Related papers: Invariant Smoothing on Lie Groups
This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…
We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a…
Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that…
Simultaneous Localization and Mapping (SLAM) is a process of concurrent estimation of the vehicle's pose and feature locations with respect to a frame of reference. This paper proposes a computationally cheap geometric nonlinear SLAM filter…
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…
Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…
Classical convergence analyses for optimization algorithms rely on the widely-adopted uniform smoothness assumption. However, recent experimental studies have demonstrated that many machine learning problems exhibit non-uniform smoothness,…
Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…
Isotonic regression provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…
We present several theoretical contributions which allow Lie groups to be fit to high dimensional datasets. Transformation operators are represented in their eigen-basis, reducing the computational complexity of parameter estimation to that…
We propose a framework for tightly-coupled lidar inertial odometry via smoothing and mapping, LIO-SAM, that achieves highly accurate, real-time mobile robot trajectory estimation and map-building. LIO-SAM formulates lidar-inertial odometry…
Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as sparsity, group sparsity, low-rank and sharp edges. It is also the basis for…
For linear time-invariant systems, a separation principle holds: stable observer and stable state feedback can be designed for the time-invariant system, and the combined observer and feedback will be stable. For non-linear systems, a local…
Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…
In view of training increasingly complex learning architectures, we establish a nonsmooth implicit function theorem with an operational calculus. Our result applies to most practical problems (i.e., definable problems) provided that a…
This paper aims at reviewing nonlinear methods for model order reduction of structures with geometric nonlinearity, with a special emphasis on the techniques based on invariant manifold theory. Nonlinear methods differ from linear based…
We study a class of conditional independence models for discrete data with the property that one or more log-linear interactions are defined within two different marginal distributions and then constrained to 0; all the conditional…
We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…