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We study the minimax problem $\min_{x\in M} \max_y f_r(x,y):=f(x,y)-h(y)$, where $M$ is a compact submanifold, $f$ is continuously differentiable in $(x, y)$, $h$ is a closed, weakly-convex (possibly non-smooth) function and we assume that…

Optimization and Control · Mathematics 2025-12-09 Necdet Serhat Aybat , Jiang Hu , Zhanwang Deng

For high-dimensional sparse parameter estimation problems, Log-Sum Penalty (LSP) regularization effectively reduces the sampling sizes in practice. However, it still lacks theoretical analysis to support the experience from previous…

Information Theory · Computer Science 2014-02-25 Zheng Pan , Guangdong Hou , Changshui Zhang

For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…

Machine Learning · Statistics 2017-10-12 Markus Grasmair , Timo Klock , Valeriya Naumova

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression, spline…

Statistics Theory · Mathematics 2011-09-15 Sylvain Arlot , Francis Bach

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

Optimization and Control · Mathematics 2025-05-16 Andy Yat-Ming Cheung , Jinxin Wang , Man-Chung Yue , Anthony Man-Cho So

Motivated by the needs of estimating the proximity clustering with partial distance measurements from vantage points or landmarks for remote networked systems, we show that the proximity clustering problem can be effectively formulated as…

Machine Learning · Computer Science 2020-08-11 Yongquan Fu

Recent work has focused on combining kernel methods and deep learning to exploit the best of the two approaches. Here, we introduce a new architecture of neural networks in which we replace the top dense layers of standard convolutional…

Machine Learning · Computer Science 2019-12-02 Luc Giffon , Stéphane Ayache , Thierry Artières , Hachem Kadri

In this paper, we investigate the problem of stochastic multi-level compositional optimization, where the objective function is a composition of multiple smooth but possibly non-convex functions. Existing methods for solving this problem…

Machine Learning · Computer Science 2022-10-20 Wei Jiang , Bokun Wang , Yibo Wang , Lijun Zhang , Tianbao Yang

Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often…

Methodology · Statistics 2014-09-09 Yuliya Marchetti , Qing Zhou

Kernel methods are a popular class of nonlinear predictive models in machine learning. Scalable algorithms for learning kernel models need to be iterative in nature, but convergence can be slow due to poor conditioning. Spectral…

Machine Learning · Statistics 2024-01-26 Amirhesam Abedsoltan , Parthe Pandit , Luis Rademacher , Mikhail Belkin

The incorporation of analytical kernel information is exploited in the construction of Nystr\"om discretization schemes for integral equations modeling planar Helmholtz boundary value problems. Splittings of kernels and matrices, coarse and…

Numerical Analysis · Mathematics 2014-08-19 Johan Helsing , Anders Holst

We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…

Machine Learning · Computer Science 2017-07-04 Jonas Moritz Kohler , Aurelien Lucchi

Given a union of non-linear manifolds, non-linear subspace clustering or manifold clustering aims to cluster data points based on manifold structures and also learn to parameterize each manifold as a linear subspace in a feature space. Deep…

Machine Learning · Computer Science 2022-01-26 Zengyi Li , Yubei Chen , Yann LeCun , Friedrich T. Sommer

Compressing large Neural Networks (NN) by quantizing the parameters, while maintaining the performance is highly desirable due to reduced memory and time complexity. In this work, we cast NN quantization as a discrete labelling problem, and…

Computer Vision and Pattern Recognition · Computer Science 2019-08-21 Thalaiyasingam Ajanthan , Puneet K. Dokania , Richard Hartley , Philip H. S. Torr

Penalized estimation can conduct variable selection and parameter estimation simultaneously. The general framework is to minimize a loss function subject to a penalty designed to generate sparse variable selection. The…

Computation · Statistics 2024-01-11 Zhu Wang

We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…

Machine Learning · Statistics 2017-06-06 Han Liu , Lie Wang , Tuo Zhao

The recovery of the intrinsic geometric structures of data collections is an important problem in data analysis. Supervised extensions of several manifold learning approaches have been proposed in the recent years. Meanwhile, existing…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Cem Ornek , Elif Vural

This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…

Optimization and Control · Mathematics 2026-05-19 Kangming Chen

In this paper, we study norm-based regularization methods for neural networks. We compare existing penalization approaches and introduce two regularization strategies that extend classical ridge- and lasso-type penalties to neural network…

Machine Learning · Statistics 2026-05-04 Muhammad Qasim , Farrukh Javed
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