Related papers: A Nonlinearly Preconditioned Conjugate Gradient Al…
We study the convergence of the Regularized Alternating Least-Squares algorithm for tensor decompositions. As a main result, we have shown that given the existence of critical points of the Alternating Least-Squares method, the limit points…
Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…
This paper proposes a new decentralized conjugate gradient (NDCG) method and a decentralized memoryless BFGS (DMBFGS) method for the nonconvex and strongly convex decentralized optimization problem, respectively, of minimizing a finite sum…
The CP tensor decomposition is used in applications such as machine learning and signal processing to discover latent low-rank structure in multidimensional data. Computing a CP decomposition via an alternating least squares (ALS) method…
In this paper, we develop a new estimation procedure based on the non-linear conjugate gradient (NCG) algorithm for the Box-Cox transformation cure rate model. We compare the performance of the NCG algorithm with the well-known expectation…
This paper introduces a nonlinear conjugate gradient method (NCGM) for addressing the robust counterpart of uncertain multiobjective optimization problems (UMOPs). Here, the robust counterpart is defined as the minimum across objective-wise…
A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…
There is an emerging interest in tensor factorization applications in big-data analytics and machine learning. To speed up the factorization of extra-large datasets, organized in multidimensional arrays (aka tensors), easy to compute…
In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT)…
Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N-GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are…
Non-convex gradient descent is a common approach for estimating a low-rank $n\times n$ ground truth matrix from noisy measurements, because it has per-iteration costs as low as $O(n)$ time, and is in theory capable of converging to a…
In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…
This paper presents an accelerated composite gradient (ACG) variant, referred to as the AC-ACG method, for solving nonconvex smooth composite minimization problems. As opposed to well-known ACG variants that are either based on a known…
Recently, coupled tensor decomposition has been widely used in data fusion of a hyperspectral image (HSI) and a multispectral image (MSI) for hyperspectral super-resolution (HSR). However, exsiting works often ignore the inherent…
Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…
This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…
Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…
Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…
The canonical polyadic (CP) decomposition is one of the most widely used tensor decomposition techniques. The conventional CP decomposition algorithm combines alternating least squares (ALS) with the normal equation. However, the normal…