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We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of…

Machine Learning · Computer Science 2019-12-17 Nicolò Pagliana , Lorenzo Rosasco

We develop variational regularization methods which leverage sparsity-promoting priors to solve severely ill posed inverse problems defined on the 3D ball (i.e. the solid sphere). Our method solves the problem natively on the ball and thus…

Information Theory · Computer Science 2021-05-13 Matthew A. Price , Jason D. McEwen

We introduce and analyze a fast iterative method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. The key idea, in contrast to the standard Landweber method, is to use multiple search directions per…

Numerical Analysis · Mathematics 2018-08-01 Anne Wald

This paper primarily focuses on computing the Euclidean projection of a vector onto the $\ell_{p}$ ball in which $p\in(0,1)$. Such a problem emerges as the core building block in statistical machine learning and signal processing tasks…

Optimization and Control · Mathematics 2024-10-28 Xiangyu Yang , Jiashan Wang , Hao Wang

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

Solving inverse problems requires the knowledge of the forward operator, but accurate models can be computationally expensive and hence cheaper variants that do not compromise the reconstruction quality are desired. This chapter reviews…

Numerical Analysis · Mathematics 2024-03-19 Simon Arridge , Andreas Hauptmann , Yury Korolev

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

Statistics Theory · Mathematics 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…

Numerical Analysis · Mathematics 2023-05-17 Qinian Jin , Xiliang Lu , Liuying Zhang

An adaptive regularization strategy for stabilizing Newton-like iterations on a coarse mesh is developed in the context of adaptive finite element methods for nonlinear PDE. Existence, uniqueness and approximation properties are known for…

Numerical Analysis · Mathematics 2015-01-27 Sara Pollock

We propose several adaptive algorithmic methods for problems of non-smooth convex optimization. The first of them is based on a special artificial inexactness. Namely, the concept of inexact ($ \delta, \Delta, L$)-model of objective…

Optimization and Control · Mathematics 2020-08-25 Fedor Stonyakin

In this paper we consider the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed inverse problems. Under merely Lipschitz condition, we prove that this method together with an a posteriori stopping rule defines an…

Numerical Analysis · Mathematics 2009-11-13 Qinian Jin

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Optimization and Control · Mathematics 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

We investigate the ill-posed inverse problem of recovering unknown spatially dependent parameters in nonlinear evolution PDEs. We propose a bi-level Landweber scheme, where the upper-level parameter reconstruction embeds a lower-level state…

Numerical Analysis · Mathematics 2024-03-07 Tram Thi Ngoc Nguyen

Inverse Reinforcement Learning (IRL) aims to facilitate a learner's ability to imitate expert behavior by acquiring reward functions that explain the expert's decisions. Regularized IRL applies strongly convex regularizers to the learner's…

Machine Learning · Computer Science 2020-12-04 Wonseok Jeon , Chen-Yang Su , Paul Barde , Thang Doan , Derek Nowrouzezahrai , Joelle Pineau

The main goal of this work is equipping convex and nonconvex problems with Barzilai-Borwein (BB) step size. With the adaptivity of BB step sizes granted, they can fail when the objective function is not strongly convex. To overcome this…

Machine Learning · Computer Science 2019-10-16 Bingcong Li , Georgios B. Giannakis

We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Austine Efut Ofem , Kalu Okam Okorie , Chinedu Izuchukwu , Chibueze Christian Okeke

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin
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