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This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

In this paper, we consider the problem of learning high-dimensional tensor regression problems with low-rank structure. One of the core challenges associated with learning high-dimensional models is computation since the underlying…

Machine Learning · Statistics 2016-12-01 Han Chen , Garvesh Raskutti , Ming Yuan

In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…

Optimization and Control · Mathematics 2021-06-28 Anton Rodomanov , Yurii Nesterov

In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Machine Learning · Statistics 2017-02-07 Aleksandr Aravkin , Damek Davis

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

Optimization and Control · Mathematics 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

Optimization and Control · Mathematics 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

This paper is concerned with the development, analysis and numerical realization of a novel variational model for the regularization of inverse problems in imaging. The proposed model is inspired by the architecture of generative…

Optimization and Control · Mathematics 2021-11-10 Andreas Habring , Martin Holler

Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…

Machine Learning · Computer Science 2023-06-30 Shuai Zhang

This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…

Machine Learning · Computer Science 2019-03-12 Xiangyi Chen , Sijia Liu , Ruoyu Sun , Mingyi Hong

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

In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…

Optimization and Control · Mathematics 2019-07-09 Bangti Jin , Zehui Zhou , Jun Zou

Recently, deep learning based methods appeared as a new paradigm for solving inverse problems. These methods empirically show excellent performance but lack of theoretical justification; in particular, no results on the regularization…

Numerical Analysis · Mathematics 2019-01-30 Johannes Schwab , Stephan Antholzer , Markus Haltmeier

Nonconvex-concave min-max problem arises in many machine learning applications including minimizing a pointwise maximum of a set of nonconvex functions and robust adversarial training of neural networks. A popular approach to solve this…

Optimization and Control · Mathematics 2025-03-21 Jiawei Zhang , Peijun Xiao , Ruoyu Sun , Zhi-Quan Luo

We present a method for supervised learning of sparsity-promoting regularizers for image denoising. Sparsity-promoting regularization is a key ingredient in solving modern image reconstruction problems; however, the operators underlying…

Image and Video Processing · Electrical Eng. & Systems 2020-06-11 Michael T. McCann , Saiprasad Ravishankar

Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…

Numerical Analysis · Mathematics 2025-05-12 Abinash Nayak

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang