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Nowadays, Non-Linear Least-Squares embodies the foundation of many Robotics and Computer Vision systems. The research community deeply investigated this topic in the last years, and this resulted in the development of several open-source…

This paper presents active-set methods for minimizing nonconvex twice-continuously differentiable functions subject to bound constraints. Within the faces of the feasible set, we employ descent methods with Armijo line search, utilizing…

Optimization and Control · Mathematics 2025-08-29 Ernesto G. Birgin , Geovani N. Grapiglia , Diaulas S. Marcondes

Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…

Machine Learning · Computer Science 2021-09-08 Chunyuan Zhang , Qi Song , Hui Zhou , Yigui Ou , Hongyao Deng , Laurence Tianruo Yang

This paper presents a new approach for training artificial neural networks using techniques for solving the constraint satisfaction problem (CSP). The quotient gradient system (QGS) is a trajectory-based method for solving the CSP. This…

Machine Learning · Computer Science 2018-05-15 Hamid Khodabandehlou , M. Sami Fadali

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

This paper considers solving the unconstrained $\ell_q$-norm ($0\leq q<1$) regularized least squares ($\ell_q$-LS) problem for recovering sparse signals in compressive sensing. We propose two highly efficient first-order algorithms via…

Information Theory · Computer Science 2016-03-16 Fei Wen , Yuan Yang , Peilin Liu , Rendong Ying , Yipeng Liu

A square-root-free matrix QR decomposition (QRD) scheme was rederived in [1] based on [2] to simplify computations when solving least-squares (LS) problems on embedded systems. The scheme of [1] aims at eliminating both the square-root and…

Numerical Analysis · Computer Science 2016-05-18 Mohammad M. Mansour

The solution of linear inverse problems when the unknown parameters outnumber data requires addressing the problem of a nontrivial null space. After restating the problem within the Bayesian framework, a priori information about the unknown…

Numerical Analysis · Mathematics 2015-03-25 Daniela Calvetti , Francesca Pitolli , Erkki Somersalo , Barbara Vantaggi

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al.; SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented Krylov subspace. We offer a…

Numerical Analysis · Mathematics 2026-05-14 Michael L. Parks , Kirk M. Soodhalter , Daniel B. Szyld

We consider a class of multivariate recurrences frequently arising in the worst case analysis of Davis-Putnam-style exponential time backtracking algorithms for NP-hard problems. We describe a technique for proving asymptotic upper bounds…

Data Structures and Algorithms · Computer Science 2007-05-23 David Eppstein

We consider the following constrained Rayleigh quotient optimization problem (CRQopt) $$ \min_{x\in \mathbb{R}^n} x^{T}Ax\,\,\mbox{subject to}\,\, x^{T}x=1\,\mbox{and}\,C^{T}x=b, $$ where $A$ is an $n\times n$ real symmetric matrix and $C$…

Numerical Analysis · Mathematics 2019-11-11 Yunshen Zhou , Zhaojun Bai , Ren-Cang Li

The asymptotic optimality (a.o.) of various hyper-parameter estimators with different optimality criteria has been studied in the literature for regularized least squares regression problems. The estimators include e.g., the maximum…

Statistics Theory · Mathematics 2021-04-28 Biqiang Mu , Tianshi Chen , Lennart Ljung

We propose a penalized method for the least squares estimator of a multivariate concave regression function. This estimator is formulated as a quadratic programming (QP) problem with $O(n^2)$ constraints, where n is the number of…

Computation · Statistics 2016-08-16 Abolfazl Keshvari

In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a…

Statistics Theory · Mathematics 2015-07-21 Tianbao Yang , Lijun Zhang , Qihang Lin , Rong Jin

Large Language Models (LLMs) possess encompassing capabilities that can process diverse language-related tasks. However, finetuning on LLMs will diminish this general skills and continual finetuning will further cause severe degradation on…

Machine Learning · Computer Science 2025-07-09 Kai Tong , Kang Pan , Xiao Zhang , Erli Meng , Run He , Yawen Cui , Nuoyan Guo , Huiping Zhuang

For large-scale discrete ill-posed problems, LSQR, a Lanczos bidiagonalization process based Krylov method, is most often used. It is well known that LSQR has natural regularizing properties, where the number of iterations plays the role of…

Numerical Analysis · Mathematics 2015-01-27 Yi Huang , Zhongxiao Jia

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

Machine Learning · Statistics 2017-01-31 Jesse H. Krijthe , Marco Loog

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic