Related papers: A Lipschitz Matrix for Parameter Reduction in Comp…
Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…
The Jacobian matrix (or the gradient for single-output networks) is directly related to many important properties of neural networks, such as the function landscape, stationary points, (local) Lipschitz constants and robustness to…
Linear computation coding is concerned with the compression of multidimensional linear functions, i.e. with reducing the computational effort of multiplying an arbitrary vector to an arbitrary, but known, constant matrix. This paper…
We present a novel machine learning architecture that uses the exponential of a single input-dependent matrix as its only nonlinearity. The mathematical simplicity of this architecture allows a detailed analysis of its behaviour, providing…
In this note, we establish the Lipschitz continuity of finite-dimensional globally convex functions on all given balls and global Lipschitz continuity for eligible functions of that type. The Lipschitz constants in both situations draw…
We study the iteration complexity of Lipschitz convex optimization problems satisfying a general error bound. We show that for this class of problems, subgradient descent with either Polyak stepsizes or decaying stepsizes achieves minimax…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
Lipschitz constants are connected to many properties of neural networks, such as robustness, fairness, and generalization. Existing methods for computing Lipschitz constants either produce relatively loose upper bounds or are limited to…
We construct a Lipschitz truncation which approximates functions of bounded variation in the area-strict metric. The Lipschitz truncation changes the original function only on a small set similar to Lusin's theorem. Previous results could…
For a quadratic matrix polynomial dependent on parameters and a given tolerance $\epsilon > 0$, the minimization of the $\epsilon$-pseudospectral abscissa over the set of permissible parameter values is discussed, with applications in…
This paper presents a framework for bounding the approximation error in imitation model predictive controllers utilizing neural networks. Leveraging the Lipschitz properties of these neural networks, we derive a bound that guides dataset…
In the article we have obtained some estimates of the rate of convergence for the recently proposed by Yu.E. Nesterov method of minimization of a convex Lipschitz-continuous function of two variables on a square with a fixed side. The…
We present a novel method for matrix completion, specifically designed for matrices where one dimension is significantly larger than the other. Our Columns Selected Matrix Completion (CSMC) method combines Column Subset Selection with…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection…
In this work, we propose an efficient minimax optimal global optimization algorithm for multivariate Lipschitz continuous functions. To evaluate the performance of our approach, we utilize the average regret instead of the traditional…
We consider a reconstruction problem of a reduced stable positive network system with the preservation of the original interconnection structure based on an $H^2$ optimal model reduction problem with constraints. To this end, we define an…
A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…
Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…
The generalization performance of deep neural networks with regard to the optimization algorithm is one of the major concerns in machine learning. This performance can be affected by various factors. In this paper, we theoretically prove…