Related papers: Block-Randomized Stochastic Proximal Gradient for …

Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

The randomized coordinate descent (RCD) method is a classical algorithm with simple, lightweight iterations that is widely used for various optimization problems, including the solution of positive semidefinite linear systems. As a linear…

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Our interest lies in the recoverability properties of compressed tensors under the \textit{canonical polyadic decomposition} (CPD) model. The considered problem is well-motivated in many applications, e.g., hyperspectral image and video…

Block coordinate descent (BCD) methods and their variants have been widely used in coping with large-scale nonconstrained optimization problems in many fields such as imaging processing, machine learning, compress sensing and so on. For…

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning…

There introduce Particle Optimized Gradient Descent (POGD), an algorithm based on the gradient descent but integrates the particle swarm optimization (PSO) principle to achieve the iteration. From the experiments, this algorithm has…

In general, algorithms for order-3 CANDECOMP/-PARAFAC (CP), also coined canonical polyadic decomposition (CPD), are easily to implement and can be extended to higher order CPD. Unfortunately, the algorithms become computationally demanding,…

Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Network-distributed optimization has attracted significant attention in recent years due to its ever-increasing applications. However, the classic decentralized gradient descent (DGD) algorithm is communication-inefficient for large-scale…

Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…

Scientific problems require resolving multi-scale phenomena across different resolutions and learning solution operators in infinite-dimensional function spaces. Neural operators provide a powerful framework for this, using…

This paper is concerned with the ordered statistic decoding with local constraints (LC-OSD) of binary linear block codes, which is a near maximum-likelihood decoding algorithm. Compared with the conventional OSD, the LC-OSD significantly…

We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…

Dimension reduction techniques are often used when the high-dimensional tensor has relatively low intrinsic rank compared to the ambient dimension of the tensor. The CANDECOMP/PARAFAC (CP) tensor completion is a widely used approach to find…