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Stochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse…

Optimization and Control · Mathematics 2025-01-22 Kuangyu Ding , Jingyang Li , Kim-Chuan Toh

In this paper, we provide a simple convergence analysis of proximal gradient algorithm with Bregman distance, which provides a tighter bound than existing result. In particular, for the problem of minimizing a class of convex objective…

Optimization and Control · Mathematics 2017-12-19 Yi Zhou , Yingbin Liang , Lixin Shen

We introduce a novel mathematical formulation for the training of feed-forward neural networks with (potentially non-smooth) proximal maps as activation functions. This formulation is based on Bregman distances and a key advantage is that…

Optimization and Control · Mathematics 2022-08-19 Xiaoyu Wang , Martin Benning

As the complexity of learning tasks surges, modern machine learning encounters a new constrained learning paradigm characterized by more intricate and data-driven function constraints. Prominent applications include Neyman-Pearson…

Machine Learning · Computer Science 2023-08-22 Zhenwei Lin , Qi Deng

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…

Optimization and Control · Mathematics 2019-12-09 Mahesh Chandra Mukkamala , Peter Ochs

The past few years have seen a surge of activity around integration of deep learning networks and optimization algorithms for solving inverse problems. Recent work on plug-and-play priors (PnP), regularization by denoising (RED), and deep…

Image and Video Processing · Electrical Eng. & Systems 2022-02-08 Abdullah H. Al-Shabili , Xiaojian Xu , Ivan Selesnick , Ulugbek S. Kamilov

In this paper, we propose BPGrad, a novel approximate algorithm for deep nueral network training, based on adaptive estimates of feasible region via branch-and-bound. The method is based on the assumption of Lipschitz continuity in…

Computer Vision and Pattern Recognition · Computer Science 2021-10-26 Yuanwei Wu , Ziming Zhang , Guanghui Wang

In this paper, we propose the approximate Bregman proximal gradient algorithm (ABPG) for solving composite nonconvex optimization problems. ABPG employs a new distance that approximates the Bregman distance, making the subproblem of ABPG…

Optimization and Control · Mathematics 2024-11-25 Shota Takahashi , Akiko Takeda

Bregman proximal point algorithm (BPPA) has witnessed emerging machine learning applications, yet its theoretical understanding has been largely unexplored. We study the computational properties of BPPA through learning linear classifiers…

Machine Learning · Computer Science 2023-08-28 Yan Li , Caleb Ju , Ethan X. Fang , Tuo Zhao

The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…

Optimization and Control · Mathematics 2025-04-16 Lei Yang , Kim-Chuan Toh

Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…

Optimization and Control · Mathematics 2024-04-29 S. Chraibi , F. Iutzeler , J. Malick , A. Rogozin

We propose a novel framework for the regularised inversion of deep neural networks. The framework is based on the authors' recent work on training feed-forward neural networks without the differentiation of activation functions. The…

Numerical Analysis · Mathematics 2023-03-06 Xiaoyu Wang , Martin Benning

Unfolded proximal neural networks (PNNs) form a family of methods that combines deep learning and proximal optimization approaches. They consist in designing a neural network for a specific task by unrolling a proximal algorithm for a fixed…

Optimization and Control · Mathematics 2024-08-19 Xiaoyu Wang , Martin Benning , Audrey Repetti

Deep metric learning techniques have been used for visual representation in various supervised and unsupervised learning tasks through learning embeddings of samples with deep networks. However, classic approaches, which employ a fixed…

Computer Vision and Pattern Recognition · Computer Science 2023-08-30 Zhiyuan Li , Ziru Liu , Anna Zou , Anca L. Ralescu

We develop a new variational approach on level sets aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. With this new approach,…

Optimization and Control · Mathematics 2019-09-05 Daoli Zhu , Sien Deng

In this work, we develop a level-set subdifferential error bound condition aiming towards convergence rate analysis of a variable Bregman proximal gradient (VBPG) method for a broad class of nonsmooth and nonconvex optimization problems. It…

Optimization and Control · Mathematics 2020-09-01 Daoli Zhu , Sien Deng , Minghua Li , Lei Zhao

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…

Optimization and Control · Mathematics 2026-05-06 Yara Elshiaty , Stefania Petra

In this paper, we consider an accelerated method for solving nonconvex and nonsmooth minimization problems. We propose a Bregman Proximal Gradient algorithm with extrapolation(BPGe). This algorithm extends and accelerates the Bregman…

Optimization and Control · Mathematics 2019-04-26 Xiaoya Zhang , Roberto Barrio , M. Angeles Martinez , Hao Jiang , Lizhi Cheng

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Optimization and Control · Mathematics 2018-06-27 Peter Ochs , Jalal Fadili , Thomas Brox

This paper focuses on the problem of minimizing a locally Lipschitz continuous function. Motivated by the effectiveness of Bregman gradient methods in training nonsmooth deep neural networks and the recent progress in stochastic subgradient…

Optimization and Control · Mathematics 2025-06-02 Kuangyu Ding , Kim-Chuan Toh
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