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Convex optimization problems with staged structure appear in several contexts, including optimal control, verification of deep neural networks, and isotonic regression. Off-the-shelf solvers can solve these problems but may scale poorly. We…

Optimization and Control · Mathematics 2020-10-28 Rudy Bunel , Oliver Hinder , Srinadh Bhojanapalli , Krishnamurthy , Dvijotham

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Optimization and Control · Mathematics 2016-05-03 Zhuo-Xu Cui , Qibin Fan

Source conditions are a key tool in regularisation theory that are needed to derive error estimates and convergence rates for ill-posed inverse problems. In this paper, we provide a recipe to practically compute source condition elements as…

Numerical Analysis · Mathematics 2024-03-01 Martin Benning , Tatiana A. Bubba , Luca Ratti , Danilo Riccio

In this paper, we consider the decentralized, stochastic nonconvex strongly-concave (NCSC) minimax problem with nonsmooth regularization terms on both primal and dual variables, wherein a network of $m$ computing agents collaborate via…

Optimization and Control · Mathematics 2023-07-17 Gabriel Mancino-Ball , Yangyang Xu

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

Machine Learning · Computer Science 2016-10-18 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

We consider potentially non-convex optimization problems, for which optimal rates of approximation depend on the dimension of the parameter space and the smoothness of the function to be optimized. In this paper, we propose an algorithm…

Machine Learning · Computer Science 2022-04-12 Blake Woodworth , Francis Bach , Alessandro Rudi

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…

Statistics Theory · Mathematics 2017-04-17 Garvesh Raskutti , Ming Yuan , Han Chen

This work considers a super-resolution framework for overcomplete tensor decomposition. Specifically, we view tensor decomposition as a super-resolution problem of recovering a sum of Dirac measures on the sphere and solve it by minimizing…

Information Theory · Computer Science 2022-02-09 Qiuwei Li , Ashley Prater , Lixin Shen , Gongguo Tang

Tensor completion is a technique of filling missing elements of the incomplete data tensors. It being actively studied based on the convex optimization scheme such as nuclear-norm minimization. When given data tensors include some noises,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-11 Tatsuya Yokota , Hidekata Hontani

In this work, we provide non-asymptotic, probabilistic guarantees for successful recovery of the common nonzero support of jointly sparse Gaussian sources in the multiple measurement vector (MMV) problem. The support recovery problem is…

Information Theory · Computer Science 2021-07-27 Saurabh Khanna , Chandra R. Murthy

The core of many approaches for the resolution of variational inverse problems arising in signal and image processing consists of promoting the sought solution to have a sparse representation in a well-suited space. A crucial task in this…

Numerical Analysis · Mathematics 2022-09-07 Gabriele Scrivanti , Emilie Chouzenoux , Jean-Christophe Pesquet

We study the inverse problem of parameter identification in non-coercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map by using the first-order and…

Optimization and Control · Mathematics 2018-08-08 Christian Clason , Akhtar A. Khan , Miguel Sama , Christiane Tammer

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

The reliable deployment of neural networks in control systems requires rigorous robustness guarantees. In this paper, we obtain tight robustness certificates over convex attack sets for min-max representations of ReLU neural networks by…

Optimization and Control · Mathematics 2023-10-10 Brendon G. Anderson , Samuel Pfrommer , Somayeh Sojoudi

The 1-norm was proven to be a good convex regularizer for the recovery of sparse vectors from under-determined linear measurements. It has been shown that with an appropriate measurement operator, a number of measurements of the order of…

Information Theory · Computer Science 2018-12-05 Yann Traonmilin , Samuel Vaiter

Given a dictionary that consists of multiple blocks and a signal that lives in the range space of only a few blocks, we study the problem of finding a block-sparse representation of the signal, i.e., a representation that uses the minimum…

Optimization and Control · Mathematics 2015-05-27 Ehsan Elhamifar , Rene Vidal