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Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

In this paper, we propose a new adaptive technique, named adaptive trajectories sampling (ATS), which is used to select training points for the numerical solution of partial differential equations (PDEs) with deep learning methods. The key…

Optimization acceleration techniques such as momentum play a key role in state-of-the-art machine learning algorithms. Recently, generic vector sequence extrapolation techniques, such as regularized nonlinear acceleration (RNA) of Scieur et…

Achieving faster execution with shorter compilation time can enable further diversity and innovation in neural networks. However, the current paradigm of executing neural networks either relies on hand-optimized libraries, traditional…

In general, deep neural network (DNN) pruning methods fall into two categories: 1) Weight-based deterministic constraints, and 2) Probabilistic frameworks. While each approach has its merits and limitations there are a set of common…

The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

In this paper we investigate adaptive discretization of the iteratively regularized Gauss- Newton method IRGNM. All-at-once formulations considering the PDE and the measurement equation simultaneously allow to avoid (approximate) solution…

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…

The L1 regularization (Lasso) has proven to be a versatile tool to select relevant features and estimate the model coefficients simultaneously and has been widely used in many research areas such as genomes studies, finance, and biomedical…

Network reconstruction is important to the understanding and control of collective dynamics in complex systems. Most real networks exhibit sparsely connected properties, and the connection parameter is a signal (0 or 1). Well-known…

A wide class of regularization problems in machine learning and statistics employ a regularization term which is obtained by composing a simple convex function \omega with a linear transformation. This setting includes Group Lasso methods,…

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…

This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the…

Directly solving large-scale Integer Linear Programs (ILPs) using traditional solvers is slow due to their NP-hard nature. While recent frameworks based on Large Neighborhood Search (LNS) can accelerate the solving process, their…