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We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the…
The aim of this paper is to construct a new non-uniform corner-cutting (NUCC) subdivision scheme that improves the accuracy of the classical (stationary and nonstationary) methods. The refinement rules are formulated via the reproducing…
Node elimination is a numerical approach to obtain cubature rules for the approximation of multivariate integrals. Beginning with a known cubature rule, nodes are selected for elimination, and a new, more efficient rule is constructed by…
Context: Petri net slicing is a technique to reduce the size of a Petri net to ease the analysis or understanding of the original Petri net. Objective: Presenting two new Petri net slicing algorithms to isolate those places and transitions…
In this paper, we propose new deterministic and Monte Carlo interpolation algorithms for sparse multivariate polynomials represented by straight-line programs. Let $f$ be an $n$-variate polynomial given by a straight-line program, which has…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…
Several more and more efficient component--by--component (CBC) constructions for suitable rank-1 lattices were developed during the last decades. On the one hand, there exist constructions that are based on minimizing some error functional.…
We introduce a new method to approximate integrals $\int_{\mathbb{R}^d} f(\boldsymbol{x}) \, \mathrm{d} \boldsymbol{x}$ which simply scales lattice rules from the unit cube $[0,1]^d$ to properly sized boxes on $\mathbb{R}^d$, hereby…
In this paper, we introduce the notion of motif closure and describe higher-order ranking and link prediction methods based on the notion of closing higher-order network motifs. The methods are fast and efficient for real-time ranking and…
Many applications rely on time-intensive matrix operations, such as factorization, which can be sped up significantly for large sparse matrices by interpreting the matrix as a sparse graph and computing a node ordering that minimizes the…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
Considering a 2D matrix of positive and negative numbers, how might one draw a rectangle within it whose contents sum higher than all other rectangles'? This fundamental problem, commonly known the maximum rectangle problem or subwindow…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
In this paper we construct polynomial lattice rules which have, in some sense, small gain coefficients using a component-by-component approach. The gain coefficients, as introduced by Owen, indicate to what degree the method improves upon…
Considering higher-order interactions allows for a more comprehensive understanding of network structures beyond simple pairwise connections. While leveraging all cliques in a network to handle higher-order interactions is intuitive, it…
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,…
We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…
High-dimensional sparse data present computational and statistical challenges for supervised learning. We propose compact linear sketches for reducing the dimensionality of the input, followed by a single layer neural network. We show that…
Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…