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We consider the problem of recovering a complete (i.e., square and invertible) matrix $\mathbf A_0$, from $\mathbf Y \in \mathbb{R}^{n \times p}$ with $\mathbf Y = \mathbf A_0 \mathbf X_0$, provided $\mathbf X_0$ is sufficiently sparse.…

Information Theory · Computer Science 2017-01-20 Ju Sun , Qing Qu , John Wright

We present an algorithm to perform trust-region-based optimization for nonlinear unconstrained problems. The method selectively uses function and gradient evaluations at different floating-point precisions to reduce the overall energy…

Optimization and Control · Mathematics 2022-02-18 Richard J Clancy , Matt Menickelly , Jan Hückelheim , Paul Hovland , Prani Nalluri , Rebecca Gjini

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

The proximal inertial gradient descent is efficient for the composite minimization and applicable for broad of machine learning problems. In this paper, we revisit the computational complexity of this algorithm and present other novel…

Optimization and Control · Mathematics 2019-07-19 Tao Sun , Linbo Qiao , Dongsheng Li

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

Recently, tensor low-rank representation (TLRR) has become a popular tool for tensor data recovery and clustering, due to its empirical success and theoretical guarantees. However, existing TLRR methods consider Gaussian or gross sparse…

Machine Learning · Statistics 2024-04-29 Tong Wu

We propose a family of recursive cutting-plane algorithms to solve feasibility problems with constrained memory, which can also be used for first-order convex optimization. Precisely, in order to find a point within a ball of radius…

Optimization and Control · Mathematics 2023-06-21 Moïse Blanchard , Junhui Zhang , Patrick Jaillet

We study the convergence behavior of the celebrated temporal-difference (TD) learning algorithm. By looking at the algorithm through the lens of optimization, we first argue that TD can be viewed as an iterative optimization algorithm where…

Machine Learning · Computer Science 2023-11-10 Kavosh Asadi , Shoham Sabach , Yao Liu , Omer Gottesman , Rasool Fakoor

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

We study the statistical estimation problem of orthogonal group synchronization and rotation group synchronization. The model is $Y_{ij} = Z_i^* Z_j^{*T} + \sigma W_{ij}\in\mathbb{R}^{d\times d}$ where $W_{ij}$ is a Gaussian random matrix…

Statistics Theory · Mathematics 2022-04-27 Chao Gao , Anderson Y. Zhang

In this article, we present a method to reconstruct the topology of a partially observed radial network of linear dynamical systems with bi-directional interactions. Our approach exploits the structure of the inverse power spectral density…

Systems and Control · Computer Science 2018-07-13 Saurav Talukdar , Deepjyoti Deka , Michael Chertkov , Murti Salapaka

Nonnegative Tucker decomposition (NTD), a tensor decomposition model, has received increased interest in the recent years because of its ability to blindly extract meaningful patterns, in particular in Music Information Retrieval.…

We analyze the orthogonal greedy algorithm when applied to dictionaries $\mathbb{D}$ whose convex hull has small entropy. We show that if the metric entropy of the convex hull of $\mathbb{D}$ decays at a rate of $O(n^{-\frac{1}{2}-\alpha})$…

Statistics Theory · Mathematics 2022-01-25 Jonathan W. Siegel , Jinchao Xu

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

Optimization and Control · Mathematics 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

For the degree corrected stochastic block model in the presence of arbitrary or even adversarial outliers, we develop a convex-optimization-based clustering algorithm that includes a penalization term depending on the positive deviation of…

Machine Learning · Computer Science 2019-06-11 Xin Qian , Yudong Chen , Andreea Minca

We introduce a new iterative method to recover a real compact supported potential of the Schr\"odinger operator from their fixed angle scattering data. The method combines a fixed point argument with a suitable approximation of the…

Analysis of PDEs · Mathematics 2018-07-16 Juan A. Barceló , Carlos Castro , Teresa Luque , Mari Cruz Vilela

We consider stochastic approximation for the least squares regression problem in the non-strongly convex setting. We present the first practical algorithm that achieves the optimal prediction error rates in terms of dependence on the noise…

Machine Learning · Computer Science 2022-03-04 Aditya Varre , Nicolas Flammarion

Here is an English summary of the abstract: This research investigates a geometric dynamical mechanism within a specific class of domains that contain a fixed convex core. By using a radial structure that links the boundaries of the core…

Dynamical Systems · Mathematics 2026-05-13 Mohammed Barkatou , Mohamed El Morsalani

Standard Set Representation Learning methods typically excel on curated data but often overlook the challenge of inference-time element corruption. This refers to scenarios where deployed models encounter element-level degradations, such as…

Machine Learning · Computer Science 2026-05-29 Yankai Chen , Hanrong Zhang , Bowei He , Philip S. Yu , Xue , Liu

In this work, we study the tensor ring decomposition and its associated numerical algorithms. We establish a sharp transition of algorithmic difficulty of the optimization problem as the bond dimension increases: On one hand, we show the…

Numerical Analysis · Mathematics 2020-06-17 Ziang Chen , Yingzhou Li , Jianfeng Lu