Related papers: Thresholding gradient methods in Hilbert spaces: s…
Parsimonious representations are ubiquitous in modeling and processing information. Motivated by the recent Multi-Layer Convolutional Sparse Coding (ML-CSC) model, we herein generalize the traditional Basis Pursuit problem to a multi-layer…
We develop and analyze stochastic variants of ISTA and a full backtracking FISTA algorithms [Beck and Teboulle, 2009, Scheinberg et al., 2014] for composite optimization without the assumption that stochastic gradient is an unbiased…
The iterative weighted shrinkage-thresholding algorithm (IWSTA) has shown superiority to the classic unweighted iterative shrinkage-thresholding algorithm (ISTA) for solving linear inverse problems, which address the attributes differently.…
In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularized least squares regression ($l_q$LS) has received considerable attention due to its superiorities on sparsity-inducing and bias-reduction over the convex counterparts. In this…
There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…
Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…
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…
We propose a novel convolutional neural network (CNN), called $\Psi$DONet, designed for learning pseudodifferential operators ($\Psi$DOs) in the context of linear inverse problems. Our starting point is the Iterative Soft Thresholding…
In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by the tamed Euler scheme, which is a commonly used method within the context of stochastic differential equations, TSGD is…
Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
In this paper we introduce a new gradient method which attains quadratic convergence in a certain sense. Applicable to infinite-dimensional unconstrained minimization problems posed in a Hilbert space $H$, the approach consists in finding…
Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus…
Many problems in science and engineering involve, as part of their solution process, the consideration of a separable function which is the sum of two convex functions, one of them possibly non-smooth. Recently a few works have discussed…
We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…
In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…
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…
A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online…