Search Results for author: Antonios Varvitsiotis

Found 7 papers, 1 papers with code

Steering game dynamics towards desired outcomes

no code implementations1 Apr 2024 Ilayda Canyakmaz, Iosif Sakos, Wayne Lin, Antonios Varvitsiotis, Georgios Piliouras

To tackle this challenge, in this work we introduce the SIAR-MPC method, combining the recently introduced Side Information Assisted Regression (SIAR) method for system identification with Model Predictive Control (MPC).

Model Predictive Control

Discovering How Agents Learn Using Few Data

no code implementations13 Jul 2023 Iosif Sakos, Antonios Varvitsiotis, Georgios Piliouras

In this work, we propose a theoretical and algorithmic framework for real-time identification of the learning dynamics that govern agent behavior using a short burst of a single system trajectory.

Decision Making

Multiplicative Updates for Online Convex Optimization over Symmetric Cones

no code implementations6 Jul 2023 Ilayda Canyakmaz, Wayne Lin, Georgios Piliouras, Antonios Varvitsiotis

We study online convex optimization where the possible actions are trace-one elements in a symmetric cone, generalizing the extensively-studied experts setup and its quantum counterpart.

Multiplicative updates for symmetric-cone factorizations

no code implementations2 Aug 2021 Yong Sheng Soh, Antonios Varvitsiotis

Given a matrix $X\in \mathbb{R}^{m\times n}_+$ with non-negative entries, the cone factorization problem over a cone $\mathcal{K}\subseteq \mathbb{R}^k$ concerns computing $\{ a_1,\ldots, a_{m} \} \subseteq \mathcal{K}$ and $\{ b_1,\ldots, b_{n} \} \subseteq~\mathcal{K}^*$ belonging to its dual so that $X_{ij} = \langle a_i, b_j \rangle$ for all $i\in [m], j\in [n]$.

A Non-commutative Extension of Lee-Seung's Algorithm for Positive Semidefinite Factorizations

no code implementations NeurIPS 2021 Yong Sheng Soh, Antonios Varvitsiotis

The most widely used algorithm for computing NMFs of a matrix is the Multiplicative Update algorithm developed by Lee and Seung, in which nonnegativity of the updates is preserved by scaling with positive diagonal matrices.

Convergence to Second-Order Stationarity for Non-negative Matrix Factorization: Provably and Concurrently

no code implementations26 Feb 2020 Ioannis Panageas, Stratis Skoulakis, Antonios Varvitsiotis, Xiao Wang

Non-negative matrix factorization (NMF) is a fundamental non-convex optimization problem with numerous applications in Machine Learning (music analysis, document clustering, speech-source separation etc).

Clustering

Analysis of Optimization Algorithms via Sum-of-Squares

1 code implementation11 Jun 2019 Sandra S. Y. Tan, Antonios Varvitsiotis, Vincent Y. F. Tan

Program., 145(1):451--482, 2014], a powerful framework for determining convergence rates of first-order optimization algorithms.

Math

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