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We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without…

Machine Learning · Computer Science 2020-10-13 Vatsal Sharan , Aaron Sidford , Gregory Valiant

We consider the problem of recovering elements of a low-dimensional model from linear measurements. From signal and image processing to inverse problems in data science, this question has been at the center of many applications. Lately,…

Signal Processing · Electrical Eng. & Systems 2025-05-15 Yann Traonmilin , Jean François Aujol , Antoine Guennec

Inspired by recent work on extended image volumes that lays the ground for randomized probing of extremely large seismic wavefield matrices, we present a memory frugal and computationally efficient inversion methodology that uses techniques…

Geophysics · Physics 2021-04-05 Mathias Louboutin , Felix J. Herrmann

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…

Numerical Analysis · Computer Science 2018-02-16 Raja Giryes , Yonina C. Eldar , Alex M. Bronstein , Guillermo Sapiro

We consider the problem of solving linear systems of equations arising with limited-memory members of the restricted Broyden class of updates and the symmetric rank-one (SR1) update. In this paper, we propose a new approach based on a…

Numerical Analysis · Mathematics 2016-11-02 Jennifer B. Erway , Roummel F. Marcia

The vast majority of reduced-order models (ROMs) first obtain a low dimensional representation of the problem from high-dimensional model (HDM) training data which is afterwards used to obtain a system of reduced complexity. Unfortunately,…

Numerical Analysis · Mathematics 2023-09-14 Victor Zucatti , Matthew J. Zahr

Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block average Kaczmarz method using two new randomized sketch…

Numerical Analysis · Mathematics 2025-11-18 Haochen Jiang , Dongdong Liu , Xianping Wu , Xu Yang

We consider minimizing an objective function subject to constraints defined by the intersection of lower-level sets of convex functions. We study two cases: (i) strongly convex and Lipschitz-smooth objective function and (ii) convex but…

Optimization and Control · Mathematics 2026-01-29 Abhishek Chakraborty , Angelia Nedić

The randomzied Kaczmarz method, along with its recently developed variants, has become a popular tool for dealing with large-scale linear systems. However, these methods usually fail to converge when the linear systems are affected by heavy…

Optimization and Control · Mathematics 2023-10-09 Lu Zhang , Hongxia Wang , Hui Zhang

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…

Machine Learning · Computer Science 2020-10-26 Jonathan Lacotte , Mert Pilanci

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

Signal Processing · Electrical Eng. & Systems 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

In the past few years, deep learning-based methods have demonstrated enormous success for solving inverse problems in medical imaging. In this work, we address the following question:\textit{Given a set of measurements obtained from real…

Image and Video Processing · Electrical Eng. & Systems 2019-05-24 Ortal Senouf , Sanketh Vedula , Tomer Weiss , Alex Bronstein , Oleg Michailovich , Michael Zibulevsky

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani

Deep-tissue optical imaging suffers from the reduction of resolving power due to tissue-induced optical aberrations and multiple scattering noise. Reflection matrix approaches recording the maps of backscattered waves for all the possible…

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

Considering a 2D matrix of positive and negative numbers, how might one draw a rectangle within it whose contents sum higher than all other rectangles'? This fundamental problem, commonly known the maximum rectangle problem or subwindow…

Data Structures and Algorithms · Computer Science 2023-04-11 Max Reuter , Gheorghe-Teodor Bercea , Liana Fong

Recently, diffusion models have been used to solve various inverse problems in an unsupervised manner with appropriate modifications to the sampling process. However, the current solvers, which recursively apply a reverse diffusion step…

Machine Learning · Computer Science 2024-05-21 Hyungjin Chung , Byeongsu Sim , Dohoon Ryu , Jong Chul Ye

Nowadays, algorithms with fast convergence, small memory footprints, and low per-iteration complexity are particularly favorable for artificial intelligence applications. In this paper, we propose a doubly stochastic algorithm with a novel…

Machine Learning · Computer Science 2023-04-25 Zebang Shen , Hui Qian , Tongzhou Mu , Chao Zhang