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We investigate the modeling and the numerical solution of machine learning problems with prediction functions which are linear combinations of elements of a possibly infinite-dimensional dictionary. We propose a novel flexible composite…

Statistics Theory · Mathematics 2015-12-03 Patrick L. Combettes , Saverio Salzo , Silvia Villa

In model selection problems for machine learning, the desire for a well-performing model with meaningful structure is typically expressed through a regularized optimization problem. In many scenarios, however, the meaningful structure is…

Optimization and Control · Mathematics 2022-11-09 Jonathan Bunton , Paulo Tabuada

This paper is motivated by structured sparsity for deep neural network training. We study a weighted group L0-norm constraint, and present the projection and normal cone of this set. Using randomized smoothing, we develop zeroth and…

Optimization and Control · Mathematics 2022-12-22 Michael R. Metel

Iterative algorithms solve problems by taking steps until a solution is reached. Models in the form of Deep Thinking (DT) networks have been demonstrated to learn iterative algorithms in a way that can scale to different sized problems at…

Machine Learning · Computer Science 2024-11-01 Jay Bear , Adam Prügel-Bennett , Jonathon Hare

When optimizing over-parameterized models, such as deep neural networks, a large set of parameters can achieve zero training error. In such cases, the choice of the optimization algorithm and its respective hyper-parameters introduces…

Machine Learning · Computer Science 2019-12-06 Gauthier Gidel , Francis Bach , Simon Lacoste-Julien

We consider the problem of recovering elements of a low-dimensional model from linear measurements. From signal and image processing to inverse problems in data science, this question has been at the center of many applications. Lately,…

Signal Processing · Electrical Eng. & Systems 2025-05-15 Yann Traonmilin , Jean François Aujol , Antoine Guennec

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

This paper presents a framework for bounding the approximation error in imitation model predictive controllers utilizing neural networks. Leveraging the Lipschitz properties of these neural networks, we derive a bound that guides dataset…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Hendrik Alsmeier , Lukas Theiner , Anton Savchenko , Ali Mesbah , Rolf Findeisen

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

Low-complexity non-smooth convex regularizers are routinely used to impose some structure (such as sparsity or low-rank) on the coefficients for linear predictors in supervised learning. Model consistency consists then in selecting the…

Optimization and Control · Mathematics 2019-01-17 Jalal Fadili , Guillaume Garrigos , Jérome Malick , Gabriel Peyré

The Lipschitz constant of a network plays an important role in many applications of deep learning, such as robustness certification and Wasserstein Generative Adversarial Network. We introduce a semidefinite programming hierarchy to…

Optimization and Control · Mathematics 2020-10-29 Tong Chen , Jean-Bernard Lasserre , Victor Magron , Edouard Pauwels

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

We consider the problem of learning a one-hidden-layer neural network with non-overlapping convolutional layer and ReLU activation, i.e., $f(\mathbf{Z}, \mathbf{w}, \mathbf{a}) = \sum_j a_j\sigma(\mathbf{w}^T\mathbf{Z}_j)$, in which both…

Machine Learning · Computer Science 2018-06-18 Simon S. Du , Jason D. Lee , Yuandong Tian , Barnabas Poczos , Aarti Singh

We study the generation of prediction intervals in regression for uncertainty quantification. This task can be formalized as an empirical constrained optimization problem that minimizes the average interval width while maintaining the…

Machine Learning · Statistics 2021-03-01 Haoxian Chen , Ziyi Huang , Henry Lam , Huajie Qian , Haofeng Zhang

Sparsity of a learning solution is a desirable feature in machine learning. Certain reproducing kernel Banach spaces (RKBSs) are appropriate hypothesis spaces for sparse learning methods. The goal of this paper is to understand what kind of…

Functional Analysis · Mathematics 2024-03-08 Rui Wang , Yuesheng Xu , Mingsong Yan

Regularized linear regression is a promising approach for binary classification problems in which the training set has noisy labels since the regularization term can help to avoid interpolating the mislabeled data points. In this paper we…

Machine Learning · Computer Science 2023-11-07 Danil Akhtiamov , Reza Ghane , Babak Hassibi

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

Optimization and Control · Mathematics 2016-05-02 Masoud Ahookhosh

This paper presents two direct parameterizations of stable and robust linear parameter-varying state-space (LPV-SS) models. The model parametrizations guarantee a priori that for all parameter values during training, the allowed models are…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Chris Verhoek , Ruigang Wang , Roland Tóth

We study the behavior of deterministic methods for solving inverse problems in imaging. These methods are commonly designed to achieve two goals: (1) attaining high perceptual quality, and (2) generating reconstructions that are consistent…

Image and Video Processing · Electrical Eng. & Systems 2024-06-11 Guy Ohayon , Tomer Michaeli , Michael Elad

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu
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