Related papers: A proximal point algorithm for sequential feature …
We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…
Dense subgraph extraction is a fundamental problem in graph analysis and data mining, aimed at identifying cohesive and densely connected substructures within a given graph. It plays a crucial role in various domains, including social…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
The proximal point algorithm, which is a well-known tool for finding minima of convex functions, is generalized from the classical Hilbert space framework into a nonlinear setting, namely, geodesic metric spaces of nonpositive curvature. We…
We consider the problem of finding the minimization of the sum of a convex function and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators. We…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
The continuation method is a popular approach in non-convex optimization and computer vision. The main idea is to start from a simple function that can be minimized efficiently, and gradually transform it to the more complicated original…
Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…
The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…
In nearest-neighbor classification problems, a set of $d$-dimensional training points are given, each with a known classification, and are used to infer unknown classifications of other points by using the same classification as the nearest…
Massive Multiple-input Multiple-output (MIMO) systems offer exciting opportunities due to their high spectral efficiencies capabilities. On the other hand, one major issue in these scenarios is the high-complexity detectors of such systems.…
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a…
This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…
We introduce a doubly stochastic marked point process model for supervised classification problems. Regardless of the number of classes or the dimension of the feature space, the model requires only 2--3 parameters for the covariance…
We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…
Maximizing a monotone submodular function is a fundamental task in machine learning. In this paper, we study the deletion robust version of the problem under the classic matroids constraint. Here the goal is to extract a small size summary…
In this paper, we study the problem of approximately computing the product of two real matrices. In particular, we analyze a dimensionality-reduction-based approximation algorithm due to Sarlos [1], introducing the notion of nuclear rank as…
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…