Related papers: Gauss-Southwell type descent methods for low-rank …
We propose a descent subgradient algorithm for unconstrained nonsmooth nonconvex multiobjective optimization problems. To find a descent direction, we present an iterative process that efficiently approximates the Goldstein subdifferential…
We study accelerated optimization methods in the Gaussian phase retrieval problem. In this setting, we prove that gradient methods with Polyak or Nesterov momentum have similar implicit regularization to gradient descent. This implicit…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution methods with finite-time convergence guarantee: the lack of…
Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…
We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…
This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…
We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…
Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…
We study an estimator with a convex formulation for recovery of low-rank matrices from rank-one projections. Using initial estimates of the factors of the target $d_1\times d_2$ matrix of rank-$r$, the estimator admits a practical…
We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…
We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…
We analyze a distributed algorithm to compute a low-rank matrix factorization on $N$ clients, each holding a local dataset $\mathbf{S}^i \in \mathbb{R}^{n_i \times d}$, mathematically, we seek to solve $min_{\mathbf{U}^i \in…
Inspired by Gauss-Newton-like methods, we study the benefit of leveraging the structure of deep learning objectives, namely, the composition of a convex loss function and of a nonlinear network, in order to derive better direction oracles…
In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison…
We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…
Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…
This note provides a significantly simpler and shorter proof of our sample complexity guarantee for solving the low rank column-wise sensing problem using the Alternating Gradient Descent (GD) and Minimization (AltGDmin) algorithm. AltGDmin…
Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…
The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…