Related papers: Projected Gradient Descent Algorithm for Low-Rank …
We study the convergence properties of gradient descent for training deep linear neural networks, i.e., deep matrix factorizations, by extending a previous analysis for the related gradient flow. We show that under suitable conditions on…
The problem of sensor network localization (SNL) can be formulated as a semidefinite programming problem with a rank constraint. We propose a new method for solving such SNL problems. We factorize a semidefinite matrix with the rank…
Blind super-resolution can be cast as a low rank matrix recovery problem by exploiting the inherent simplicity of the signal and the low dimensional structure of point spread functions. In this paper, we develop a simple yet efficient…
We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
Recent work has demonstrated the effectiveness of gradient descent for directly recovering the factors of low-rank matrices from random linear measurements in a globally convergent manner when initialized properly. However, the performance…
Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…
Clustering analysis by nonnegative low-rank approximations has achieved remarkable progress in the past decade. However, most approximation approaches in this direction are still restricted to matrix factorization. We propose a new low-rank…
The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…
We design Local LMO - a new projection-free gradient-type method for constrained optimization. The key algorithmic idea is to replace the global linear minimization oracle over the constraint set used by Frank-Wolfe (FW) with a local linear…
Large language model (LLM) training is often bottlenecked by memory constraints and stochastic gradient noise in extremely high-dimensional parameter spaces. Motivated by empirical evidence that many LLM gradient matrices are effectively…
In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…
The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…
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…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
We consider minimizing a twice-differentiable, $L$-smooth, and $\mu$-strongly convex objective $\phi$ over an $n\times n$ positive semidefinite matrix $M\succeq0$, under the assumption that the minimizer $M^{\star}$ has low rank…
We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…
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…
We introduce a novel dynamic learning-rate scheduling scheme grounded in theory with the goal of simplifying the manual and time-consuming tuning of schedules in practice. Our approach is based on estimating the locally-optimal stepsize,…
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…