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This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

Consensus clustering aggregates partitions in order to find a better fit by reconciling clustering results from different sources/executions. In practice, there exist noise and outliers in clustering task, which, however, may significantly…

Machine Learning · Computer Science 2023-01-03 Deguang Kong , Miao Lu , Konstantin Shmakov , Jian Yang

Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased…

Computer Vision and Pattern Recognition · Computer Science 2018-05-24 Juan-Manuel Perez-Rua , Tomas Crivelli , Patrick Bouthemy , Patrick Perez

The ability to collect and store ever more massive databases has been accompanied by the need to process them efficiently. In many cases, most observations have the same behavior, while a probable small proportion of these observations are…

Statistics Theory · Mathematics 2021-09-21 Myrto Limnios , Nathan Noiry , Stéphan Clémençon

We study the problem of robust subspace recovery (RSR) in the presence of adversarial outliers. That is, we seek a subspace that contains a large portion of a dataset when some fraction of the data points are arbitrarily corrupted. We first…

Machine Learning · Computer Science 2019-04-09 Tyler Maunu , Gilad Lerman

We present a novel mathematical optimization framework for outlier detection in multimodal datasets, extending Support Vector Data Description approaches. We provide a primal formulation, in the shape of a Mixed Integer Second Order Cone…

Optimization and Control · Mathematics 2025-07-16 Víctor Blanco , Inmaculada Espejo , Raúl Páez , Antonio M. Rodríguez-Chía

Anomaly detection is to recognize samples that differ in some respect from the training observations. These samples which do not conform to the distribution of normal data are called outliers or anomalies. In real-world anomaly detection…

Computer Vision and Pattern Recognition · Computer Science 2022-07-05 Vahid Reza Khazaie , Anthony Wong , Yalda Mohsenzadeh

Parameter estimation of mixture regression model using the expectation maximization (EM) algorithm is highly sensitive to outliers. Here we propose a fast and efficient robust mixture regression algorithm, called Component-wise Adaptive…

Methodology · Statistics 2021-04-20 Wennan Chang , Xinyu Zhou , Yong Zang , Chi Zhang , Sha Cao

In recent years, there have been significant improvements in various forms of image outlier detection. However, outlier detection performance under adversarial settings lags far behind that in standard settings. This is due to the lack of…

Convex optimization problems with staged structure appear in several contexts, including optimal control, verification of deep neural networks, and isotonic regression. Off-the-shelf solvers can solve these problems but may scale poorly. We…

Optimization and Control · Mathematics 2020-10-28 Rudy Bunel , Oliver Hinder , Srinadh Bhojanapalli , Krishnamurthy , Dvijotham

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Pengyang Song , Jue Wang

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…

Optimization and Control · Mathematics 2022-05-27 Anjali Parashar , Priyank Srivastava , Anuradha M. Annaswamy

We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production planning, speed optimization, stratified…

Optimization and Control · Mathematics 2018-09-11 Thibaut Vidal , Daniel Gribel , Patrick Jaillet

In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…

Signal Processing · Electrical Eng. & Systems 2024-08-21 Aamir Hussain Chughtai , Muhammad Tahir , Momin Uppal

$3$D structure recovery from a collection of $2$D images requires the estimation of the camera locations and orientations, i.e. the camera motion. For large, irregular collections of images, existing methods for the location estimation…

Computer Vision and Pattern Recognition · Computer Science 2015-06-05 Onur Ozyesil , Amit Singer

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton