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This paper addresses the positive semi-definite procrustes problem (PSDP). The PSDP corresponds to a least squares problem over the set of symmetric and semi-definite positive matrices. These kinds of problems appear in many applications…

Numerical Analysis · Mathematics 2019-08-20 Harry F. Oviedo

We study the worst-case convergence rates of the proximal gradient method for minimizing the sum of a smooth strongly convex function and a non-smooth convex function whose proximal operator is available. We establish the exact worst-case…

Optimization and Control · Mathematics 2020-03-03 Adrien B. Taylor , Julien M. Hendrickx , François Glineur

Bayesian methods are appealing in their flexibility in modeling complex data and ability in capturing uncertainty in parameters. However, when Bayes' rule does not result in tractable closed-form, most approximate inference algorithms lack…

Machine Learning · Computer Science 2016-05-09 Bo Dai , Niao He , Hanjun Dai , Le Song

We study deterministic matrix completion problem, i.e., recovering a low-rank matrix from a few observed entries where the sampling set is chosen as the edge set of a Ramanujan graph. We first investigate projected gradient descent (PGD)…

Optimization and Control · Mathematics 2024-01-15 Hang Xu , Song Li , Junhong Lin

We study the acceleration of the Local Polynomial Interpolation-based Gradient Descent method (LPI-GD) recently proposed for the approximate solution of empirical risk minimization problems (ERM). We focus on loss functions that are…

Optimization and Control · Mathematics 2022-04-19 Ekaterina Trimbach , Edward Duc Hien Nguyen , César A. Uribe

Plug-and-Play (PnP) methods are efficient iterative algorithms for solving ill-posed image inverse problems. PnP methods are obtained by using deep Gaussian denoisers instead of the proximal operator or the gradient-descent step within…

Image and Video Processing · Electrical Eng. & Systems 2023-06-07 Samuel Hurault , Ulugbek Kamilov , Arthur Leclaire , Nicolas Papadakis

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahatoa , Debdas Ghosh

In this work, we investigate the margin-maximization bias exhibited by gradient-based algorithms in classifying linearly separable data. We present an in-depth analysis of the specific properties of the velocity field associated with…

Machine Learning · Computer Science 2024-12-30 Mingze Wang , Zeping Min , Lei Wu

Relieving the reliance of neural network training on a global back-propagation (BP) has emerged as a notable research topic due to the biological implausibility and huge memory consumption caused by BP. Among the existing solutions, local…

Machine Learning · Computer Science 2024-06-11 Yibo Yang , Xiaojie Li , Motasem Alfarra , Hasan Hammoud , Adel Bibi , Philip Torr , Bernard Ghanem

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

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

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

Machine Learning · Statistics 2026-04-02 Zhenxuan Li , Meng Huang

Current LLM alignment methods are readily broken through specifically crafted adversarial prompts. While crafting adversarial prompts using discrete optimization is highly effective, such attacks typically use more than 100,000 LLM calls.…

Machine Learning · Computer Science 2025-03-04 Simon Geisler , Tom Wollschläger , M. H. I. Abdalla , Johannes Gasteiger , Stephan Günnemann

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

Bilevel optimization has been recently revisited for designing and analyzing algorithms in hyperparameter tuning and meta learning tasks. However, due to its nested structure, evaluating exact gradients for high-dimensional problems is…

Machine Learning · Computer Science 2019-04-09 Amirreza Shaban , Ching-An Cheng , Nathan Hatch , Byron Boots

We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…

Optimization and Control · Mathematics 2022-03-07 Anis Hamadouche , Yun Wu , Andrew M. Wallace , Joao F. C. Mota

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

Information Theory · Computer Science 2019-01-16 Tadashi Wadayama , Satoshi Takabe

Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for…

Optimization and Control · Mathematics 2024-11-13 Jian Chen , Liping Tang , Xinmin Yang