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We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

This paper investigates the impact of loss function selection in deep unfolding techniques for sparse signal recovery algorithms. Deep unfolding transforms iterative optimization algorithms into trainable lightweight neural networks by…

Signal Processing · Electrical Eng. & Systems 2026-04-24 Koshi Nagahisa , Ryo Hayakawa , Youji Iiguni

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei

Inference-time computation offers a powerful axis for scaling the performance of language models. However, naively increasing computation in techniques like Best-of-N sampling can lead to performance degradation due to reward hacking.…

Artificial Intelligence · Computer Science 2025-04-09 Audrey Huang , Adam Block , Qinghua Liu , Nan Jiang , Akshay Krishnamurthy , Dylan J. Foster

Simulated Tempering (ST) is an MCMC algorithm for complex target distributions that operates on a path between the target and a more amenable reference distribution. Crucially, if the reference enables i.i.d. sampling, ST is regenerative…

Computation · Statistics 2024-01-26 Miguel Biron-Lattes , Trevor Campbell , Alexandre Bouchard-Côté

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

Nonconvex sparse learning plays an essential role in many areas, such as signal processing and deep network compression. Iterative hard thresholding (IHT) methods are the state-of-the-art for nonconvex sparse learning due to their…

Machine Learning · Computer Science 2021-01-05 Qianqian Tong , Guannan Liang , Tan Zhu , Jinbo Bi

Gradient-descent based iterative algorithms pervade a variety of problems in estimation, prediction, learning, control, and optimization. Recently iterative algorithms based on higher-order information have been explored in an attempt to…

Machine Learning · Computer Science 2021-03-25 Spencer McDonald , Yingnan Cui , Joseph E. Gaudio , Anuradha M. Annaswamy

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

Linear inverse problems arise in diverse engineering fields especially in signal and image reconstruction. The development of computational methods for linear inverse problems with sparsity is one of the recent trends in this field. The…

Numerical Analysis · Mathematics 2023-07-31 Zhong-Feng Sun , Jin-Chuan Zhou , Yun-Bin Zhao

A qualitative comparison of total variation like penalties (total variation, Huber variant of total variation, total generalized variation, ...) is made in the context of global seismic tomography. Both penalized and constrained…

Geophysics · Physics 2012-04-09 Ignace Loris , Caroline Verhoeven

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

Message passing algorithms, whose iterative nature captures well complicated interactions among interconnected variables in complex systems and extracts information from the fixed point of iterated messages, provide a powerful toolkit in…

Disordered Systems and Neural Networks · Physics 2022-02-28 Chun-Yan Zhao , Yan-Rong Fu , Jin-Hua Zhao

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

The inclusion of a macroscopic adaptive threshold is studied for the retrieval dynamics of both layered feedforward and fully connected neural network models with synaptic noise. These two types of architectures require a different method…

Disordered Systems and Neural Networks · Physics 2007-08-03 D. Bolle , R. Heylen

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of…

Numerical Analysis · Computer Science 2018-08-23 Michael P. Friedlander , Mark Schmidt

The use of M-estimators in generalized linear regression models in high dimensional settings requires risk minimization with hard $L_0$ constraints. Of the known methods, the class of projected gradient descent (also known as iterative hard…

Machine Learning · Computer Science 2014-10-22 Prateek Jain , Ambuj Tewari , Purushottam Kar

The algorithms based on the technique of optimal $k$-thresholding (OT) were recently proposed for signal recovery, and they are very different from the traditional family of hard thresholding methods. However, the computational cost for…

Information Theory · Computer Science 2022-07-21 Yun-Bin Zhao , Zhi-Quan Luo