Related papers: A Field Guide to Forward-Backward Splitting with a…
We develop and analyze stochastic variants of ISTA and a full backtracking FISTA algorithms [Beck and Teboulle, 2009, Scheinberg et al., 2014] for composite optimization without the assumption that stochastic gradient is an unbiased…
Fast Iterative Shrinking-Threshold Algorithm (FISTA) is a popular fast gradient descent method (FGM) in the field of large scale convex optimization problems. However, it can exhibit undesirable periodic oscillatory behaviour in some…
We consider the iterative shrinkage/thresholding algorithm (ISTA) applied to a cost function composed of a data fidelity term and a penalty term. The penalty is non-convex but the concavity of the penalty is accounted for by the data…
A significant milestone in modern gradient-based optimization was achieved with the development of Nesterov's accelerated gradient descent (NAG) method. This forward-backward technique has been further advanced with the introduction of its…
We consider a variable metric and inexact version of the FISTA-type algorithm considered in (Chambolle, Pock, 2016, Calatroni, Chambolle, 2019) for the minimization of the sum of two (possibly strongly) convex functions. The proposed…
In this era of big data, feature selection techniques, which have long been proven to simplify the model, makes the model more comprehensible, speed up the process of learning, have become more and more important. Among many developed…
A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…
In this paper, we discuss distributed optimization over directed graphs, where doubly-stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes…
We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…
The backward-backward algorithm is a tool for finding minima of a regularization of the sum of two convex functions in Hilbert spaces. We generalize this setting to Hadamard spaces and prove the convergence of an error-tolerant version of…
High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…
Despite its flexibility to learn diverse inductive biases in machine learning programs, meta learning (i.e., learning to learn) has long been recognized to suffer from poor scalability due to its tremendous compute/memory costs, training…
We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…
Interactive segmentation has gained significant attention for its application in human-computer interaction and data annotation. To address the target scale variation issue in interactive segmentation, a novel multi-scale token adaptation…
Compressed sensing has shown great potentials in accelerating magnetic resonance imaging. Fast image reconstruction and high image quality are two main issues faced by this new technology. It has been shown that, redundant image…
This paper proposes a new backtracking strategy based on the FISTA accelerated algorithm for multiobjective optimization problems. The strategy focuses on solving the problem of Lipschitz constant being unknown. It allows estimate parameter…
We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a…
Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…
The study of multi-task learning has drawn great attention from the community. Despite the remarkable progress, the challenge of optimally learning different tasks simultaneously remains to be explored. Previous works attempt to modify the…
The backpropagation algorithm, despite its widespread use in neural network learning, may not accurately emulate the human cortex's learning process. Alternative strategies, such as the Forward-Forward Algorithm (FFA), offer a closer match…