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In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…

Machine Learning · Computer Science 2012-10-23 Pierre Machart , Sandrine Anthoine , Luca Baldassarre

We propose a proximal variable smoothing algorithm for nonsmooth optimization problem with sum of three functions involving weakly convex composite function. The proposed algorithm is designed as a time-varying forward-backward splitting…

Optimization and Control · Mathematics 2025-04-29 Keita Kume , Isao Yamada

A standard model for image reconstruction involves the minimization of a data-fidelity term along with a regularizer, where the optimization is performed using proximal algorithms such as ISTA and ADMM. In plug-and-play (PnP)…

Optimization and Control · Mathematics 2021-04-22 Pravin Nair , Ruturaj G. Gavaskar , Kunal N. Chaudhury

First-order optimization methods are crucial for solving large-scale data processing problems, particularly those involving convex non-smooth composite objectives. For such problems with convex non-smooth composite objectives, we introduce…

Optimization and Control · Mathematics 2025-10-06 Endrit Dosti , Sergiy A. Vorobyov , Themistoklis Charalambous

We introduce an optimization model for maximum likelihood-type estimation (M-estimation) that generalizes a large class of existing statistical models, including Huber's concomitant M-estimator, Owen's Huber/Berhu concomitant estimator, the…

Statistics Theory · Mathematics 2018-10-09 Patrick L. Combettes , Christian L. Müller

Reductions combine collections of inputs with an associative (and here, also commutative) operator to produce collections of outputs. When the same value contributes to multiple outputs, there is an opportunity to reuse partial results,…

Programming Languages · Computer Science 2024-11-27 Louis Narmour , Ryan Job , Tomofumi Yuki , Sanjay Rajopadhye

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization, $\ell_1$ norm regularized optimization, and $\ell_0$ norm regularized…

Numerical Analysis · Computer Science 2018-06-11 Ganzhao Yuan , Wei-Shi Zheng , Li Shen , Bernard Ghanem

Graph matching is a fundamental tool in computer vision and pattern recognition. In this paper, we introduce an algorithm for graph matching based on the proximal operator, referred to as differentiable proximal graph matching (DPGM).…

Computer Vision and Pattern Recognition · Computer Science 2024-05-28 Haoru Tan , Chuang Wang , Xu-Yao Zhang , Cheng-Lin Liu

Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…

Optimization and Control · Mathematics 2023-04-10 Alexander Rogozin , Anton Novitskii , Alexander Gasnikov

A simple, yet general, formalism for the optimized linear combination of astrophysical images is constructed and demonstrated. The formalism allows the user to combine multiple undersampled images to provide oversampled output at high…

Instrumentation and Methods for Astrophysics · Physics 2015-05-28 Barnaby Rowe , Christopher Hirata , Jason Rhodes

We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…

Optimization and Control · Mathematics 2024-08-28 Yu Gao , Xiaochuan Pan , Chong Chen

We propose a new optimization method for training feed-forward neural networks. By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the…

Machine Learning · Computer Science 2018-11-06 Jia Li , Cong Fang , Zhouchen Lin

We present a new approach for computing approximate global minimizers to a large class of non-local pairwise interaction problems defined over probability distributions. The approach predicts candidate global minimizers, with a recovery…

Numerical Analysis · Mathematics 2017-10-04 Mahdi Bandegi , David Shirokoff

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…

Machine Learning · Computer Science 2017-12-21 Dmitri S. Pavlichin , Jiantao Jiao , Tsachy Weissman

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

Methodology · Statistics 2021-06-11 Darren Homrighausen , Daniel J. McDonald

Normalizing flows are a powerful tool for generative modelling, density estimation and posterior reconstruction in Bayesian inverse problems. In this paper, we introduce proximal residual flows, a new architecture of normalizing flows.…

Machine Learning · Computer Science 2023-05-19 Johannes Hertrich

The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…

Machine Learning · Computer Science 2022-09-02 Zac Cranko , Robert C. Williamson , Richard Nock

We present a perceptional mathematical model for image and signal analysis. A resemblance measure is defined, and submitted to an innovating combinatorial optimization algorithm. Numerical Simulations are also presented

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Rami Kanhouche

We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…

Probability · Mathematics 2024-10-29 José A. Adell , P. Garrancho , F. J. Martínez-Sánchez

The proximal point algorithm, which is a well-known tool for finding minima of convex functions, is generalized from the classical Hilbert space framework into a nonlinear setting, namely, geodesic metric spaces of nonpositive curvature. We…

Optimization and Control · Mathematics 2012-07-02 Miroslav Bacak