Related papers: On a generalization of iterated and randomized rou…
Regularization methods are a key tool in the solution of inverse problems. They are used to introduce prior knowledge and make the approximation of ill-posed (pseudo-)inverses feasible. In the last two decades interest has shifted from…
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…
Standard Monte Carlo cluster algorithms have proven to be very effective for many different spin models, however they fail for frustrated spin systems. Recently a generalized cluster algorithm was introduced that works extremely well for…
This article presents a validation of a recently proposed strongly polynomial-time algorithm for the general linear programming problem. The proposed algorithm is an implicit reduction procedure that combines primal and dual linear…
Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…
Linear regression is a fundamental and primitive problem in supervised machine learning, with applications ranging from epidemiology to finance. In this work, we propose methods for speeding up distributed linear regression. We do so by…
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…
When factorizing binary matrices, we often have to make a choice between using expensive combinatorial methods that retain the discrete nature of the data and using continuous methods that can be more efficient but destroy the discrete…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
We use a unified framework to summarize sixteen randomized iterative methods including Kaczmarz method, coordinate descent method, etc. Some new iterative schemes are given as well. Some relationships with \textsc{mg} and \textsc{ddm} are…
Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…
Due to the limited number of bits in floating-point or fixed-point arithmetic, rounding is a necessary step in many computations. Although rounding methods can be tailored for different applications, round-off errors are generally…
We investigate generalized versions of the Iteratively Regularized Landweber Method, initially introduced in [Appl. Math. Optim., 38(1):45-68, 1998], to address linear and nonlinear ill-posed problems. Our approach is inspired by the…
Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…
We present a continuous formulation of machine learning, as a problem in the calculus of variations and differential-integral equations, in the spirit of classical numerical analysis. We demonstrate that conventional machine learning models…
Inverse problems arise in a variety of imaging applications including computed tomography, non-destructive testing, and remote sensing. The characteristic features of inverse problems are the non-uniqueness and instability of their…
We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…
Linear programming has played a crucial role in shaping decision-making, resource allocation, and cost reduction in various domains. In this paper, we investigate the application of overparametrized neural networks and their implicit bias…