Related papers: A note on Douglas-Rachford, gradients, and phase r…

Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the…

This paper explores the problem of generalized phase retrieval, which involves reconstructing a length-$n$ signal $\bm{x}$ from its $m$ phaseless samples $y_k = \left|\langle \bm{a}_k,\bm{x}\rangle\right|^2$, where $k = 1,2,...,m$, and…

Many modern high-performing machine learning models such as GPT-3 primarily rely on scaling up models, e.g., transformer networks. Simultaneously, a parallel line of work aims to improve the model performance by augmenting an input instance…

We study the convergence rate of gradient-based local search methods for solving low-rank matrix recovery problems with general objectives in both symmetric and asymmetric cases, under the assumption of the restricted isometry property.…

The trust region subproblem (TRS) is to minimize a possibly nonconvex quadratic function over a Euclidean ball. There are typically two cases for (TRS), the so-called ``easy case'' and ``hard case''. Even in the ``easy case'', the sequence…

We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…

We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…

In this work, we aim to establish the exact worst-case convergence rates of Douglas--Rachford splitting (DRS) and Davis--Yin splitting (DYS) when applied to convex optimization problems. Both DRS and DYS have two variants as swapping the…

In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…

Phase retrieval refers to the problem of recovering an image from the magnitudes of its complex-valued linear measurements. Since the problem is ill-posed, the recovery requires prior knowledge on the unknown image. We present DOLPH as a…

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

While global convergence of the Douglas-Rachford iteration is often observed in applications, proving it is still limited to convex and a handful of other special cases. Lyapunov functions for difference inclusions provide not only global…

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Phase retrieval is a well known ill-posed inverse problem where one tries to recover images given only the magnitude values of their Fourier transform as input. In recent years, new algorithms based on deep learning have been proposed,…

Ridge Rider (RR) is an algorithm for finding diverse solutions to optimization problems by following eigenvectors of the Hessian ("ridges"). RR is designed for conservative gradient systems (i.e., settings involving a single loss function),…

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not…

The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…

In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…

Instance-level image retrieval is the task of searching in a large database for images that match an object in a query image. To address this task, systems usually rely on a retrieval step that uses global image descriptors, and a…