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In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…

Functional Analysis · Mathematics 2015-03-13 Eric Cances , Virginie Ehrlacher , Tony Lelievre

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…

Optimization and Control · Mathematics 2021-05-04 Nikita Yudin , Alexander Gasnikov

We empirically analyze a simple heuristic for large sparse set cover problems. It uses the weighted greedy algorithm as a basic building block. By multiplicative updates of the weights attached to the elements, the greedy solution is…

Data Structures and Algorithms · Computer Science 2020-10-30 Marc Alexa

We propose a new scalable method to optimize the architecture of an artificial neural network. The proposed algorithm, called Greedy Search for Neural Network Architecture, aims to determine a neural network with minimal number of layers…

Machine Learning · Computer Science 2021-04-30 Massimiliano Lupo Pasini , Junqi Yin , Ying Wai Li , Markus Eisenbach

Utilizing the capabilities of configurable sensing systems requires addressing difficult information gathering problems. Near-optimal approaches exist for sensing systems without internal states. However, when it comes to optimizing the…

Systems and Control · Computer Science 2013-09-24 Nikolay Atanasov , Jerome Le Ny , Kostas Daniilidis , George J. Pappas

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the well-known DFP, BFGS and SR1 updates. However,…

Optimization and Control · Mathematics 2021-06-02 Anton Rodomanov , Yurii Nesterov

The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…

Information Theory · Computer Science 2014-07-17 Fabien Lauer , Henrik Ohlsson

Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling…

Dynamical Systems · Mathematics 2024-05-15 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

Broyden's method is a general method commonly used for nonlinear systems of equations, when very little information is available about the problem. We develop an approach based on Broyden's method for nonlinear eigenvalue problems. Our…

Numerical Analysis · Mathematics 2018-02-22 Elias Jarlebring

In this paper, we construct a class of nonlinear greedy average block Kaczmarz methods to solve nonlinear problems without computing the Moore-Penrose pseudoinverse. This kind of methods adopts the average technique of Gaussian Kaczmarz…

Numerical Analysis · Mathematics 2023-04-27 Ying Lv , Wendi Bao , Lili Xing , Weiguo Li

In compressive sensing, the basis pursuit algorithm aims to find the sparsest solution to an underdetermined linear equation system. In this paper, we generalize basis pursuit to finding the sparsest solution to higher order nonlinear…

Information Theory · Computer Science 2013-04-23 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

This work addresses the problem of exploration in an unknown environment. For linear dynamical systems, we use an experimental design framework and introduce an online greedy policy where the control maximizes the information of the next…

Machine Learning · Statistics 2023-04-27 Matthieu Blanke , Marc Lelarge

Submodular optimization is a special class of combinatorial optimization arising in several machine learning problems, but also in cooperative control of complex systems. In this paper, we consider agents in an asynchronous, unreliable and…

Systems and Control · Computer Science 2018-12-17 Andrea Testa , Ivano Notarnicola , Giuseppe Notarstefano

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…

Machine Learning · Statistics 2013-07-17 Sohail Bahmani , Bhiksha Raj , Petros Boufounos

We study a fundamental problem in Bayesian learning, where the goal is to select a set of data sources with minimum cost while achieving a certain learning performance based on the data streams provided by the selected data sources. First,…

Machine Learning · Computer Science 2021-05-04 Lintao Ye , Aritra Mitra , Shreyas Sundaram

Though quasi-Newton methods have been extensively studied in the literature, they either suffer from local convergence or use a series of line searches for global convergence which is not acceptable in the distributed setting. In this work,…

Optimization and Control · Mathematics 2023-12-01 Yubo Du , Keyou You

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford