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We propose a new stochastic proximal quasi-Newton method for minimizing the sum of two convex functions in the particular context that one of the functions is the average of a large number of smooth functions and the other one is nonsmooth.…

Optimization and Control · Mathematics 2024-12-24 Yongcun Song , Zimeng Wang , Xiaoming Yuan , Hangrui Yue

We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…

Machine Learning · Statistics 2017-01-20 Lingxiao Wang , Xiao Zhang , Quanquan Gu

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…

Optimization and Control · Mathematics 2013-09-06 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

Recently, the low-rank property of different components extracted from the image has been considered in man hyperspectral image denoising methods. However, these methods usually unfold the 3D tensor to 2D matrix or 1D vector to exploit the…

Computer Vision and Pattern Recognition · Computer Science 2021-11-16 Hang Zhou , Yanchi Su , Zhanshan Li

Spectral compressed sensing involves reconstructing a spectral-sparse signal from a subset of uniformly spaced samples, with applications in radar imaging and wireless channel estimation. By fully exploiting the signal structures, this…

Optimization and Control · Mathematics 2025-11-25 Wenlong Wang , Wen Huang , Zai Yang

We study gradient compression methods to alleviate the communication bottleneck in data-parallel distributed optimization. Despite the significant attention received, current compression schemes either do not scale well or fail to achieve…

Machine Learning · Computer Science 2020-02-19 Thijs Vogels , Sai Praneeth Karimireddy , Martin Jaggi

Compressed sensing (CS) demonstrates that a sparse, or compressible signal can be acquired using a low rate acquisition process below the Nyquist rate, which projects the signal onto a small set of vectors incoherent with the sparsity…

Information Theory · Computer Science 2014-02-25 Yuli Sun , Jinxu Tao

This paper considers compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key…

Information Theory · Computer Science 2013-10-23 T. Tony Cai , Anru Zhang

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

Optimization and Control · Mathematics 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

Sparsity-inducing regularization problems are ubiquitous in machine learning applications, ranging from feature selection to model compression. In this paper, we present a novel stochastic method -- Orthant Based Proximal Stochastic…

Optimization and Control · Mathematics 2020-07-24 Tianyi Chen , Tianyu Ding , Bo Ji , Guanyi Wang , Jing Tian , Yixin Shi , Sheng Yi , Xiao Tu , Zhihui Zhu

We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a…

Machine Learning · Computer Science 2023-04-17 Chhavi Sharma , Vishnu Narayanan , P. Balamurugan

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

3D Gaussian Splatting (3D GS) achieves impressive results in novel view synthesis for small, single-object scenes through Gaussian ellipsoid initialization and adaptive density control. However, when applied to large-scale remote sensing…

Computer Vision and Pattern Recognition · Computer Science 2025-03-04 BoCheng Li , WenJuan Zhang , Bing Zhang , YiLing Yao , YaNing Wang

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

Machine Learning · Statistics 2026-04-02 Zhenxuan Li , Meng Huang

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

Stochastic Proximal Gradient (SPG) methods have been widely used for solving optimization problems with a simple (possibly non-smooth) regularizer in machine learning and statistics. However, to the best of our knowledge no non-asymptotic…

Optimization and Control · Mathematics 2019-11-19 Yi Xu , Rong Jin , Tianbao Yang

The combination of the sparse sampling and the low-rank structured matrix reconstruction has shown promising performance, enabling a significant reduction of the magnetic resonance imaging data acquisition time. However, the low-rank…

Image and Video Processing · Electrical Eng. & Systems 2021-07-27 Xinlin Zhang , Hengfa Lu , Di Guo , Zongying Lai , Huihui Ye , Xi Peng , Bo Zhao , Xiaobo Qu

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

The ability of capturing fine spectral discriminative information enables hyperspectral images (HSIs) to observe, detect and identify objects with subtle spectral discrepancy. However, the captured HSIs may not represent true distribution…

Image and Video Processing · Electrical Eng. & Systems 2022-05-19 Na Liu , Wei Li , Yinjian Wang , Rao Tao , Qian Du , Jocelyn Chanussot