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Linear encoding of sparse vectors is widely popular, but is commonly data-independent -- missing any possible extra (but a priori unknown) structure beyond sparsity. In this paper we present a new method to learn linear encoders that adapt…

Compressive sensing claims that the sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. One of issues ensuring the successful compressive sensing is to deal with the…

Information Theory · Computer Science 2009-03-31 Lianlin Li , Fang Li

First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning. Variance reduction for these algorithms has become an important research topic. In contrast to common…

Machine Learning · Computer Science 2021-09-08 Manuel Madeira , Renato Negrinho , João Xavier , Pedro M. Q. Aguiar

Previous research has shown that constraining the gradient of loss function with respect to model-predicted probabilities can enhance the model robustness against noisy labels. These methods typically specify a fixed optimal threshold for…

Machine Learning · Computer Science 2024-12-24 Xichen Ye , Yifan Wu , Weizhong Zhang , Xiaoqiang Li , Yifan Chen , Cheng Jin

In the problem of adaptive compressed sensing, one wants to estimate an approximately $k$-sparse vector $x\in\mathbb{R}^n$ from $m$ linear measurements $A_1 x, A_2 x,\ldots, A_m x$, where $A_i$ can be chosen based on the outcomes $A_1…

Data Structures and Algorithms · Computer Science 2018-04-26 Vasileios Nakos , Xiaofei Shi , David P. Woodruff , Hongyang Zhang

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

The incremental gradient method is a prominent algorithm for minimizing a finite sum of smooth convex functions, used in many contexts including large-scale data processing applications and distributed optimization over networks. It is a…

Optimization and Control · Mathematics 2022-02-09 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

The Pairwise Conditional Gradients (PCG) algorithm is a powerful extension of the Frank-Wolfe algorithm leading to particularly sparse solutions, which makes PCG very appealing for problems such as sparse signal recovery, sparse regression,…

Optimization and Control · Mathematics 2022-02-09 Kazuma Tsuji , Ken'ichiro Tanaka , Sebastian Pokutta

Compressive covariance estimation has arisen as a class of techniques whose aim is to obtain second-order statistics of stochastic processes from compressive measurements. Recently, these methods have been used in various image processing…

Image and Video Processing · Electrical Eng. & Systems 2022-07-27 Jonathan Monsalve , Juan Ramirez , Iñaki Esnaola , Henry Arguello

Motivated by the task of clustering either $d$ variables or $d$ points into $K$ groups, we investigate efficient algorithms to solve the Peng-Wei (P-W) $K$-means semi-definite programming (SDP) relaxation. The P-W SDP has been shown in the…

Machine Learning · Statistics 2018-10-23 Carson Eisenach , Han Liu

Zeroth-Order (ZO) optimization is pivotal for scenarios where backpropagation is unavailable, such as memory-constrained on-device learning and black-box optimization. However, existing methods face a stark trade-off: they are either…

Machine Learning · Computer Science 2026-05-29 Chen Liang , Xiatao Sun , Qian Wang , Daniel Rakita

We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…

Signal Processing · Electrical Eng. & Systems 2024-07-15 Dimitris Bertsimas , Nicholas A. G. Johnson

This study investigates the impact of gradient compression on distributed training performance, focusing on sparsification and quantization techniques, including top-k, DGC, and QSGD. In baseline experiments, random-k compression results in…

Machine Learning · Computer Science 2025-02-12 Shruti Singh , Shantanu Kumar

This paper introduces a novel approach to enhance the performance of the stochastic gradient descent (SGD) algorithm by incorporating a modified decay step size based on $\frac{1}{\sqrt{t}}$. The proposed step size integrates a logarithmic…

Machine Learning · Computer Science 2023-09-06 M. Soheil Shamaee , S. Fathi Hafshejani

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…

Optimization and Control · Mathematics 2021-09-07 Xiuxian Li , Kuo-Yi Lin , Li Li , Yiguang Hong , Jie Chen

Sharpness-aware Minimization (SAM) has been proposed recently to improve model generalization ability. However, SAM calculates the gradient twice in each optimization step, thereby doubling the computation costs compared to stochastic…

Computer Vision and Pattern Recognition · Computer Science 2024-03-15 Jiaxin Deng , Junbiao Pang , Baochang Zhang , Tian Wang

A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…

Information Theory · Computer Science 2013-02-26 M. A. Iwen

This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the $d$-dimensional integral of a given function. The new algorithm, called the MDI-SG ({\em multilevel…

Numerical Analysis · Mathematics 2022-10-27 Huicong Zhong , Xiaobing Feng

The goal of compressed sensing is to estimate a vector from an underdetermined system of noisy linear measurements, by making use of prior knowledge on the structure of vectors in the relevant domain. For almost all results in this…

Machine Learning · Statistics 2017-03-10 Ashish Bora , Ajil Jalal , Eric Price , Alexandros G. Dimakis