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Score-based generative modeling, implemented through probability flow ODEs, has shown impressive results in numerous practical settings. However, most convergence guarantees rely on restrictive regularity assumptions on the target…

Machine Learning · Statistics 2025-10-21 Gitte Kremling , Francesco Iafrate , Mahsa Taheri , Johannes Lederer

The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…

Optimization and Control · Mathematics 2020-10-23 Yangjing Zhang , Ning Zhang , Defeng Sun , Kim-Chuan Toh

This paper investigates a new learning formulation called structured sparsity, which is a natural extension of the standard sparsity concept in statistical learning and compressive sensing. By allowing arbitrary structures on the feature…

Methodology · Statistics 2009-05-05 Junzhou Huang , Tong Zhang , Dimitris Metaxas

Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the model parameters. In this paper, we develop a flexible sparse…

Machine Learning · Statistics 2026-02-10 Yingjie Wang , Mokhtar Z. Alaya , Salim Bouzebda , Xinsheng Liu

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 propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…

Machine Learning · Statistics 2012-10-04 Krishnakumar Balasubramanian , Kai Yu , Guy Lebanon

We study unconstrained optimization problems of nonsmooth, nonconvex Lipschitz functions, using only noisy pairwise comparisons governed by a known link function. Our goal is to compute a $(\delta,\varepsilon)$-Goldstein stationary point.…

Optimization and Control · Mathematics 2026-02-10 Taha El Bakkali , El Mahdi Chayti , Omar Saadi

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

Training deep neural networks with an $L_0$ regularization is one of the prominent approaches for network pruning or sparsification. The method prunes the network during training by encouraging weights to become exactly zero. However,…

Machine Learning · Computer Science 2021-07-02 Yang Li , Shihao Ji

Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…

Machine Learning · Computer Science 2025-04-18 Ruinan Jin , Difei Cheng , Hong Qiao , Xin Shi , Shaodong Liu , Bo Zhang

In this paper, orthogonal to the existing data and model studies, we instead resort our efforts to investigate the potential of loss function in a new perspective and present our belief ``Random Weights Networks can Be Acted as Loss Prior…

Computer Vision and Pattern Recognition · Computer Science 2023-03-30 Man Zhou , Naishan Zheng , Jie Huang , Xiangyu Rui , Chunle Guo , Deyu Meng , Chongyi Li , Jinwei Gu

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…

Optimization and Control · Mathematics 2018-04-26 Dang Van Hieu

Sparse regression and variable selection for large-scale data have been rapidly developed in the past decades. This work focuses on sparse ridge regression, which enforces the sparsity by use of the L0 norm. We first prove that the…

Computation · Statistics 2020-06-30 Weijun Xie , Xinwei Deng

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Machine Learning · Statistics 2013-12-06 Dmitry Malioutov , Aleksandr Aravkin

The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes.…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Andrea Martin , Luca Furieri

We propose a deep learning approach to the obstacle problem inspired by the first-order system least-squares (FOSLS) framework. This method reformulates the problem as a convex minimization task; by simultaneously approximating the…

Numerical Analysis · Mathematics 2025-08-28 Gabriel Acosta , Eugenia Belén , Francisco M. Bersetche , Juan Pablo Borthagaray

The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…

Optimization and Control · Mathematics 2021-05-26 Chen Zhao , Naihua Xiu , Hou-Duo Qi , Ziyan Luo

We consider to design a new efficient and easy-to-implement algorithm to solve a general group sparse optimization model with a class of non-convex non-Lipschitz regularizations, named as fast iterative thresholding and support-and-scale…

Optimization and Control · Mathematics 2025-01-09 Yanan Zhao , Qiaoli Dong , Yufei Zhao , Chunlin Wu

Decentralized optimization has become a fundamental tool for large-scale learning systems; however, most existing methods rely on the classical Lipschitz smoothness assumption, which is often violated in problems with rapidly varying…

Optimization and Control · Mathematics 2026-01-08 Yanan Bo , Yongqiang Wang
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