Related papers: An Oracle Gradient Regularized Newton Method for Q…

In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence…

We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…

The phase retrieval problem asks to recover a natural signal $y_0 \in \mathbb{R}^n$ from $m$ quadratic observations, where $m$ is to be minimized. As is common in many imaging problems, natural signals are considered sparse with respect to…

Linear optical quantum circuits with photon number resolving (PNR) detectors are used for both Gaussian Boson Sampling (GBS) and for the preparation of non-Gaussian states such as Gottesman-Kitaev-Preskill (GKP), cat and NOON states. They…

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

This work focuses on developing and motivating a stochastic version of a wellknown inverse problem methodology. Specifically, we consider the iteratively regularized Gauss-Newton method, originally proposed by Bakushinskii for…

Quantization has become a predominant approach for model compression, enabling deployment of large models trained on GPUs onto smaller form-factor devices for inference. Quantization-aware training (QAT) optimizes model parameters with…

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Recent work in online speech spectrogram inversion effectively combines Deep Learning with the Gradient Theorem to predict phase derivatives directly from magnitudes. Then, phases are estimated from their derivatives via least squares,…

We study finite-sum non-convex optimization $\min_{x\in\mathbb{R}^d} F(x) \;=\; \frac{1}{n}\sum_{i=1}^n f_i(x)$ and analyze a variance-reduced cubic Newton method based on EMA-smoothed SARAH estimators for both gradient and Hessian…

The recovery of unknown signals from quadratic measurements finds extensive applications in fields such as phase retrieval, power system state estimation, and unlabeled distance geometry. This paper investigates the finite sample properties…

We study the problem of exact support recovery: given an (unknown) vector $\theta \in \left\{-1,0,1\right\}^D$, we are given access to the noisy measurement $$ y = X\theta + \omega,$$ where $X \in \mathbb{R}^{N \times D}$ is a (known)…

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Let $X_0$ be an unknown $M$ by $N$ matrix. In matrix recovery, one takes $n < MN$ linear measurements $y_1,..., y_n$ of $X_0$, where $y_i = \Tr(a_i^T X_0)$ and each $a_i$ is a $M$ by $N$ matrix. For measurement matrices with Gaussian i.i.d…

Phase retrieval (PR) is an inverse problem about recovering a signal from phaseless linear measurements. This problem can be effectively solved by minimizing a nonconvex amplitude-based loss function. However, this loss function is…

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

This paper considers the problem of solving systems of quadratic equations, namely, recovering an object of interest $\mathbf{x}^{\natural}\in\mathbb{R}^{n}$ from $m$ quadratic equations/samples…