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Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…
We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed:…
Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…
We propose an approximation method for thresholding of singular values using Chebyshev polynomial approximation (CPA). Many signal processing problems require iterative application of singular value decomposition (SVD) for minimizing the…
In this work we investigate the Principal Component Analysis (PCA) sensitivity to the velocity power spectrum in high opacity regimes of the interstellar medium (ISM). For our analysis we use synthetic Position-Position-Velocity (PPV) cubes…
The robust principal component analysis (RPCA) decomposes a data matrix into a low-rank part and a sparse part. There are mainly two types of algorithms for RPCA. The first type of algorithm applies regularization terms on the singular…
In this paper, Kernel PCA is reinterpreted as the solution to a convex optimization problem. Actually, there is a constrained convex problem for each principal component, so that the constraints guarantee that the principal component is…
The ever-growing multimedia traffic has underscored the importance of effective multimedia codecs. Among them, the up-to-date lossy video coding standard, Versatile Video Coding (VVC), has been attracting attentions of video coding…
In this paper, we introduce faster accelerated primal-dual algorithms for minimizing a convex function subject to strongly convex function constraints. Prior to our work, the best complexity bound was $\mathcal{O}(1/{\varepsilon})$,…
Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…
Photorealistic Codec Avatars (PCA), which generate high-fidelity human face renderings, are increasingly being used in Virtual Reality (VR) environments to enable immersive communication and interaction through deep learning-based…
Randomized algorithms can be used to speed up the analysis of large datasets. In this paper, we develop a unified methodology for statistical inference via randomized sketching or projections in two of the most fundamental problems in…
Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…
Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of…
We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…
The locally competitive algorithm (LCA) can solve sparse coding problems across a wide range of use cases. Recently, convolution-based LCA approaches have been shown to be highly effective for enhancing robustness for image recognition…
This paper presents a novel algorithm that leverages Stochastic Gradient Descent strategies in conjunction with Random Features to augment the scalability of Conic Particle Gradient Descent (CPGD) specifically tailored for solving sparse…
Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…