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We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

Optimization and Control · Mathematics 2021-03-17 Nguyen Van Dung , Băng Công Vũ

In this short note we derive a relationship between the Bregman divergence from the current policy to the optimal policy and the suboptimality of the current value function in a regularized Markov decision process. This result has…

Machine Learning · Computer Science 2022-11-08 Brendan O'Donoghue

We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

Machine Learning · Statistics 2015-11-17 Matt Wytock , J. Zico Kolter

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

We study the inverse conductivity problem with discontinuous conductivities. We consider, simultaneously, a regularisation and a discretisation for a variational approach to solve the inverse problem. We show that, under suitable choices of…

Analysis of PDEs · Mathematics 2017-02-14 Luca Rondi

Objective: This paper investigates how generative models, trained on ground-truth images, can be used \changes{as} priors for inverse problems, penalizing reconstructions far from images the generator can produce. The aim is that learned…

Image and Video Processing · Electrical Eng. & Systems 2023-08-07 Margaret Duff , Ivor J. A. Simpson , Matthias J. Ehrhardt , Neill D. F. Campbell

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

We investigate continuous regularization methods for linear inverse problems of static and dynamic type. These methods are based on dynamic programming approaches for linear quadratic optimal control problems. We prove regularization…

Optimization and Control · Mathematics 2021-01-27 S. Kindermann , A. Leitao

The reconstruction of images from their corresponding noisy Radon transform is a typical example of an ill-posed linear inverse problem as arising in the application of computerized tomography (CT). As the (naive) solution does not depend…

By the recent advances in computer technology leading to the invention of more powerful processors, the importance of creating models using data training is even greater than ever. Given the significance of this issue, this work tries to…

Optimization and Control · Mathematics 2023-12-27 Saman Khoramian

In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…

Numerical Analysis · Mathematics 2024-04-05 Qinian Jin , Qin Huang

The main goal of this paper is to propose a new quaternion total variation regularization model for solving linear ill-posed quaternion inverse problems, which arise from three-dimensional signal filtering or color image processing. The…

Numerical Analysis · Mathematics 2024-08-07 Xuan Liu , Zhigang Jia , Xiaoqing Jin

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

A crucial aspect in reliable machine learning is to design a deployable system in generalizing new related but unobserved environments. Domain generalization aims to alleviate such a prediction gap between the observed and unseen…

Machine Learning · Computer Science 2021-06-01 Changjian Shui , Boyu Wang , Christian Gagné

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

Analysis of the convergence rates of modern convex optimization algorithms can be achived through binary means: analysis of emperical convergence, or analysis of theoretical convergence. These two pathways of capturing information diverge…

Machine Learning · Computer Science 2013-05-20 Patrick Hop , Xinghao Pan

In this paper we derive higher order convergence rates in terms of the Bregman distance for Tikhonov like convex regularisation for linear operator equations on Banach spaces. The approach is based on the idea of variational inequalities,…

Optimization and Control · Mathematics 2011-07-14 Markus Grasmair

We study the inverse problem of parameter identification in non-coercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map by using the first-order and…

Optimization and Control · Mathematics 2018-08-08 Christian Clason , Akhtar A. Khan , Miguel Sama , Christiane Tammer

Imitation learning methods are used to infer a policy in a Markov decision process from a dataset of expert demonstrations by minimizing a divergence measure between the empirical state occupancy measures of the expert and the policy. The…

Machine Learning · Computer Science 2023-08-21 Ivan Ovinnikov , Joachim M. Buhmann