Many problems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explosion in size and complexity of modern datasets, it is increasingly important to be able to solve problems with a very large number of features or training examples. As a result, both the decentralized collection or storage of these datasets as well as accompanying distributed solution methods are either necessary or at least highly desirable. In this review, we argue that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas. The method was developed in the 1970s, with roots in the 1950s, and is equivalent or closely related to many other algorithms, such as dual decomposition, the method of multipliers, Douglas–Rachford splitting, Spingarn's method of partial inverses, Dykstra's alternating projections, Bregman iterative algorithms for l1 problems, proximal methods, and others. After briefly surveying the theory and history of the algorithm, we discuss applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others. We also discuss general distributed optimization, extensions to the nonconvex setting, and efficient implementation, including some details on distributed MPI and Hadoop MapReduce implementations.

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Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

SciPy is an open source scientific computing library for the Python programming language. SciPy 1.0 was released in late 2017, about 16 years after the original version 0.1 release. SciPy has become a de facto standard for leveraging scientific algorithms in the Python programming language, with more than 600 unique code contributors, thousands of dependent packages, over 100,000 dependent repositories, and millions of downloads per year. This includes usage of SciPy in almost half of all machine learning projects on GitHub, and usage by high profile projects including LIGO gravitational wave analysis and creation of the first-ever image of a black hole (M87). The library includes functionality spanning clustering, Fourier transforms, integration, interpolation, file I/O, linear algebra, image processing, orthogonal distance regression, minimization algorithms, signal processing, sparse matrix handling, computational geometry, and statistics. In this work, we provide an overview of the capabilities and development practices of the SciPy library and highlight some recent technical developments.

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SciPy 1.0--Fundamental Algorithms for Scientific Computing in Python

SciPy is an open-source scientific computing library for the Python programming language. Since its initial release in 2001, SciPy has become a de facto standard for leveraging scientific algorithms in Python, with over 600 unique code contributors, thousands of dependent packages, over 100,000 dependent repositories and millions of downloads per year. In this work, we provide an overview of the capabilities and development practices of SciPy 1.0 and highlight some recent technical developments.

/pdf/scipy-1-0-fundamental-algorithms-for-scientific-computing-in-45othhotbu.pdf

SciPy 1.0: fundamental algorithms for scientific computing in Python.

Rendering the semantic content of an image in different styles is a difficult image processing task. Arguably, a major limiting factor for previous approaches has been the lack of image representations that explicitly represent semantic information and, thus, allow to separate image content from style. Here we use image representations derived from Convolutional Neural Networks optimised for object recognition, which make high level image information explicit. We introduce A Neural Algorithm of Artistic Style that can separate and recombine the image content and style of natural images. The algorithm allows us to produce new images of high perceptual quality that combine the content of an arbitrary photograph with the appearance of numerous wellknown artworks. Our results provide new insights into the deep image representations learned by Convolutional Neural Networks and demonstrate their potential for high level image synthesis and manipulation.

/pdf/image-style-transfer-using-convolutional-neural-networks-xq8m0q3iz5.pdf

Image Style Transfer Using Convolutional Neural Networks

is one of the most recognizablecharacters in 20th century cinema. HAL is an artiﬁcial agent capable of such advancedlanguage behavior as speaking and understanding English, and at a crucial moment inthe plot, even reading lips. It is now clear that HAL’s creator, Arthur C. Clarke, wasa little optimistic in predicting when an artiﬁcial agent such as HAL would be avail-able. But just how far off was he? What would it take to create at least the language-relatedpartsofHAL?WecallprogramslikeHALthatconversewithhumansinnatural

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Speech and Language Processing

An algorithm for solving large nonlinear optimization problems with simple bounds is described. It is based on the gradient projection method and uses a limited memory BFGS matrix to approximate the Hessian of the objective function. It is shown how to take advantage of the form of the limited memory approximation to implement the algorithm efficiently. The results of numerical tests on a set of large problems are reported.

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A limited memory algorithm for bound constrained optimization

L-BFGS-B is a limited-memory algorithm for solving large nonlinear optimization problems subject to simple bounds on the variables. It is intended for problems in which information on the Hessian matrix is difficult to obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained problems and in this case performs similarly to its predessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.

Peihuang Lu

Papers

A limited memory algorithm for bound constrained optimization

Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization