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Despite a lack of theoretical understanding, deep neural networks have achieved unparalleled performance in a wide range of applications. On the other hand, shallow representation learning with component analysis is associated with rich…

Machine Learning · Computer Science 2018-03-20 Calvin Murdock , Ming-Fang Chang , Simon Lucey

We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint, we propose a proximal penalty based DC algorithm in the…

Optimization and Control · Mathematics 2026-03-16 Zhiping Li , Nan Jiang , Rujun Jiang

We address the minimization of a smooth objective function under an $\ell_0$-constraint and simple convex constraints. When the problem has no constraints except the $\ell_0$-constraint, some efficient algorithms are available; for example,…

Optimization and Control · Mathematics 2017-01-31 Katsuya Tono , Akiko Takeda , Jun-ya Gotoh

We introduce two new algorithms to minimise smooth difference of convex (DC) functions that accelerate the convergence of the classical DC algorithm (DCA). We prove that the point computed by DCA can be used to define a descent direction…

Optimization and Control · Mathematics 2017-07-24 Francisco J. Aragón Artacho , Ronan M. T. Fleming , Phan T. Vuong

We study a class of algorithms for solving bilevel optimization problems in both stochastic and deterministic settings when the inner-level objective is strongly convex. Specifically, we consider algorithms based on inexact implicit…

Optimization and Control · Mathematics 2022-07-12 Michael Arbel , Julien Mairal

We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed:…

Optimization and Control · Mathematics 2019-11-12 Hoai An Le Thi , Hoai Minh Le , Duy Nhat Phan , Bach Tran

We propose a geometric algorithm for topic learning and inference that is built on the convex geometry of topics arising from the Latent Dirichlet Allocation (LDA) model and its nonparametric extensions. To this end we study the…

Machine Learning · Statistics 2016-10-31 Mikhail Yurochkin , XuanLong Nguyen

We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction…

Optimization and Control · Mathematics 2016-11-08 Andrea Simonetto , Alec Koppel , Aryan Mokhtari , Geert Leus , Alejandro Ribeiro

In this paper, we focus on the problem of minimizing the sum of a nonconvex differentiable function and a DC (Difference of Convex functions) function, where the differentiable function is not restricted to the global Lipschitz gradient…

Optimization and Control · Mathematics 2021-06-10 Duy Nhat Phan , Hoai An Le Thi

The main idea of canonical correlation analysis (CCA) is to map different views onto a common latent space with maximum correlation. We propose a deep interpretable variational canonical correlation analysis (DICCA) for multi-view learning.…

Machine Learning · Statistics 2022-03-03 Lin Qiu , Lynn Lin , Vernon M. Chinchilli

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

The Difference of Convex functions Algorithm (DCA) is widely used for minimizing the difference of two convex functions. A recently proposed accelerated version, termed BDCA for Boosted DC Algorithm, incorporates a line search step to…

Optimization and Control · Mathematics 2020-02-13 Francisco J. Aragón Artacho , Rubén Campoy , Phan T. Vuong

The locally competitive algorithm (LCA) can solve sparse coding problems across a wide range of use cases. Recently, convolution-based LCA approaches have been shown to be highly effective for enhancing robustness for image recognition…

Computer Vision and Pattern Recognition · Computer Science 2025-05-01 Geoffrey Kasenbacher , Felix Ehret , Gerrit Ecke , Sebastian Otte

The Willems' fundamental lemma, which characterizes linear time-invariant (LTI) systems using input and output trajectories, has found many successful applications. Combining this with receding horizon control leads to a popular…

Optimization and Control · Mathematics 2023-12-27 Xu Shang , Yang Zheng

Devising efficient algorithms to solve continuously-varying strongly convex optimization programs is key in many applications, from control systems to signal processing and machine learning. In this context, solving means to find and track…

Optimization and Control · Mathematics 2020-01-09 Andrea Simonetto

In this paper, we consider stochastic dual coordinate (SDCA) {\em without} strongly convex assumption or convex assumption. We show that SDCA converges linearly under mild conditions termed restricted strong convexity. This covers a wide…

Machine Learning · Statistics 2017-04-04 Chao Qu , Huan Xu

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

Under the linear regression framework, we study the variable selection problem when the underlying model is assumed to have a small number of nonzero coefficients (i.e., the underlying linear model is sparse). Non-convex penalties in…

Statistics Theory · Mathematics 2018-12-19 Shanshan Cao , Xiaoming Huo , Jong-Shi Pang

We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the…

Machine Learning · Statistics 2018-02-16 Xingguo Li , Lin F. Yang , Jason Ge , Jarvis Haupt , Tong Zhang , Tuo Zhao

Neural networks are known to produce poor uncertainty estimations, and a variety of approaches have been proposed to remedy this issue. This includes deep ensemble, a simple and effective method that achieves state-of-the-art results for…

Machine Learning · Computer Science 2022-10-13 Yuesong Shen , Daniel Cremers