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Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…

Optimization and Control · Mathematics 2024-06-21 Quentin Rebjock , Nicolas Boumal

We study a nonconvex optimization algorithmic approach to phase retrieval and the more general problem of semidefinite low-rank matrix sensing. Specifically, we analyze the nonconvex landscape of a quartic Burer-Monteiro factored…

Optimization and Control · Mathematics 2026-04-20 Andrew D. McRae

Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…

Machine Learning · Computer Science 2023-06-30 Shuai Zhang

We develop a new collaborative filtering (CF) method that combines both previously known users' preferences, i.e. standard CF, as well as product/user attributes, i.e. classical function approximation, to predict a given user's interest in…

Machine Learning · Computer Science 2007-05-23 Jacob Abernethy , Francis Bach , Theodoros Evgeniou , Jean-Philippe Vert

Gradient descent (GD) is crucial for generalization in machine learning models, as it induces implicit regularization, promoting compact representations. In this work, we examine the role of GD in inducing implicit regularization for tensor…

Optimization and Control · Mathematics 2023-10-25 Ziye Ma , Javad Lavaei , Somayeh Sojoudi

The overfitting is one of the cursing subjects in the deep learning field. To solve this challenge, many approaches were proposed to regularize the learning models. They add some hyper-parameters to the model to extend the generalization;…

Machine Learning · Computer Science 2020-05-06 Mohammad Mahdi Bejani , Mehdi Ghatee

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…

Optimization and Control · Mathematics 2025-05-07 Richard Y. Zhang

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

One of the key assumptions in the stability and convergence analysis of variational regularization is the ability of finding global minimizers. However, such an assumption is often not feasible when the regularizer is a black box or…

Optimization and Control · Mathematics 2023-07-05 Daniel Obmann , Markus Haltmeier

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Computer Vision and Pattern Recognition · Computer Science 2014-06-12 Yilun Wang , Xinhua Su

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

Optimization and Control · Mathematics 2023-03-24 Runchao Ma , Qihang Lin , Tianbao Yang

In this work, we consider learning over multitask graphs, where each agent aims to estimate its own parameter vector. Although agents seek distinct objectives, collaboration among them can be beneficial in scenarios where relationships…

Machine Learning · Computer Science 2025-09-23 Yara Zgheib , Luca Calatroni , Marc Antonini , Roula Nassif

We introduce a novel stochastic regularization technique for deep neural networks, which decomposes a layer into multiple branches with different parameters and merges stochastically sampled combinations of the outputs from the branches…

Machine Learning · Computer Science 2019-10-04 Wonpyo Park , Paul Hongsuck Seo , Bohyung Han , Minsu Cho

A rank-$r$ matrix $X \in \mathbb{R}^{m \times n}$ can be written as a product $U V^\top$, where $U \in \mathbb{R}^{m \times r}$ and $V \in \mathbb{R}^{n \times r}$. One could exploit this observation in optimization: e.g., consider the…

Optimization and Control · Mathematics 2016-11-01 Dohyung Park , Anastasios Kyrillidis , Constantine Caramanis , Sujay Sanghavi

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…

Optimization and Control · Mathematics 2013-08-27 Emilie Chouzenoux , Anna Jezierska , Jean-Christophe Pesquet , Hugues Talbot

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady
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