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The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

We present novel analysis and algorithms for solving sparse phase retrieval and sparse principal component analysis (PCA) with convex lifted matrix formulations. The key innovation is a new mixed atomic matrix norm that, when used as…

Statistics Theory · Mathematics 2024-04-22 Andrew D. McRae , Justin Romberg , Mark A. Davenport

We study implicit regularization when optimizing an underdetermined quadratic objective over a matrix $X$ with gradient descent on a factorization of $X$. We conjecture and provide empirical and theoretical evidence that with small enough…

Machine Learning · Statistics 2017-05-26 Suriya Gunasekar , Blake Woodworth , Srinadh Bhojanapalli , Behnam Neyshabur , Nathan Srebro

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

The emergence of deep-learning-based methods to solve image-reconstruction problems has enabled a significant increase in reconstruction quality. Unfortunately, these new methods often lack reliability and explainability, and there is a…

Image and Video Processing · Electrical Eng. & Systems 2023-08-28 Alexis Goujon , Sebastian Neumayer , Pakshal Bohra , Stanislas Ducotterd , Michael Unser

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Optimization and Control · Mathematics 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

We propose to learn non-convex regularizers with a prescribed upper bound on their weak-convexity modulus. Such regularizers give rise to variational denoisers that minimize a convex energy. They rely on few parameters (less than 15,000)…

Image and Video Processing · Electrical Eng. & Systems 2023-12-21 Alexis Goujon , Sebastian Neumayer , Michael Unser

The completion of matrices with missing values under the rank constraint is a non-convex optimization problem. A popular convex relaxation is based on minimization of the nuclear norm (sum of singular values) of the matrix. For this…

Optimization and Control · Mathematics 2015-06-11 Konstantin Usevich , Pierre Comon

It's well-known that inverse problems are ill-posed and to solve them meaningfully one has to employ regularization methods. Traditionally, popular regularization methods have been the penalized Variational approaches. In recent years, the…

Machine Learning · Computer Science 2022-02-17 Abinash Nayak

In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens…

Optimization and Control · Mathematics 2021-03-18 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

For a variety of regularized optimization problems in machine learning, algorithms computing the entire solution path have been developed recently. Most of these methods are quadratic programs that are parameterized by a single parameter,…

Machine Learning · Computer Science 2012-10-31 Bernd Gärtner , Martin Jaggi , Clément Maria

This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and…

Statistics Theory · Mathematics 2012-11-13 Tingni Sun , Cun-Hui Zhang

The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Optimization and Control · Mathematics 2009-05-12 Shiqian Ma , Donald Goldfarb , Lifeng Chen

To alleviate the bias generated by the l1-norm in the low-rank tensor completion problem, nonconvex surrogates/regularizers have been suggested to replace the tensor nuclear norm, although both can achieve sparsity. However, the…

Machine Learning · Computer Science 2023-10-11 Zhi-Yong Wang , Hing Cheung So , Abdelhak M. Zoubir

In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we…

Machine Learning · Computer Science 2024-05-30 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

This paper addresses the task of learning convex regularizers to guide the reconstruction of images from limited data. By imposing that the reconstruction be amplitude-equivariant, we narrow down the class of admissible functionals to those…

Machine Learning · Statistics 2026-01-19 Michael Unser , Stanislas Ducotterd

Inverse problems are fundamental in fields like medical imaging, geophysics, and computerized tomography, aiming to recover unknown quantities from observed data. However, these problems often lack stability due to noise and…

Numerical Analysis · Mathematics 2024-06-26 Andrea Ebner , Matthias Schwab , Markus Haltmeier