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This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard l1 -minimization algorithm, originally proposed in the context…

Numerical Analysis · Mathematics 2015-06-16 Ji Peng , Jerrad Hampton , Alireza Doostan

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…

Numerical Analysis · Mathematics 2021-03-10 Weihong Guo , Yifei Lou , Jing Qin , Ming Yan

Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…

Statistics Theory · Mathematics 2015-10-13 Andreas Christmann , Ding-Xuan Zhou

A popular robust alternative of the classic principal component analysis (PCA) is the $\ell_1$-norm PCA (L1-PCA), which aims to find a subspace that captures the most variation in a dataset as measured by the $\ell_1$-norm. L1-PCA has shown…

Optimization and Control · Mathematics 2021-07-16 Peng Wang , Huikang Liu , Anthony Man-Cho So

In this paper, we consider the asymptotical regularization with convex constraints for nonlinear ill-posed problems. The method allows to use non-smooth penalty terms, including the L1-like and the total variation-like penalty functionals,…

Numerical Analysis · Mathematics 2022-03-23 Min Zhong , Wei Wang

We propose a unified fractional regularization framework for sparse signal recovery based on the $\ell_1/\ell_p^q$ model. This model generalizes several widely used sparsity-promoting regularizers and provides additional flexibility through…

Information Theory · Computer Science 2026-05-28 Yinhao Zhao , Haoyu He , Chuanqi Ma , Hao Wang

Recent Reinforcement Learning (RL) algorithms making use of Kullback-Leibler (KL) regularization as a core component have shown outstanding performance. Yet, only little is understood theoretically about why KL regularization helps, so far.…

Machine Learning · Computer Science 2021-01-07 Nino Vieillard , Tadashi Kozuno , Bruno Scherrer , Olivier Pietquin , Rémi Munos , Matthieu Geist

Nonconvex optimization problems are widespread in modern machine learning and data science. We introduce an extrapolation strategy into a class of preconditioned second-order convex splitting algorithms for nonconvex optimization problems.…

Optimization and Control · Mathematics 2025-12-19 Xinhua Shen , Hongpeng Sun

In this paper, we develop a regularized higher-order Taylor based method for solving composite (e.g., nonlinear least-squares) problems. At each iteration, we replace each smooth component of the objective function by a higher-order Taylor…

Optimization and Control · Mathematics 2025-03-05 Yassine Nabou , Ion Necoara

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

Numerical Analysis · Mathematics 2021-12-23 Jihun Han , Yoonsang Lee

This paper addresses the generalized descent algorithm (DEAL) for minimizing smooth functions, which is analyzed under the Kurdyka-{\L}ojasiewicz (KL) inequality. In particular, the suggested algorithm guarantees a sufficient decrease by…

Optimization and Control · Mathematics 2025-11-14 Masoud Ahookhosh , Susan Ghaderi , Alireza Kabgani , Morteza Rahimi

Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this problem is NP-hard due to the combinatorial nature of…

Optimization and Control · Mathematics 2016-09-01 Bo Jiang , Ya-Feng Liu , Zaiwen Wen

Sparsity is one of the key concepts that allows the recovery of signals that are subsampled at a rate significantly lower than required by the Nyquist-Shannon sampling theorem. Our proposed framework uses arbitrary multiscale transforms,…

Optimization and Control · Mathematics 2017-05-31 Jackie Ma , Maximilian März

In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…

Optimization and Control · Mathematics 2018-04-27 Angang Cui , Jigen Peng , Haiyang Li

For the linear inverse problem with sparsity constraints, the $l_0$ regularized problem is NP-hard, and existing approaches either utilize greedy algorithms to find almost-optimal solutions or to approximate the $l_0$ regularization with…

Machine Learning · Computer Science 2024-02-14 Qinghua Tao , Xiangming Xi , Jun Xu , Johan A. K. Suykens

We incorporate an iteratively reweighted strategy in the manifold proximal point algorithm (ManPPA) in [12] to solve an enhanced sparsity inducing model for identifying sparse yet nonzero vectors in a given subspace. We establish the global…

Optimization and Control · Mathematics 2025-02-11 Peiran Yu , Liaoyuan Zeng , Ting Kei Pong

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

Continual learning poses a fundamental challenge for modern machine learning systems, requiring models to adapt to new tasks while retaining knowledge from previous ones. Addressing this challenge necessitates the development of efficient…

Machine Learning · Computer Science 2024-04-10 Jędrzej Kozal , Jan Wasilewski , Bartosz Krawczyk , Michał Woźniak

A central tool for understanding first-order optimization algorithms is the Kurdyka-Lojasiewicz inequality. Standard approaches to such methods rely crucially on this inequality to leverage sufficient decrease conditions involving gradients…

Optimization and Control · Mathematics 2023-05-08 Adrian S. Lewis , Tonghua Tian