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In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Optimization and Control · Mathematics 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the…

Methodology · Statistics 2023-12-07 Guillaume Sagnol , Luc Pronzato

We propose a new framework for deriving screening rules for convex optimization problems. Our approach covers a large class of constrained and penalized optimization formulations, and works in two steps. First, given any approximate point,…

Optimization and Control · Mathematics 2016-09-26 Anant Raj , Jakob Olbrich , Bernd Gärtner , Bernhard Schölkopf , Martin Jaggi

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

Numerical Analysis · Mathematics 2018-01-03 Augustin Cosse , Laurent Demanet

Fast Field-Cycling Nuclear Magnetic Resonance relaxometry is a non-destructive technique to investigate molecular dynamics and structure of systems having a wide range of applications such as environment, biology, and food. Besides a…

The idea that many important classes of signals can be well-represented by linear combinations of a small set of atoms selected from a given dictionary has had dramatic impact on the theory and practice of signal processing. For practical…

Information Theory · Computer Science 2015-03-18 Quan Geng , Huan Wang , John Wright

We develop a primal dual active set with continuation algorithm for solving the \ell^0-regularized least-squares problem that frequently arises in compressed sensing. The algorithm couples the the primal dual active set method with a…

Optimization and Control · Mathematics 2014-03-04 Yuling Jiao , Bangti Jin , Xiliang Lu

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

Screening rules allow to early discard irrelevant variables from the optimization in Lasso problems, or its derivatives, making solvers faster. In this paper, we propose new versions of the so-called $\textit{safe rules}$ for the Lasso.…

Machine Learning · Statistics 2015-12-07 Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization…

Machine Learning · Statistics 2017-12-29 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

In this paper, we propose a procedure to accelerate the resolution of the well-known "Elastic-Net" problem. Our procedure is based on the (partial) identification of the solution support and the reformulation of the original problem into a…

Optimization and Control · Mathematics 2022-02-04 Théo Guyard , Cédric Herzet , Clément Elvira

A dictionary is a database of standard vectors, so that other vectors / signals are expressed as linear combinations of dictionary vectors, and the task of learning a dictionary for a given data is to find a good dictionary so that the…

Machine Learning · Computer Science 2020-07-09 Mohammed Rayyan Sheriff , Debasish Chatterjee

In this paper, we demonstrate that in many NP-complete variants of the stable matching problem, such as the Stable Hypergraph Matching problem, the Stable Multicommodity Flow problem, and the College Admission problem with common quotas, a…

Computer Science and Game Theory · Computer Science 2025-02-11 Gergely Csáji

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

Machine Learning · Computer Science 2012-07-03 Haim Avron , Satyen Kale , Shiva Kasiviswanathan , Vikas Sindhwani

In logistic regression, it is often desirable to utilize regularization to promote sparse solutions, particularly for problems with a large number of features compared to available labels. In this paper, we present screening rules that…

Machine Learning · Statistics 2022-02-02 Anna Deza , Alper Atamturk

Recently, considerable research efforts have been devoted to the design of methods to learn from data overcomplete dictionaries for sparse coding. However, learned dictionaries require the solution of an optimization problem for coding new…

Machine Learning · Computer Science 2010-11-17 Curzio Basso , Matteo Santoro , Alessandro Verri , Silvia Villa

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

Recent years have witnessed the success of dictionary learning (DL) based approaches in the domain of pattern classification. In this paper, we present an efficient structured dictionary learning (ESDL) method which takes both the diversity…

Computer Vision and Pattern Recognition · Computer Science 2020-07-15 Zi-Qi Li , Jun Sun , Xiao-Jun Wu , He-Feng Yin

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder