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We consider the problem of denoising with the help of prior information taken from a database of clean signals or images. Denoising with variational methods is very efficient if a regularizer well adapted to the nature of the data is…
Transient stability simulation of a large-scale and interconnected electric power system involves solving a large set of differential algebraic equations (DAEs) at every simulation time-step. With the ever-growing size and complexity of…
There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank,…
Developing suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian…
Magnetic resonance image (MRI) reconstruction is a severely ill-posed linear inverse task demanding time and resource intensive computations that can substantially trade off {\it accuracy} for {\it speed} in real-time imaging. In addition,…
We describe a quantum algorithm based on an interior point method for solving a linear program with $n$ inequality constraints on $d$ variables. The algorithm explicitly returns a feasible solution that is $\varepsilon$-close to optimal,…
This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification…
In tensor completion, the latent nuclear norm is commonly used to induce low-rank structure, while substantially failing to capture the global information due to the utilization of unbalanced unfolding scheme. To overcome this drawback, a…
We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…
In recent years, Deep Neural Networks (DNN) based methods have achieved remarkable performance in a wide range of tasks and have been among the most powerful and widely used techniques in computer vision. However, DNN-based methods are both…
Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…
We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…
A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…
Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…
Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…
Graph Neural Networks (GNNs) have already been widely applied in various graph mining tasks. However, they suffer from the shallow architecture issue, which is the key impediment that hinders the model performance improvement. Although…
In this work, we propose Natural Hypergradient Descent (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation--namely, the need to compute or approximate Hessian…
Compressive image recovery is a challenging problem that requires fast and accurate algorithms. Recently, neural networks have been applied to this problem with promising results. By exploiting massively parallel GPU processing…
NP-hard problems such as the maximum clique or minimum vertex cover problems, two of Karp's 21 NP-hard problems, have several applications in computational chemistry, biochemistry and computer network security. Adiabatic quantum annealers…
Inspired by certain optimization solvers, the deep unfolding network (DUN) has attracted much attention in recent years for image compressed sensing (CS). However, there still exist the following two issues: 1) In existing DUNs, most…