Related papers: Fast Cadzow's Algorithm and a Gradient Variant
We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…
We study the question of reconstructing two signals $f$ and $g$ from their convolution $y = f\ast g$. This problem, known as {\em blind deconvolution}, pervades many areas of science and technology, including astronomy, medical imaging,…
In the paper, we propose a class of accelerated stochastic gradient-free and projection-free (a.k.a., zeroth-order Frank-Wolfe) methods to solve the constrained stochastic and finite-sum nonconvex optimization. Specifically, we propose an…
In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…
In this work, to efficiently help escape the stationary and saddle points, we propose, analyze, and generalize a stochastic strategy performed as an operator for a first-order gradient descent algorithm in order to increase the target…
To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive…
Recently, tremendous human-designed and automatically searched neural networks have been applied to image denoising. However, previous works intend to handle all noisy images in a pre-defined static network architecture, which inevitably…
Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…
This paper proposes a stochastic variant of a classic algorithm---the cubic-regularized Newton method [Nesterov and Polyak 2006]. The proposed algorithm efficiently escapes saddle points and finds approximate local minima for general…
Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator…
Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…
Under certain statistical assumptions of noise, recent self-supervised approaches for denoising have been introduced to learn network parameters without true clean images, and these methods can restore an image by exploiting information…
Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
This paper presents a novel factorization-based, low-rank regularization method for solving multidimensional deconvolution problems in the frequency domain. In this approach, each frequency component of the unknown wavefield is represented…
Denoising is a fundamental imaging problem. Versatile but fast filtering has been demanded for mobile camera systems. We present an approach to multiscale filtering which allows real-time applications on low-powered devices. The key idea is…
Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…
We consider the downlink of a cell-free massive multiple-input multiple-output (MIMO) system where large number of access points (APs) simultaneously serve a group of users. Two fundamental problems are of interest, namely (i) to maximize…
In the context of gridless sparse optimization, the Sliding Frank Wolfe algorithm recently introduced has shown interesting analytical and practical properties. Nevertheless, is application to large data, such as in the case of 3D…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…