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The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…

Machine Learning · Computer Science 2020-12-23 Assaf Dauber , Meir Feder , Tomer Koren , Roi Livni

Motivated by the observation that a given signal $\boldsymbol{x}$ admits sparse representations in multiple dictionaries $\boldsymbol{\Psi}_d$ but with varying levels of sparsity across dictionaries, we propose two new algorithms for the…

Information Theory · Computer Science 2015-09-29 Rizwan Ahmad , Philip Schniter

Owing to their statistical properties, non-convex sparse regularizers have attracted much interest for estimating a sparse linear model from high dimensional data. Given that the solution is sparse, for accelerating convergence, a working…

Machine Learning · Computer Science 2021-10-22 Alain Rakotomamonjy , Rémi Flamary , Gilles Gasso , Joseph Salmon

We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…

Numerical Analysis · Mathematics 2025-12-02 Chelsea Drum , James. G. Nagy , Lucas Onisk

An explicit algorithm for the minimization of an $\ell_1$ penalized least squares functional, with non-separable $\ell_1$ term, is proposed. Each step in the iterative algorithm requires four matrix vector multiplications and a single…

Numerical Analysis · Mathematics 2012-02-01 Ignace Loris , Caroline Verhoeven

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

In this paper, we investigate regularization of linear inverse problems with irregular noise. In particular, we consider the case that the noise can be preprocessed by certain adjoint embedding operators. By introducing the consequent…

Numerical Analysis · Mathematics 2024-01-30 Xinyan Li , Simon Hubmer , Shuai Lu , Ronny Ramlau

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright

In the machine learning era, sparsity continues to attract significant interest due to the benefits it provides to learning models. Algorithms aiming to optimise the \(\ell_0\)- and \(\ell_1\)-norm are the common choices to achieve…

Image and Video Processing · Electrical Eng. & Systems 2020-11-25 Perla Mayo , Robin Holmes , Alin Achim

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular, we develop an inertial approach of which we…

Optimization and Control · Mathematics 2023-12-25 Luca Calatroni , Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

Numerical Analysis · Mathematics 2015-04-28 Juliane Sigl

Motivated by learning problems including max-norm regularized matrix completion and clustering, robust PCA and sparse inverse covariance selection, we propose a novel optimization algorithm for minimizing a convex objective which decomposes…

Optimization and Control · Mathematics 2012-11-20 Francesco Orabona , Andreas Argyriou , Nathan Srebro

Iterative algorithms are ubiquitous in the field of data mining. Widely known examples of such algorithms are the least mean square algorithm, backpropagation algorithm of neural networks. Our contribution in this paper is an improvement…

Machine Learning · Computer Science 2013-10-09 Rangeet Mitra , Amit Kumar Mishra

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

Methodology · Statistics 2023-11-10 Shun Yu , Yuehan Yang

An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$…

Information Theory · Computer Science 2016-11-02 Penghang Yin , Jack Xin

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Anders Eriksson , Carl Olsson , Fredrik Kahl , Tat-Jun Chin

Recently, adversarial imitation learning has shown a scalable reward acquisition method for inverse reinforcement learning (IRL) problems. However, estimated reward signals often become uncertain and fail to train a reliable statistical…

Machine Learning · Computer Science 2023-01-06 Dong-Sig Han , Hyunseo Kim , Hyundo Lee , Je-Hwan Ryu , Byoung-Tak Zhang

Dual averaging-type methods are widely used in industrial machine learning applications due to their ability to promoting solution structure (e.g., sparsity) efficiently. In this paper, we propose a novel accelerated dual-averaging…

Optimization and Control · Mathematics 2020-01-17 Conghui Tan , Yuqiu Qian , Shiqian Ma , Tong Zhang

We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…

Machine Learning · Computer Science 2017-07-04 Jonas Moritz Kohler , Aurelien Lucchi