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Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…
This paper deals with the non-uniqueness of the solutions of an analysis-Lasso regularization. Most of previous works in this area is concerned with the case where the solution set is a singleton, or to derive guarantees to enforce…
In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…
Second-order methods are of great importance for composite convex optimization problems due to their local super-linear convergence rates (under appropriate assumptions). However, the presence of even a simple nonsmooth function in the…
This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…
Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…
The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…
We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…
Deep Neural Networks have achieved remarkable success relying on the developing high computation capability of GPUs and large-scale datasets with increasing network depth and width in image recognition, object detection and many other…
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…
Mathematical optimization is the workhorse behind several aspects of modern robotics and control. In these applications, the focus is on constrained optimization, and the ability to work on manifolds (such as the classical matrix Lie…
Non-smooth regularization is widely used in image reconstruction to eliminate the noise while preserving subtle image structures. In this work, we investigate the use of proximal Newton (PN) method to solve an optimization problem with a…
We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…
A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…
Many machine learning techniques sacrifice convenient computational structures to gain estimation robustness and modeling flexibility. However, by exploring the modeling structures, we find these "sacrifices" do not always require more…
In this work, we study the affine-constrained $\ell_1$ regularizers, which frequently arise in statistical and machine learning problems across a variety of applications, including microbiome compositional data analysis and sparse subspace…
In the Plug-and-Play (PnP) method, a denoiser is used as a regularizer within classical proximal algorithms for image reconstruction. It is known that a broad class of linear denoisers can be expressed as the proximal operator of a convex…
Single-hidden layer feed forward neural networks (SLFNs) are widely used in pattern classification problems, but a huge bottleneck encountered is the slow speed and poor performance of the traditional iterative gradient-based learning…
We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…