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We study the variational inference problem of minimizing a regularized R\'enyi divergence over an exponential family. We propose to solve this problem with a Bregman proximal gradient algorithm. We propose a sampling-based algorithm to…

Statistics Theory · Mathematics 2024-10-17 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

In this work we study the method of Bregman projections for deterministic and stochastic convex feasibility problems with three types of control sequences for the selection of sets during the algorithmic procedure: greedy, random, and…

Optimization and Control · Mathematics 2021-01-06 Vladimir Kostic , Saverio Salzo

Deep metric learning techniques have been used for visual representation in various supervised and unsupervised learning tasks through learning embeddings of samples with deep networks. However, classic approaches, which employ a fixed…

Computer Vision and Pattern Recognition · Computer Science 2023-08-30 Zhiyuan Li , Ziru Liu , Anna Zou , Anca L. Ralescu

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…

Optimization and Control · Mathematics 2023-07-19 Eduard Gorbunov , Adrien Taylor , Samuel Horváth , Gauthier Gidel

The notion of Fej\'er monotonicity is instrumental in unifying the convergence proofs of many iterative methods, such as the Krasnoselskii-Mann iteration, the proximal point method, the Douglas-Rachford splitting algorithm, and many others.…

Optimization and Control · Mathematics 2021-06-30 Heinz H. Bauschke , Manish Krishan Lal , Xianfu Wang

In this paper, we study a new iterative method for a common fixed point of a finite family of Bregman strongly nonexpansive mappings in the frame work of reflexive real Banach spaces. Moreover, we prove the strong convergence theorem for…

Functional Analysis · Mathematics 2015-12-02 Vahid Darvish

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…

Optimization and Control · Mathematics 2019-12-09 Mahesh Chandra Mukkamala , Peter Ochs

Reference [11] investigated the almost sure weak convergence of block-coordinate fixed point algorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to…

Optimization and Control · Mathematics 2018-04-17 Patrick L. Combettes , Jean-Christophe Pesquet

Bregman divergences generalize measures such as the squared Euclidean distance and the KL divergence, and arise throughout many areas of machine learning. In this paper, we focus on the problem of approximating an arbitrary Bregman…

Machine Learning · Statistics 2020-11-04 Ali Siahkamari , Xide Xia , Venkatesh Saligrama , David Castanon , Brian Kulis

We consider distributed optimization problems in which a group of agents are to collaboratively seek the global optimum through peer-to-peer communication networks. The problem arises in various application areas, such as resource…

Optimization and Control · Mathematics 2016-08-30 Jinming Xu , Shanying Zhu , Yeng Chai Soh , Lihua Xie

We propose an extension of a special form of gradient descent -- in the literature known as linearised Bregman iteration -- to a larger class of non-convex functions. We replace the classical (squared) two norm metric in the gradient…

Optimization and Control · Mathematics 2021-05-26 Martin Benning , Marta M. Betcke , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb

We develop a general optimization-theoretic framework for Bregman-Variational Learning Dynamics (BVLD), a new class of operator-based updates that unify Bayesian inference, mirror descent, and proximal learning under time-varying…

Optimization and Control · Mathematics 2025-10-24 Jinho Cha , Youngchul Kim , Jungmin Shin , Jaeyoung Cho , Seon Jin Kim , Junyeol Ryu

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…

Logic · Mathematics 2015-08-25 Ulrick Kohlenbach , Laurentiu Leustean , Adriana Nicolae

We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…

Optimization and Control · Mathematics 2021-12-23 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili

With the development of Big data technology, data analysis has become increasingly important. Traditional clustering algorithms such as K-means are highly sensitive to the initial centroid selection and perform poorly on non-convex…

Machine Learning · Computer Science 2023-07-28 Ying Xiao , Hou-biao Li , Yu-pu Zhang

Classical linear metric learning methods have recently been extended along two distinct lines: deep metric learning methods for learning embeddings of the data using neural networks, and Bregman divergence learning approaches for extending…

Machine Learning · Computer Science 2020-05-07 Kubra Cilingir , Rachel Manzelli , Brian Kulis

Many metric learning tasks, such as triplet learning, nearest neighbor retrieval, and visualization, are treated primarily as embedding tasks where the ultimate metric is some variant of the Euclidean distance (e.g., cosine or Mahalanobis),…

Machine Learning · Computer Science 2023-11-22 Fred Lu , Edward Raff , Francis Ferraro

We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…

Optimization and Control · Mathematics 2020-11-30 Saverio Salzo , Silvia Villa

Every maximally monotone operator can be associated with a family of convex functions, called the Fitzpatrick family or family of representative functions. Surprisingly, in 2017, Burachik and Mart\'inez-Legaz showed that the well-known…

Functional Analysis · Mathematics 2023-08-29 Regina S. Burachik , Minh N. Dao , Scott B. Lindstrom

In this paper, we propose a randomized accelerated method for the minimization of a strongly convex function under linear constraints. The method is of Kaczmarz-type, i.e. it only uses a single linear equation in each iteration. To obtain…

Optimization and Control · Mathematics 2025-04-03 Lionel Tondji , Dirk A. Lorenz , Ion Necoara