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In this article we investigate an inexact iterative regularization method based on generalized Bregman distances of an optimal control problem with control constraints. We show robustness and convergence of the inexact Bregman method under…

Optimization and Control · Mathematics 2017-08-30 Frank Pörner

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to…

Machine Learning · Computer Science 2012-10-19 Sridhar Mahadevan , Bo Liu

This paper discusses basic results and recent developments on variational regularization methods, as developed for inverse problems. In a typical setup we review basic properties needed to obtain a convergent regularization scheme and…

Machine Learning · Computer Science 2021-12-10 Martin Burger

This paper presents a comprehensive convergence analysis for the mirror descent (MD) method, a widely used algorithm in convex optimization. The key feature of this algorithm is that it provides a generalization of classical gradient-based…

Optimization and Control · Mathematics 2024-09-16 Mengmou Li , Khaled Laib , Takeshi Hatanaka , Ioannis Lestas

Several decades ago the Proximal Point Algorithm (PPA) started to gain a long-lasting attraction for both abstract operator theory and numerical optimization communities. Even in modern applications, researchers still use proximal…

Machine Learning · Computer Science 2024-05-29 Andrei Pătraşcu , Paul Irofti

In this work we investigate the relationship between Bregman distances and regularized Logistic Regression model. We present a detailed study of Bregman Distance minimization, a family of generalized entropy measures associated with convex…

Machine Learning · Computer Science 2010-04-23 Mithun Das Gupta , Thomas S. Huang

The past few years have seen a surge of activity around integration of deep learning networks and optimization algorithms for solving inverse problems. Recent work on plug-and-play priors (PnP), regularization by denoising (RED), and deep…

Image and Video Processing · Electrical Eng. & Systems 2022-02-08 Abdullah H. Al-Shabili , Xiaojian Xu , Ivan Selesnick , Ulugbek S. Kamilov

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

In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ding-Xuan Zhou

Inherent in virtually every iterative machine learning algorithm is the problem of hyper-parameter tuning, which includes three major design parameters: (a) the complexity of the model, e.g., the number of neurons in a neural network, (b)…

Machine Learning · Computer Science 2025-09-26 Christos Mavridis , John Baras

We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman…

Machine Learning · Computer Science 2025-02-06 Ségolène Martin , Jean-Christophe Pesquet , Gabriele Steidl , Ismail Ben Ayed

Lipschitz continuity of the gradient mapping of a continuously differentiable function plays a crucial role in designing various optimization algorithms. However, many functions arising in practical applications such as low rank matrix…

Optimization and Control · Mathematics 2020-12-25 Mahesh Chandra Mukkamala , Jalal Fadili , Peter Ochs

The Bregman divergence (Bregman distance, Bregman measure of distance) is a certain useful substitute for a distance, obtained from a well-chosen function (the "Bregman function"). Bregman functions and divergences have been extensively…

Optimization and Control · Mathematics 2019-04-10 Daniel Reem , Simeon Reich , Alvaro De Pierro

The aim of this paper is to introduce and study a two-step debiasing method for variational regularization. After solving the standard variational problem, the key idea is to add a consecutive debiasing step minimizing the data fidelity on…

Numerical Analysis · Mathematics 2017-06-23 Eva-Maria Brinkmann , Martin Burger , Julian Rasch , Camille Sutour

We introduce a dynamic sparse training algorithm based on linearized Bregman iterations / mirror descent that exploits the naturally incurred sparsity by alternating between periods of static and dynamic sparsity pattern updates. The key…

Machine Learning · Computer Science 2026-05-19 Yannick Lunk , Sebastian J. Scott , Leon Bungert

Policy optimization methods like Group Relative Policy Optimization (GRPO) and its variants have achieved strong results on mathematical reasoning and code generation tasks. Despite extensive exploration of reward processing strategies and…

Machine Learning · Computer Science 2026-02-05 Rui Yuan , Mykola Khandoga , Vinay Kumar Sankarapu

The Bregman divergence have been the subject of several studies. We do not go to do an exhaustive study of its subclasses, but propose a proof that shows that the \b{eta}-divergence are subclasses of the Bregman divergences. It is in this…

Methodology · Statistics 2018-05-21 Macoumba Ndourand Mactar Ndaw , Papa Ngom

In this paper, we consider the problem of phase retrieval, which consists of recovering an $n$-dimensional real vector from the magnitude of its $m$ linear measurements. We propose a mirror descent (or Bregman gradient descent) algorithm…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Xavier Buet , Myriam Zerrad , Michel Lequime , Claude Amra

In this paper we develop a Bregman regularized proximal point algorithm for solving monotone equilibrium problems on Hadamard manifolds. It has been shown that the regularization term induced by a Bregman function is, in general, nonconvex…

Optimization and Control · Mathematics 2026-01-21 Shikher Sharma , Simeon Reich