Related papers: Online Regularized Nonlinear Acceleration
As a popular channel pruning method for convolutional neural networks (CNNs), network slimming (NS) has a three-stage process: (1) it trains a CNN with $\ell_1$ regularization applied to the scaling factors of the batch normalization…
In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…
Alternating gradient-descent-ascent (AltGDA) is an optimization algorithm that has been widely used for model training in various machine learning applications, which aims to solve a nonconvex minimax optimization problem. However, the…
This work presents a novel regularization method for the identification of Nonlinear Autoregressive eXogenous (NARX) models. The regularization method promotes the exponential decay of the influence of past input samples on the current…
We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a…
Forecasting of time series in continuous systems becomes an increasingly relevant task due to recent developments in IoT and 5G. The popular forecasting model ARIMA is applied to a large variety of applications for decades. An online…
We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…
Although Anderson acceleration (AA) is known to speed up fixed-point iterations, it is rarely applied in constrained optimization, in particular sequential quadratic programming (SQP). We show that the local convergence behavior of a…
The incremental aggregated gradient algorithm is popular in network optimization and machine learning research. However, the current convergence results require the objective function to be strongly convex. And the existing convergence…
Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…
Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…
We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…
Data assisted reconstruction algorithms, incorporating trained neural networks, are a novel paradigm for solving inverse problems. One approach is to first apply a classical reconstruction method and then apply a neural network to improve…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
In this paper, we develop a new accelerated stochastic gradient method for efficiently solving the convex regularized empirical risk minimization problem in mini-batch settings. The use of mini-batches is becoming a golden standard in the…
Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…
We introduce latency-aware network acceleration (LANA) - an approach that builds on neural architecture search techniques and teacher-student distillation to accelerate neural networks. LANA consists of two phases: in the first phase, it…
Iterative methods are ubiquitous in large-scale scientific computing applications, and a number of approaches based on meta-learning have been recently proposed to accelerate them. However, a systematic study of these approaches and how…