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We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

In this paper we show how to accelerate randomized coordinate descent methods and achieve faster convergence rates without paying per-iteration costs in asymptotic running time. In particular, we show how to generalize and efficiently…

Data Structures and Algorithms · Computer Science 2013-05-09 Yin Tat Lee , Aaron Sidford

We present two practical improvement techniques for unsupervised segmentation learning. These techniques address limitations in the resolution and accuracy of predicted segmentation maps of recent state-of-the-art methods. Firstly, we…

Computer Vision and Pattern Recognition · Computer Science 2024-12-02 Alp Eren Sari , Francesco Locatello , Paolo Favaro

We develop theoretical results that establish a connection across various regression methods such as the non-negative least squares, bounded variable least squares, simplex constrained least squares, and lasso. In particular, we show in…

Computation · Statistics 2024-10-29 James Yang , Trevor Hastie

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Screening rules were recently introduced as a technique for explicitly identifying active structures such as sparsity, in optimization problem arising in machine learning. This has led to new methods of acceleration based on a substantial…

Machine Learning · Statistics 2020-09-08 Eugene Ndiaye , Olivier Fercoq , Joseph Salmon

This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be…

Optimization and Control · Mathematics 2017-11-20 Palma London , Shai Vardi , Adam Wierman , Hanling Yi

Ordered Weighted $L_{1}$ (OWL) regularized regression is a new regression analysis for high-dimensional sparse learning. Proximal gradient methods are used as standard approaches to solve OWL regression. However, it is still a burning issue…

Machine Learning · Computer Science 2021-10-20 Runxue Bao , Bin Gu , Heng Huang

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

Scientific computing is an essential tool for scientific discovery and engineering design, and its computational cost is always a main concern in practice. To accelerate scientific computing, it is a promising approach to use machine…

Machine Learning · Computer Science 2024-05-07 Sohei Arisaka , Qianxiao Li

The Symbolic Regression (SR) problem, where the goal is to find a regression function that does not have a pre-specified form but is any function that can be composed of a list of operators, is a hard problem in machine learning, both…

Machine Learning · Computer Science 2020-06-15 Vernon Austel , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Tyler Josephson , Nimrod Megiddo

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

Numerical Analysis · Mathematics 2020-01-13 Simon Hubmer , Ronny Ramlau

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci

Sparse training is a natural idea to accelerate the training speed of deep neural networks and save the memory usage, especially since large modern neural networks are significantly over-parameterized. However, most of the existing methods…

Machine Learning · Computer Science 2021-11-11 Xiao Zhou , Weizhong Zhang , Zonghao Chen , Shizhe Diao , Tong Zhang

Feature or variable selection is a problem inherent to large data sets. While many methods have been proposed to deal with this problem, some can scale poorly with the number of predictors in a data set. Screening methods scale linearly…

Methodology · Statistics 2023-01-09 Naveed Merchant , Jeffrey D. Hart

A framework is introduced for actively and adaptively solving a sequence of machine learning problems, which are changing in bounded manner from one time step to the next. An algorithm is developed that actively queries the labels of the…

Machine Learning · Computer Science 2018-05-31 Yuheng Bu , Jiaxun Lu , Venugopal V. Veeravalli

In this paper, we propose a scaled gradient modified non-monotone line search method for solving constrained minimization problems, and explore several specific properties of this method, namely, its convergence analysis. We discuss the…

Optimization and Control · Mathematics 2026-05-01 Qamrul Hasan Ansari , Feeroz Babu , D. R. Sahu , Jen Chih Yao