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We study the rates of convergence in generalization error achievable by active learning under various types of label noise. Additionally, we study the general problem of model selection for active learning with a nested hierarchy of…

Statistics Theory · Mathematics 2011-03-10 Steve Hanneke

Motivated by some applications in signal processing and machine learning, we consider two convex optimization problems where, given a cone $K$, a norm $\|\cdot\|$ and a smooth convex function $f$, we want either 1) to minimize the norm over…

Optimization and Control · Mathematics 2013-03-29 Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

In this paper we study a Tikhonov-type method for ill-posed nonlinear operator equations $\gdag = F(\udag)$ where $\gdag$ is an integrable, non-negative function. We assume that data are drawn from a Poisson process with density $t\gdag$…

Numerical Analysis · Mathematics 2015-04-01 Frank Werner , Thorsten Hohage

We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…

Optimization and Control · Mathematics 2021-07-09 Vyacheslav Kungurtsev , Vladimir Shikhman

This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly…

Optimization and Control · Mathematics 2016-10-19 Arda Aytekin , Hamid Reza Feyzmahdavian , Mikael Johansson

Problems in machine learning (ML) can involve noisy input data, and ML classification methods have reached limiting accuracies when based on standard ML data sets consisting of feature vectors and their classes. Greater accuracy will…

Machine Learning · Statistics 2013-12-31 Yue Fan , Louise Raphael , Mark Kon

In a real Hilbert space $\mathcal{H}$. Given any function $f$ convex differentiable whose solution set $\argmin_{\mathcal{H}}\,f$ is nonempty, by considering the Proximal Algorithm $x_{k+1}=\text{prox}_{\b_k f}(d x_k)$, where $0<d<1$ and…

Optimization and Control · Mathematics 2023-09-26 A. C. Bagy , Z. Chbani , H. Riahi

We consider the stable approximation of sparse solutions to non-linear operator equations by means of Tikhonov regularization with a subquadratic penalty term. Imposing certain assumptions, which for a linear operator are equivalent to the…

Functional Analysis · Mathematics 2009-12-06 Markus Grasmair , Markus Haltmeier , Otmar Scherzer

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

We consider Tikhonov-type variational regularization of ill-posed linear operator equations in Banach spaces with general convex penalty functionals. Upper bounds for certain error measures expressing the distance between exact and…

Numerical Analysis · Mathematics 2017-12-06 Jens Flemming

Distributionally robust optimization has been shown to offer a principled way to regularize learning models. In this paper, we find that Tikhonov regularization is distributionally robust in an optimal transport sense (i.e., if an adversary…

Optimization and Control · Mathematics 2022-10-05 Jiajin Li , Sirui Lin , Jose Blanchet , Viet Anh Nguyen

We consider a modified Tikhonov-type functional for the solution of ill-posed nonlinear inverse problems. Motivated by applications in the field of production engineering, we allow small deviations in the solution, which are modeled through…

Numerical Analysis · Mathematics 2020-07-14 Iwona Piotrowska-Kurczewski , Georgia Sfakianaki

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

Learned Optimizers (LOs), a type of Meta-learning, have gained traction due to their ability to be parameterized and trained for efficient optimization. Traditional gradient-based methods incorporate explicit regularization techniques such…

Machine Learning · Computer Science 2025-10-13 Suraj Kumar Sahoo , Narayanan C Krishnan

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

Numerical Analysis · Mathematics 2026-05-19 Duan-Peng Ling , Wenlong Zhang

The outcome of Jacobian singular values regularization was studied for supervised learning problems. It also was shown that Jacobian conditioning regularization can help to avoid the ``mode-collapse'' problem in Generative Adversarial…

Machine Learning · Computer Science 2020-07-15 Arip Asadulaev , Igor Kuznetsov , Gideon Stein , Andrey Filchenkov

We consider a misspecified optimization problem that requires minimizing a function f(x;q*) over a closed and convex set X where q* is an unknown vector of parameters that may be learnt by a parallel learning process. In this context, We…

Optimization and Control · Mathematics 2015-04-17 Hesam Ahmadi , Uday V. Shanbhag

In this paper, we apply a new kind of smoothness concept, i.e. H\"older stability estimates for the determination of convergence rates of Tikhonov regularization for linear and non-linear inverse problems in Hilbert spaces. For linear…

Numerical Analysis · Mathematics 2020-11-05 Gaurav Mittal , Ankik Kumar Giri

Regularization plays a pivotal role in ill-posed machine learning and inverse problems. However, the fundamental comparative analysis of various regularization norms remains open. We establish a small noise analysis framework to assess the…

Machine Learning · Statistics 2024-09-05 Quanjun Lang , Fei Lu

Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…

Machine Learning · Computer Science 2023-03-03 Lingxiao Li , Noam Aigerman , Vladimir G. Kim , Jiajin Li , Kristjan Greenewald , Mikhail Yurochkin , Justin Solomon