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We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…

Machine Learning · Computer Science 2025-04-11 Kai-Chia Mo , Shai Shalev-Shwartz , Nisæl Shártov

Variance reduction is a crucial idea for Monte Carlo simulation and the stochastic Lanczos quadrature method is a dedicated method to approximate the trace of a matrix function. Inspired by their advantages, we combine these two techniques…

Numerical Analysis · Mathematics 2023-07-14 Zongyuan Han , Wenhao Li , Yixuan Huang , Shengxin Zhu

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Optimization and Control · Mathematics 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

Visual representations are defined in terms of minimal sufficient statistics of visual data, for a class of tasks, that are also invariant to nuisance variability. Minimal sufficiency guarantees that we can store a representation in lieu of…

Computer Vision and Pattern Recognition · Computer Science 2016-06-29 Stefano Soatto , Alessandro Chiuso

Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…

Optimization and Control · Mathematics 2026-04-10 Jenni Lampainen , Kaisa Joki , Napsu Karmitsa , Marko M. Mäkelä

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

We study the structure of representations, defined as approximations of minimal sufficient statistics that are maximal invariants to nuisance factors, for visual data subject to scaling and occlusion of line-of-sight. We derive analytical…

Computer Vision and Pattern Recognition · Computer Science 2015-04-20 Stefano Soatto , Jingming Dong , Nikolaos Karianakis

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Optimization and Control · Mathematics 2024-12-04 Nitesh Kumar Singh , Ion Necoara

Let $\Gamma$ be a lattice in a connected semisimple Lie group $G$ with trivial center and no compact factors. We introduce a volume invariant for representations of $\Gamma$ into $G$, which generalizes the volume invariant for…

Geometric Topology · Mathematics 2012-09-24 Sungwoon Kim , Inkang Kim

The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on…

Optimization and Control · Mathematics 2024-10-11 Massimo Fornasier , Pascal Heid , Giacomo Enrico Sodini

Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and…

Machine Learning · Computer Science 2018-12-06 Stephen Mussmann , Percy Liang

The dictionary learning problem concerns the task of representing data as sparse linear sums drawn from a smaller collection of basic building blocks. In application domains where such techniques are deployed, we frequently encounter…

Signal Processing · Electrical Eng. & Systems 2021-07-21 Yong Sheng Soh

In this paper we analyze the finite element approximation of the Stokes equations with non-smooth Dirichlet boundary data. To define the discrete solution, we first approximate the boundary datum by a smooth one and then apply a standard…

Numerical Analysis · Mathematics 2019-12-12 Ricardo G. Durán , Lucia Gastaldi , Ariel L. Lombardi

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

Smoothed analysis is a powerful paradigm in overcoming worst-case intractability in unsupervised learning and high-dimensional data analysis. While polynomial time smoothed analysis guarantees have been obtained for worst-case intractable…

Data Structures and Algorithms · Computer Science 2019-04-25 Aditya Bhaskara , Aidao Chen , Aidan Perreault , Aravindan Vijayaraghavan

Building models that comply with the invariances inherent to different domains, such as invariance under translation or rotation, is a key aspect of applying machine learning to real world problems like molecular property prediction,…

Machine Learning · Computer Science 2023-01-04 Jan Schuchardt , Stephan Günnemann

Given a finite set of sample points, meta-learning algorithms aim to learn an optimal adaptation strategy for new, unseen tasks. Often, this data can be ambiguous as it might belong to different tasks concurrently. This is particularly the…

Machine Learning · Computer Science 2024-10-24 Alfredo Reichlin , Gustaf Tegnér , Miguel Vasco , Hang Yin , Mårten Björkman , Danica Kragic

In this paper, a derandomized algorithm for sampling decoding is proposed to achieve near-optimal performance in lattice decoding. By setting a probability threshold to sample candidates, the whole sampling procedure becomes deterministic,…

Information Theory · Computer Science 2016-11-17 Zheng Wang , Shuiyin Liu , Cong Ling

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…

Machine Learning · Computer Science 2018-09-28 Dan Garber , Atara Kaplan

In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…

Numerical Analysis · Mathematics 2022-02-08 Ben Adcock , Juan M. Cardenas , Nick Dexter , Sebastian Moraga
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