Related papers: Several Approximation Algorithms for Sparse Best R…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…
We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…
We develop a general theoretical and algorithmic framework for sparse approximation and structured prediction in $\mathcal{P}_2(\Omega)$ with Wasserstein barycenters. The barycenters are sparse in the sense that they are computed from an…
Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…
In neural Information Retrieval, ongoing research is directed towards improving the first retriever in ranking pipelines. Learning dense embeddings to conduct retrieval using efficient approximate nearest neighbors methods has proven to…
It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…
We study the rank one completion problem for tensors of arbitrary orders. The notion of rank one determinable tensors is introduced. We explore its properties and propose a recursive algorithm for computing rank one tensor completion. This…
In this paper we suggest a new algorithm for the computation of a best rank one approximation of tensors, called alternating singular value decomposition. This method is based on the computation of maximal singular values and the…
A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…
The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…
This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…
We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…
Optimizing the acquisition matrix is useful for compressed sensing of signals that are sparse in overcomplete dictionaries, because the acquisition matrix can be adapted to the particular correlations of the dictionary atoms. In this paper…
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
It has been shown that a best rank-R approximation of an order-k tensor may not exist when R>1 and k>2. This poses a serious problem to data analysts using tensor decompositions. It has been observed numerically that, generally, this issue…
This paper studies the problem of finding best rank-1 approximations for both symmetric and nonsymmetric tensors. For symmetric tensors, this is equivalent to optimizing homogeneous polynomials over unit spheres; for nonsymmetric tensors,…
We consider in this paper a class of single-ratio fractional minimization problems, in which the numerator part of the objective is the sum of a nonsmooth nonconvex function and a smooth nonconvex function while the denominator part is a…