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It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

Statistics Theory · Mathematics 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke

Partial label learning deals with the problem where each training instance is assigned a set of candidate labels, only one of which is correct. This paper provides the first attempt to leverage the idea of self-training for dealing with…

Machine Learning · Computer Science 2019-02-11 Lei Feng , Bo An

Inverse problems arise in a number of domains such as medical imaging, remote sensing, and many more, relying on the use of advanced signal and image processing approaches -- such as sparsity-driven techniques -- to determine their…

Machine Learning · Computer Science 2019-02-01 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

We propose a prototypical Split Inverse Problem (SIP) and a new variational problem, called the Split Variational Inequality Problem (SVIP), which is a SIP. It entails finding a solution of one inverse problem (e.g., a Variational…

Optimization and Control · Mathematics 2011-08-11 Yair Censor , Aviv Gibali , Simeon Reich

Inverse problems are concerned with the reconstruction of unknown physical quantities using indirect measurements and are fundamental across diverse fields such as medical imaging, remote sensing, and material sciences. These problems serve…

Numerical Analysis · Mathematics 2025-06-16 Carola-Bibiane Schönlieb , Zakhar Shumaylov

In this paper, we mainly study one class of convex mixed-integer nonlinear programming problems (MINLPs) with non-differentiable data. By dropping the differentiability assumption, we substitute gradients with subgradients obtained from KKT…

Optimization and Control · Mathematics 2015-09-22 Zhou Wei , M. Montaz Ali

Mixed integer convex and nonlinear programs, MICP and MINLP, are expressive but require long solving times. Recent work that combines learning methods on solver heuristics has shown potential to overcome this issue allowing for applications…

Robotics · Computer Science 2021-10-05 Xuan Lin , Gabriel I. Fernandez , Dennis W. Hong

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen

We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level…

Optimization and Control · Mathematics 2025-06-10 Lea Bogensperger , Matthias J. Ehrhardt , Thomas Pock , Mohammad Sadegh Salehi , Hok Shing Wong

Solving inverse problems, such as parameter estimation and optimal control, is a vital part of science. Many experiments repeatedly collect data and rely on machine learning algorithms to quickly infer solutions to the associated inverse…

Machine Learning · Computer Science 2022-10-14 Philipp Holl , Vladlen Koltun , Nils Thuerey

There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…

Optimization and Control · Mathematics 2024-02-28 Quan Zhou , Jakub Marecek

Physics-Informed Machine Learning (PIML) offers a powerful paradigm of integrating data with physical laws to address important scientific problems, such as parameter estimation, inferring hidden physics, equation discovery, and state…

Computational Engineering, Finance, and Science · Computer Science 2025-10-31 Letian Yi , Siyuan Yang , Ying Cui , Zhilu Lai

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

This paper addresses the bilinearly coupled minimax optimization problem: $\min_{x \in \mathbb{R}^{d_x}}\max_{y \in \mathbb{R}^{d_y}} \ f_1(x) + f_2(x) + y^{\top} Bx - g_1(y) - g_2(y)$, where $f_1$ and $g_1$ are smooth convex functions,…

Optimization and Control · Mathematics 2025-05-27 Jingwang Li , Xiao Li

Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…

Optimization and Control · Mathematics 2025-11-07 Venkat Chandrasekaran , Timothy Duff , Jose Israel Rodriguez , Kevin Shu

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

A number of ill-posed inverse problems in signal processing, like blind deconvolution, matrix factorization, dictionary learning and blind source separation share the common characteristic of being bilinear inverse problems (BIPs), i.e. the…

Information Theory · Computer Science 2014-11-11 Sunav Choudhary , Urbashi Mitra