{I}=[0,\infty)$, HiPPA achieves a superlinear rate for $p>q$. Notably, to our knowledge, some of these results are novel, even in the context of strongly or uniformly convex functions, offering new insights into optimizing generalized convex problems.

math.OC

ItsOPT: An inexact two-level smoothing framework for nonconvex optimization via high-order Moreau envelope

This paper introduces ItsOPT, an {\it inexact two-level smoothing optimization framework} designed to find first-order critical points of nonsmooth and nonconvex functions. The framework consists of two levels of methodologies: at the upper level, a zeroth-, first-, or second-order method can be tailored to minimize a smooth approximation; at the lower level, the high-order proximal auxiliary problems are solved inexactly, generating an inexact oracle for the smooth function. As a smoothing technique, we introduce the high-order Moreau envelope (HOME) and study its fundamental properties under standard assumptions. Next, by combining a boosted high-order proximal-point algorithm (Boosted HiPPA) at the upper level with the inexact oracle from the lower level, we obtain a zeroth-order instance of ItsOPT. Global convergence rates are established under the Kurdyka-Łojasiewicz (KL) property of the cost and envelope functions, together with reasonable conditions on the accuracy of the proximal terms. Surprisingly, for any KL exponent $θ\in (0,1)$ of the original cost, setting the regularization order $p=\frac{1}{1-θ}$ ensures that Boosted HiPPA converges linearly to a proximal fixed point. This is the first algorithm with this property for KL functions. Preliminary numerical experiments on a robust low-rank matrix recovery problem demonstrate the promising performance of the proposed algorithm, supporting our theoretical foundations.

math.OC

Difference-of-Convex Optimization via Inexact Smoothing Descent Methods: Difference of High-Order Moreau Envelopes

This paper studies difference-of-convex (DC) optimization problems through smoothing descent techniques. In particular, we introduce the difference of high-order Moreau envelopes (HOME-DC) and establish its fundamental and differential properties. Approximating the underlying proximal points, we generate an inexact first-order oracle for HOME-DC and characterize its accuracy guarantees. Building upon this oracle, we propose a class of inexact descent methods for minimizing DC functions and provide a convergence analysis. The proposed framework extends the applicability of envelope-based optimization techniques to a broad class of structured nonconvex problems while accommodating inexact solutions to subproblems. Preliminary numerical experiments on a sparse clustering problem demonstrate the approach's practical potential and support the theoretical findings.

math.OC

On fundamental properties of high-order forward-backward envelope

This paper studies the fundamental properties of the high-order forward-backward splitting mapping (HiFBS) and its associated high-order forward-backward envelope (HiFBE) through the lens of high-order regularization for nonconvex composite functions. Specifically, we (i) establish the boundedness and uniform boundedness of HiFBS, along with the Hölder and Lipschitz continuity of HiFBE; (ii) derive an explicit form for the subdifferentials of HiFBE; and (iii) investigate necessary and sufficient conditions for the differentiability and weak smoothness of HiFBE under suitable assumptions. By leveraging the prox-regularity of $g$ and the concept of $p$-calmness, we further demonstrate the local single-valuedness and continuity of HiFBS, which in turn guarantee the differentiability of HiFBE in neighborhoods of calm points. This paves the way for the development of gradient-based algorithms tailored to nonconvex composite optimization problems.

math.OC

Minimizing Smooth Kurdyka-Łojasiewicz Functions via Generalized Descent Methods: Convergence Rate and Complexity

This paper introduces a generalized descent algorithm (DEAL) for minimizing smooth nonconvex functions. If the objective function is nonsmooth, a smoothing technique (e.g., forward-backward and high-order Moreau envelopes) is applied to generate a smooth counterpart. The proposed framework unifies several methods, such as gradient-based methods with constant step-sizes and Armijo line search, and several proximal splitting methods. The method is built around a generalized descent inequality that adapts the amount of decrease to the geometry of the objective function. Under the Kurdyka-Łojasiewicz (KL) property, we establish global convergence of the generated sequence to critical points and provide a unified convergence rate analysis. In particular, we show that the convergence behavior depends jointly on the KL exponent and the descent order, and we identify a precise condition under which generalized descent methods achieve linear convergence. By choosing the order of high-order proximal regularization according to the KL exponent, our boosted high-order proximal-point method achieves linear convergence for arbitrary KL exponents. If the objective function satisfies a global KL inequality, we further strengthen the results by proving convergence to global minimizers and deriving explicit iteration-complexity bounds. Numerical experiments validate our theoretical foundation.

math.OC

Speeding Up Nonsmooth Bayesian MCMC Sampling via Inexact Proximal Unadjusted Langevin Algorithm

We study sampling from posterior distributions with nonsmooth composite potentials, a setting in which proximal-based Langevin methods are theoretically appealing but in practice limited to simple functions with closed-form proximal operators. We introduce iPULA for composite potentials, an inexact proximal unadjusted Langevin algorithm that replaces exact proximal steps with controlled approximations. Our approach leverages the Moreau envelope to smooth the potential, while allowing inexact evaluation of its gradient through inexact proximal computations. We establish non-asymptotic convergence guarantees for iPULA, explicitly characterizing the impact of inexactness on the sampling error and showing that the inexactness preserves convergence rates up to a quantifiable bias. We demonstrate the practical relevance of iPULA on a medical image reconstruction task, where proximal operators cannot be computed exactly. Experiments demonstrate the effectiveness of iPULA and support our theoretical results.

math.OC

Robust Learning Meets Quasar-Convex Optimization: Inexact High-Order Proximal-Point Methods

Robust learning aims to maintain model performance under noise, corruption, and distributional shifts, which are prevalent in modern machine learning applications. This work shows that examples of robust learning problems can be formulated as (strongly) quasar-convex optimization problems, which admit a benign landscape with no saddle points. We then propose HiPPA, an inexact high-order proximal-point method that employs a model-value gap to control the inexactness of subproblem solutions. Notably, we prove global convergence of HiPPA to global minima and establish that it attains a (local) linear or superlinear convergence rate, depending on the regularization order and inexactness control. Our numerical experiments on robust feature-alignment distillation indicate strong empirical performance of HiPPA and results consistent with our theoretical findings.

math.OC

Quasar-Convex Optimization: Fundamental Properties and High-Order Proximal-Point Methods

We study the optimization of (strongly) quasar-convex functions, a class that arises naturally in many machine learning and data science applications due to its favorable properties. The fundamental properties of this class are first developed, including its stability under standard calculus operations, growth conditions, and the absence of spurious critical points, which together imply a benign global geometry with no saddle points. Motivated by these properties, a class of proximal-point algorithms (HiPPA) with high-order regularization of order $p>1$ is introduced. Conditions are identified under which the iterates converge globally to minimizers, and a unified convergence analysis is provided with explicit rates and iteration complexity bounds under appropriate regularity assumptions. The results reveal a sharp transition in behavior with respect to the order $p$: for $p\in(1,2)$, the method achieves local linear convergence with complexity $\mathcal{O}(\log(\varepsilon^{-1}))$ when initialized sufficiently close to a minimizer; for $p=2$, it attains global linear convergence with the same complexity; and for $p>2$, it exhibits superlinear convergence with complexity $\mathcal{O}(\log\log(\varepsilon^{-1}))$, where $\varepsilon>0$ denotes the target accuracy. The theory is complemented with preliminary numerical experiments on selected machine learning problems, which illustrate the effectiveness of the proposed methods and are consistent with the theoretical findings.

math.OC

HiMARS: Hybrid multi-objective algorithms for recommender systems

In recommender systems, it is well-established that both accuracy and diversity are crucial for generating high-quality recommendation lists. However, achieving a balance between these two typically conflicting objectives remains a significant challenge. In this work, we address this challenge by proposing four novel hybrid multi-objective algorithms inspired by the Non-dominated Neighbor Immune Algorithm (NNIA), Archived Multi-Objective Simulated Annealing (AMOSA), and Non-dominated Sorting Genetic Algorithm-II (NSGA-II), aimed at simultaneously enhancing both accuracy and diversity through multi-objective optimization. Our approach follows a three-stage process: First, we generate an initial top-$k$ list using item-based collaborative filtering for a given user. Second, we solve a bi-objective optimization problem to identify Pareto-optimal top-$s$ recommendation lists, where $s \ll k$, using the proposed hybrid algorithms. Finally, we select an optimal personalized top-$s$ list from the Pareto-optimal solutions. We evaluate the performance of the proposed algorithms on real-world datasets and compare them with existing methods using conventional metrics in recommender systems such as accuracy, diversity, and novelty. Additionally, we assess the quality of the Pareto frontiers using metrics including the spacing metric, mean ideal distance, diversification metric, and spread of non-dominated solutions. Results demonstrate that some of our proposed algorithms significantly improve both accuracy and diversity, offering a novel contribution to multi-objective optimization in recommender systems.

cs.IR

Moreau envelope and proximal-point methods under the lens of high-order regularization

This paper is devoted to investigating the fundamental properties of the high-order proximal operator (HOPE) and the high-order Moreau envelope (HOME) in the nonconvex setting, where the quadratic regularization ($p=2$) is replaced by a $p$-order regularizer with $p > 1$. After establishing several basic properties of HOPE and HOME, we study the differentiability and weak smoothness of HOME under $q$-prox-regularity with $q \geq 2$ and $p$-calmness for $p \in (1,2]$ and $2 \leq p \leq q$. Furthermore, we propose a high-order proximal-point algorithm (HiPPA) and analyze the convergence of the generated sequence to proximal fixed points. Our results pave the way for the development of a high-order smoothing theory with $p>1$ that can lead to new algorithmic advances in the nonconvex setting. To illustrate this potential for nonsmooth and nonconvex optimization, we apply HiPPA to the Nesterov-Chebyshev-Rosenbrock functions.

math.OC

First-order majorization-minimization meets high-order majorant: Boosted inexact high-order forward-backward method

This paper introduces a first-order majorization-minimization framework based on a high-order majorant for continuous functions, incorporating a non-quadratic regularization term of degree $p>1$. Notably, it is shown to be valid if and only if the function is $p$-paraconcave, thus extending beyond Lipschitz and Hölder gradient continuity for $p \in (1,2]$, and implying concavity for $p>2$. In the smooth setting, this majorant recovers a variant of the classical descent lemma with quadratic regularization. Building on this foundation, we develop a high-order inexact forward-backward algorithm (HiFBA) and its line-search-accelerated variant, named Boosted HiFBA. For convergence analysis, we introduce a high-order forward-backward envelope (HiFBE), which serves as a Lyapunov function. We establish subsequential convergence under suitable inexactness conditions, and we prove global convergence with linear rates for functions satisfying the Kurdyka-Łojasiewicz inequality. Our preliminary experiments on linear inverse problems and regularized nonnegative matrix factorization highlight the efficiency of HiFBA and its boosted variant, demonstrating their potential for solving challenging nonconvex optimization problems.

math.OC

ItsDEAL: Inexact two-level smoothing descent algorithms for weakly convex optimization

This paper deals with nonconvex optimization problems via a two-level smoothing framework in which the high-order Moreau envelope (HOME) is applied to generate a smooth approximation of weakly convex cost functions. As such, the differentiability and weak smoothness of HOME are further studied, as is necessary for developing inexact first-order methods for finding its critical points. Building on the concept of the inexact two-level smoothing optimization (ItsOPT), the proposed scheme offers a versatile setting, called Inexact two-level smoothing DEscent ALgorithm (ItsDEAL), for developing inexact first-order methods: (i) solving the proximal subproblem approximately to provide an inexact first-order oracle of HOME at the lower-level; (ii) developing an upper inexact first-order method at the upper-level. In particular, parameter-free inexact descent methods (i.e., dynamic step-sizes and an inexact nonmonotone Armijo line search) are studied that effectively leverage the weak smooth property of HOME. Although the subsequential convergence of these methods is investigated under some mild inexactness assumptions, the global convergence and the linear rates are studied under the extra Kurdyka-Łojasiewicz (KL) property. In order to validate the theoretical foundation, preliminary numerical experiments for robust sparse recovery problems are provided which reveal a promising behavior of the proposed methods.

math.OC