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We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…

Machine Learning · Statistics 2021-11-08 Dimitris Bertsimas , Jourdain Lamperski , Jean Pauphilet

This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…

Optimization and Control · Mathematics 2020-09-02 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo

We study inexact fixed-point proximity algorithms for solving a class of sparse regularization problems involving the $\ell_0$ norm. Specifically, the $\ell_0$ model has an objective function that is the sum of a convex fidelity term and a…

Optimization and Control · Mathematics 2024-04-30 Ronglong Fang , Yuesheng Xu , Mingsong Yan

We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…

Machine Learning · Computer Science 2017-12-27 Xingguo Li , Raman Arora , Han Liu , Jarvis Haupt , Tuo Zhao

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Loop closure is an important task in robot navigation. However, existing methods mostly rely on some implicit or heuristic features of the environment, which can still fail to work in common environments such as corridors, tunnels, and…

Robotics · Computer Science 2024-10-22 Tongxing Jin , Thien-Minh Nguyen , Xinhang Xu , Yizhuo Yang , Shenghai Yuan , Jianping Li , Lihua Xie

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm…

Machine Learning · Computer Science 2018-05-23 Xinyue Shen , Yuantao Gu

This paper focuses on the sparse subspace clustering problem, and develops an online algorithmic solution to cluster data points on-the-fly, without revisiting the whole dataset. The strategy involves an online solution of a sparse…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

Machine Learning · Computer Science 2023-06-21 Marin Ballu , Quentin Berthet

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

A fundamental problem in collaborative sensing lies in providing an accurate prediction of critical events (e.g., hazardous environmental condition, urban abnormalities, economic trends). However, due to the resource constraints,…

Signal Processing · Electrical Eng. & Systems 2019-09-11 Daniel Zhang , Yang Zhang , Dong Wang

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning,…

Machine Learning · Computer Science 2020-01-22 Qing Qu , Zhihui Zhu , Xiao Li , Manolis C. Tsakiris , John Wright , René Vidal

Recognizing a previously visited place, also known as place recognition (or loop closure detection) is the key towards fully autonomous mobile robots and self-driving vehicle navigation. Augmented with various Simultaneous Localization and…

Robotics · Computer Science 2017-04-19 Ashwin Mathur , Fei Han , Hao Zhang

Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

In this paper we present an extension of Direct Sparse Odometry (DSO) to a monocular visual SLAM system with loop closure detection and pose-graph optimization (LDSO). As a direct technique, DSO can utilize any image pixel with sufficient…

Computer Vision and Pattern Recognition · Computer Science 2018-08-06 Xiang Gao , Rui Wang , Nikolaus Demmel , Daniel Cremers

The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…

Machine Learning · Computer Science 2020-06-26 Kyriakos Axiotis , Maxim Sviridenko

Loop closures are essential for correcting odometry drift and creating consistent maps, especially in the context of large-scale navigation. Current methods using dense point clouds for accurate place recognition do not scale well due to…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Débora N. P. Oliveira , Joshua Knights , Sebastián Barbas Laina , Simon Boche , Wolfram Burgard , Stefan Leutenegger