Related papers: Adaptive Convolutions
We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…
This work focuses on the convergence analysis of adaptive distributed beamforming schemes that can be reformulated as local random search algorithms via a random search framework. Once reformulated as local random search algorithms, it is…
Convolution is a fundamental operation in image processing and machine learning. Aimed primarily at maintaining image size, padding is a key ingredient of convolution, which, however, can introduce undesirable boundary effects. We present a…
An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…
We study the classical problem of approximating a non-decreasing function $f: \mathcal{X} \to \mathcal{Y}$ in $L^p(\mu)$ norm by sequentially querying its values, for known compact real intervals $\mathcal{X}$, $\mathcal{Y}$ and a known…
Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…
We study the problem of estimating the value of a known smooth function $f$ at an unknown point $\boldsymbol{\mu} \in \mathbb{R}^n$, where each component $\mu_i$ can be sampled via a noisy oracle. Sampling more frequently components of…
The approximation of smooth functions with a spectral basis typically leads to rapidly decaying coefficients where the rate of decay depends on the smoothness of the function and vice-versa. The optimal number of degrees of freedom in the…
In this paper, we develop new affine-invariant algorithms for solving composite convex minimization problems with bounded domain. We present a general framework of Contracting-Point methods, which solve at each iteration an auxiliary…
The paper introduces a new adaptive version of the Frank-Wolfe algorithm for relatively smooth convex functions. It is proposed to use the Bregman divergence other than half the square of the Euclidean norm in the formula for step-size.…
We consider the problem of estimating the slope parameter in circular functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of 1-periodic, second order stationary random functions X1,...,Xn. We consider an…
Convexity, though extremely important in mathematical programming, has not drawn enough attention in the field of dynamic programming. This paper gives conditions for verifying convexity of the cost-to-go functions, and introduces an…
We construct valuations on the space of finite-valued convex functions using integration of differential forms over the differential cycle associated to a convex function. We describe the kernel of this procedure and show that the…
The versatility of self-attention mechanism earned transformers great success in almost all data modalities, with limitations on the quadratic complexity and difficulty of training. To apply transformers across different data modalities,…
Smoothness is known to be crucial for acceleration in offline optimization, and for gradient-variation regret minimization in online learning. Interestingly, these two problems are actually closely connected -- accelerated optimization can…
The principle of translation equivariance (if an input image is translated an output image should be translated by the same amount), led to the development of convolutional neural networks that revolutionized machine vision. Other…
We propose the adaptive random Fourier features Gaussian kernel LMS (ARFF-GKLMS). Like most kernel adaptive filters based on stochastic gradient descent, this algorithm uses a preset number of random Fourier features to save computation…
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…
We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where one needs to recover…
We consider the model of nonregular nonparametric regression where smoothness constraints are imposed on the regression function $f$ and the regression errors are assumed to decay with some sharpness level at their endpoints. The aim of…