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Related papers: Variational properties of value functions

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Describing the solutions of inverse problems arising in signal or image processing is an important issue both for theoretical and numerical purposes. We propose a principle which describes the solutions to convex variational problems…

Optimization and Control · Mathematics 2020-08-05 Vincent Duval

Convolution Neural Networks, known as ConvNets exceptionally perform well in many complex machine learning tasks. The architecture of ConvNets demands the huge and rich amount of data and involves with a vast number of parameters that leads…

Computer Vision and Pattern Recognition · Computer Science 2017-12-14 Pushparaja Murugan , Shanmugasundaram Durairaj

Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. Proposed in this work is a nonconvex structured sparsity penalty that promotes one-sparsity within…

Optimization and Control · Mathematics 2020-06-19 Charles Saunders , Vivek K Goyal

We introduce a general framework for the reconstruction of periodic multivariate functions from finitely many and possibly noisy linear measurements. The reconstruction task is formulated as a penalized convex optimization problem, taking…

Optimization and Control · Mathematics 2020-12-02 Julien Fageot , Matthieu Simeoni

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon

Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…

Machine Learning · Computer Science 2013-10-09 Francis Bach

We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

Mathematical Finance · Quantitative Finance 2015-10-13 Mourad Lazgham

In this work we establish the equivalence of algorithmic regularization and explicit convex penalization for generic convex losses. We introduce a geometric condition for the optimization path of a convex function, and show that if such a…

Optimization and Control · Mathematics 2019-09-10 Qian Qian , Xiaoyuan Qian

During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a…

Machine Learning · Computer Science 2013-03-26 Andreas Argyriou , Luca Baldassarre , Charles A. Micchelli , Massimiliano Pontil

This paper considers the multi-task learning problem and in the setting where some relevant features could be shared across few related tasks. Most of the existing methods assume the extent to which the given tasks are related or share a…

Machine Learning · Computer Science 2012-06-22 Pratik Jawanpuria , J. Saketha Nath

This paper provides theoretical consistency results for compressed modes. We prove that as L1 regularization term in certain non-convex variational optimization problems vanishes, the solutions of the optimization problem and the…

Mathematical Physics · Physics 2013-10-18 Farzin Barekat

Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's…

Numerical Analysis · Mathematics 2024-12-16 Bosu Choi , Jihun Han , Yoonsang Lee

Functional equations satisfied by additive functions have a special interest not only in the theory of functional equations, but also in the theory of (commutative) algebra because the fundamental notions such as derivations and…

Classical Analysis and ODEs · Mathematics 2018-02-22 Eszter Gselmann , Gergely Kiss , Csaba Vincze

The structural properties of graphs are usually characterized in terms of invariants, which are functions of graphs that do not depend on the labeling of the nodes. In this paper we study convex graph invariants, which are graph invariants…

Optimization and Control · Mathematics 2012-09-21 Venkat Chandrasekaran , Pablo A. Parrilo , Alan S. Willsky

Here we discuss a regularized version of the factorization method for positive operators acting on a Hilbert Space. The factorization method is a qualitative reconstruction method that has been used to solve many inverse shape problems. In…

Analysis of PDEs · Mathematics 2022-04-11 Isaac Harris

We investigate variants of a Three Circles type Theorem in the context of \mathcal{Q}-valued functions. We prove some convexity inequalities related to the L^{2} growth function in the \mathcal{Q}-valued settings. Optimality of these…

Analysis of PDEs · Mathematics 2022-10-27 Immanuel Ben Porat

We present an adaptive regularization scheme for optimizing composite energy functionals arising in image analysis problems. The scheme automatically trades off data fidelity and regularization depending on the current data fit during the…

Computer Vision and Pattern Recognition · Computer Science 2017-05-10 Byung-Woo Hong , Ja-Keoung Koo , Martin Burger , Stefano Soatto

Parameter identification problems typically consist of a model equation, e.g. a (system of) ordinary or partial differential equation(s), and the observation equation. In the conventional reduced setting, the model equation is eliminated…

Numerical Analysis · Mathematics 2016-03-18 Barbara Kaltenbacher

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

This paper investigates the value function, $V$, of a Mayer optimal control problem with the state equation given by a differential inclusion. First, we obtain an invariance property for the proximal and Fr\'echet subdifferentials of $V$…

Optimization and Control · Mathematics 2014-08-25 Piermarco Cannarsa , Hélène Frankowska , Teresa Scarinci