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In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

In this paper we first study a smooth optimization approach for solving a class of nonsmooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply…

Methodology · Statistics 2009-04-07 Zhaosong Lu

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Optimization and Control · Mathematics 2025-03-04 Ion Necoara , Daniela Lupu

Deep neural networks often suffer from poor generalization due to complex and non-convex loss landscapes. Sharpness-Aware Minimization (SAM) is a popular solution that smooths the loss landscape by minimizing the maximized change of…

Artificial Intelligence · Computer Science 2023-07-03 Peng Mi , Li Shen , Tianhe Ren , Yiyi Zhou , Tianshuo Xu , Xiaoshuai Sun , Tongliang Liu , Rongrong Ji , Dacheng Tao

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and…

Machine Learning · Statistics 2019-02-11 Krishna Pillutla , Vincent Roulet , Sham M. Kakade , Zaid Harchaoui

We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…

Machine Learning · Statistics 2026-03-19 Max Schölpple , Liu Fanghui , Ingo Steinwart

We study a hybrid conditional gradient - smoothing algorithm (HCGS) for solving composite convex optimization problems which contain several terms over a bounded set. Examples of these include regularization problems with several norms as…

Optimization and Control · Mathematics 2014-04-16 Andreas Argyriou , Marco Signoretto , Johan Suykens

Convex optimization with sparsity-promoting convex regularization is a standard approach for estimating sparse signals in noise. In order to promote sparsity more strongly than convex regularization, it is also standard practice to employ…

Computer Vision and Pattern Recognition · Computer Science 2015-06-17 Po-Yu Chen , Ivan W. Selesnick

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

Optimization and Control · Mathematics 2021-11-17 Yuesheng Xu

Many inverse problems and signal processing problems involve low-rank regularizers based on the nuclear norm. Commonly, proximal gradient methods (PGM) are adopted to solve this type of non-smooth problems as they can offer fast and…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Rodrigo A. Lobos , Javier Salazar Cavazos , Raj Rao Nadakuditi , Jeffrey A. Fessler

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

Sparse training reduces the memory and computational costs of deep neural networks. However, sparse optimization methods, e.g., those adding an $\ell_1$ penalty, often control sparsity only indirectly through a regularization parameter…

Machine Learning · Computer Science 2026-05-21 Ahmad Aloradi , Tim Roith , Emanuël A. P. Habets , Daniel Tenbrinck

Sparse hyperspectral unmixing from large spectral libraries has been considered to circumvent limitations of endmember extraction algorithms in many applications. This strategy often leads to ill-posed inverse problems, which can benefit…

Computer Vision and Pattern Recognition · Computer Science 2018-10-29 Ricardo Augusto Borsoi , Tales Imbiriba , José Carlos Moreira Bermudez , Cédric Richard

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

Optimization and Control · Mathematics 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson

Regularization for optimization is a crucial technique to avoid overfitting in machine learning. In order to obtain the best performance, we usually train a model by tuning the regularization parameters. It becomes costly, however, when a…

Machine Learning · Computer Science 2020-08-18 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…

Machine Learning · Computer Science 2019-06-11 Navid Azizan , Sahin Lale , Babak Hassibi