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This paper introduces a new method for minimizing matrix-smooth non-convex objectives through the use of novel Compressed Gradient Descent (CGD) algorithms enhanced with a matrix-valued stepsize. The proposed algorithms are theoretically…

Optimization and Control · Mathematics 2024-04-23 Hanmin Li , Avetik Karagulyan , Peter Richtárik

We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…

Optimization and Control · Mathematics 2023-04-03 Jinxin Wang , Jiang Hu , Shixiang Chen , Zengde Deng , Anthony Man-Cho So

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

Stochastic gradient descent and other first-order variants, such as Adam and AdaGrad, are commonly used in the field of deep learning due to their computational efficiency and low-storage memory requirements. However, these methods do not…

Optimization and Control · Mathematics 2025-02-19 Aditya Ranganath , Mukesh Singhal , Roummel Marcia

Relative smoothness - a notion introduced by Birnbaum et al. (2011) and rediscovered by Bauschke et al. (2016) and Lu et al. (2016) - generalizes the standard notion of smoothness typically used in the analysis of gradient type methods. In…

Optimization and Control · Mathematics 2018-03-25 Filip Hanzely , Peter Richtárik

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

Let us consider a case where all of the elements in some continuous slices are missing in tensor data. In this case, the nuclear-norm and total variation regularization methods usually fail to recover the missing elements. The key problem…

Computer Vision and Pattern Recognition · Computer Science 2018-04-06 Tatsuya Yokota , Burak Erem , Seyhmus Guler , Simon K. Warfield , Hidekata Hontani

Complex object wave recovery from single-shot interference pattern is an important practical problem in interferometry and digital holography. The most popular single-shot interferogram analysis method involves Fourier filtering of…

Image and Video Processing · Electrical Eng. & Systems 2019-06-28 Sunaina , Mansi Butola , Kedar Khare

This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…

Machine Learning · Computer Science 2025-04-29 Omar Naifar

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Haijin Zeng , Xiaozhen Xie , Jifeng Ning

Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…

Optimization and Control · Mathematics 2024-01-09 Lei Wang , Xin Liu

Due to their high computational complexity, deep neural networks are still limited to powerful processing units. To promote a reduced model complexity by dint of low-bit fixed-point quantization, we propose a gradient-based optimization…

Machine Learning · Computer Science 2019-07-18 Lukas Enderich , Fabian Timm , Lars Rosenbaum , Wolfram Burgard

In this paper, we give explicit descriptions of versions of (Local-) Backtracking Gradient Descent and New Q-Newton's method to the Riemannian setting.Here are some easy to state consequences of results in this paper, where X is a general…

Optimization and Control · Mathematics 2020-09-01 Tuyen Trung Truong

We investigate Riemannian gradient flows for preparing ground states of a desired Hamiltonian on a quantum device. We show that the number of steps of the corresponding Riemannian gradient descent (RGD) algorithm that prepares a ground…

Quantum Physics · Physics 2025-12-16 Mahum Pervez , Ariq Haqq , Nathan A. McMahon , Christian Arenz

Drawing inspiration from gradient-descent methods developed for data processing in quantum state tomography [\href{https://iopscience.iop.org/article/10.1088/2058-9565/ae0baa}{Quantum Sci.~Technol.~\textbf{10} 045055 (2025)}] and quantum…

Quantum Physics · Physics 2026-02-05 Akshay Gaikwad , Manuel Sebastian Torres , Anton Frisk Kockum

In this paper, we present GASG21 (Grassmannian Adaptive Stochastic Gradient for $L_{2,1}$ norm minimization), an adaptive stochastic gradient algorithm to robustly recover the low-rank subspace from a large matrix. In the presence of column…

Machine Learning · Statistics 2015-04-21 Jun He , Yue Zhang

In the Euclidean setting, the proximal gradient method and its accelerated variants are a class of efficient algorithms for optimization problems with decomposable objective. In this paper, we develop a Riemannian proximal gradient method…

Optimization and Control · Mathematics 2021-06-01 Wen Huang , Ke Wei

This paper proposes a novel approach to tensor completion, which recovers missing entries of data represented by tensors. The approach is based on the tensor train (TT) rank, which is able to capture hidden information from tensors thanks…

Numerical Analysis · Computer Science 2017-04-26 Johann A. Bengua , Ho N. Phien , Hoang D. Tuan , Minh N. Do

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz