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Many iterative procedures in stochastic optimization exhibit a transient phase followed by a stationary phase. During the transient phase the procedure converges towards a region of interest, and during the stationary phase the procedure…

Machine Learning · Statistics 2018-02-26 Jerry Chee , Panos Toulis

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

Recovering high-resolution images from limited sensory data typically leads to a serious ill-posed inverse problem, demanding inversion algorithms that effectively capture the prior information. Learning a good inverse mapping from training…

Computer Vision and Pattern Recognition · Computer Science 2018-06-12 Morteza Mardani , Qingyun Sun , Shreyas Vasawanala , Vardan Papyan , Hatef Monajemi , John Pauly , David Donoho

Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…

Information Theory · Computer Science 2013-02-12 Yangyang Xu

Proximal gradient methods have been found to be highly effective for solving minimization problems with non-negative constraints or L1-regularization. Under suitable nondegeneracy conditions, it is known that these algorithms identify the…

Optimization and Control · Mathematics 2018-10-16 Julie Nutini , Mark Schmidt , Warren Hare

Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…

Machine Learning · Computer Science 2025-09-16 Pedro Savarese

The data consistency for the physical forward model is crucial in inverse problems, especially in MR imaging reconstruction. The standard way is to unroll an iterative algorithm into a neural network with a forward model embedded. The…

Image and Video Processing · Electrical Eng. & Systems 2023-06-28 Guanxiong Luo , Mengmeng Kuang , Peng Cao

We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…

Machine Learning · Computer Science 2012-02-20 Xi Chen , Qihang Lin , Seyoung Kim , Jaime G. Carbonell , Eric P. Xing

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

We prove new convergence rates for a generalized version of stochastic Nesterov acceleration under interpolation conditions. Unlike previous analyses, our approach accelerates any stochastic gradient method which makes sufficient progress…

Optimization and Control · Mathematics 2025-01-27 Aaron Mishkin , Mert Pilanci , Mark Schmidt

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic…

Optimization and Control · Mathematics 2017-08-22 Yoshihiro Kanno

We introduce a proximal version of the stochastic dual coordinate ascent method and show how to accelerate the method using an inner-outer iteration procedure. We analyze the runtime of the framework and obtain rates that improve…

Machine Learning · Statistics 2013-10-09 Shai Shalev-Shwartz , Tong Zhang

An efficient policy search algorithm should estimate the local gradient of the objective function, with respect to the policy parameters, from as few trials as possible. Whereas most policy search methods estimate this gradient by observing…

Artificial Intelligence · Computer Science 2012-06-18 Gregory Lawrence , Stuart Russell

We analyze several generic proximal splitting algorithms well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new rates on the function value suboptimality or distance to the…

Optimization and Control · Mathematics 2022-01-28 Laurent Condat , Grigory Malinovsky , Peter Richtárik

Adaptive optimization methods have been widely used in deep learning. They scale the learning rates adaptively according to the past gradient, which has been shown to be effective to accelerate the convergence. However, they suffer from…

Machine Learning · Computer Science 2021-07-06 Hongwei Zhang , Weidong Zou , Hongbo Zhao , Qi Ming , Tijin Yan , Yuanqing Xia , Weipeng Cao

This paper presents a payoff perturbation technique, introducing a strong convexity to players' payoff functions in games. This technique is specifically designed for first-order methods to achieve last-iterate convergence in games where…

Computer Science and Game Theory · Computer Science 2025-03-04 Kenshi Abe , Mitsuki Sakamoto , Kaito Ariu , Atsushi Iwasaki

Anderson acceleration is an effective technique for enhancing the efficiency of fixed-point iterations; however, analyzing its convergence in nonsmooth settings presents significant challenges. In this paper, we investigate a class of…

Optimization and Control · Mathematics 2024-10-16 Kexin Li , Luwei Bai , Xiao Wang , Hao Wang

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

Optimization and Control · Mathematics 2024-02-12 Zhong Zheng , Shiqian Ma , Lingzhou Xue

This paper addresses design of accelerators using systolic architectures for training of neural networks using a novel gradient interleaving approach. Training the neural network involves backpropagation of error and computation of…

Signal Processing · Electrical Eng. & Systems 2023-02-27 Nanda Unnikrishnan , Keshab K. Parhi

In this paper, we will show an unprecedented method to accelerate training and improve performance, which called random gradient (RG). This method can be easier to the training of any model without extra calculation cost, we use Image…

Machine Learning · Computer Science 2018-08-22 Jiakai Wei
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