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In this paper we introduce a unified analysis of a large family of variants of proximal stochastic gradient descent ({\tt SGD}) which so far have required different intuitions, convergence analyses, have different applications, and which…

Optimization and Control · Mathematics 2019-05-28 Eduard Gorbunov , Filip Hanzely , Peter Richtárik

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

A Generative Adversarial Network (GAN) with generator $G$ trained to model the prior of images has been shown to perform better than sparsity-based regularizers in ill-posed inverse problems. Here, we propose a new method of deploying a…

Machine Learning · Computer Science 2019-10-25 Ankit Raj , Yuqi Li , Yoram Bresler

Communication compression techniques are of growing interests for solving the decentralized optimization problem under limited communication, where the global objective is to minimize the average of local cost functions over a multi-agent…

Optimization and Control · Mathematics 2021-06-21 Yiwei Liao , Zhuorui Li , Kun Huang , Shi Pu

This paper focuses on recovering a low-rank tensor from its incomplete measurements. We propose a novel algorithm termed the Single Mode Quasi Riemannian Gradient Descent (SM-QRGD). By exploiting the benefits of both fixed-rank matrix…

Optimization and Control · Mathematics 2024-01-30 Yuanwei Zhang , Ya-Nan Zhu , Xiaoqun Zhang

This work is concerned with the problem of recovering high-dimensional signals $\mathbf{x} \in \mathbb{R}^n$ which belong to a convex set of low-complexity from a small number of quantized measurements. We propose to estimate the signals…

Information Theory · Computer Science 2021-03-29 Hans Christian Jung , Johannes Maly , Lars Palzer , Alexander Stollenwerk

Compressed sensing is a promising technique that attempts to faithfully recover sparse signal with as few linear and nonadaptive measurements as possible. Its performance is largely determined by the characteristic of sensing matrix.…

Information Theory · Computer Science 2013-10-03 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…

Computation · Statistics 2025-12-17 Clémentine Chazal , Heishiro Kanagawa , Zheyang Shen , Anna Korba , Chris. J. Oates

In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…

Optimization and Control · Mathematics 2022-10-12 Elissa Mhanna , Mohamad Assaad

This paper studies a formulation of 1-bit Compressed Sensing (CS) problem based on the maximum likelihood estimation framework. In order to solve the problem we apply the recently proposed Gradient Support Pursuit algorithm, with a minor…

Information Theory · Computer Science 2013-04-25 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

Quantum state tomography (QST) remains the gold standard for benchmarking and verification of near-term quantum devices. While QST for a generic quantum many-body state requires an exponentially large amount of resources, most physical…

Quantum Physics · Physics 2024-08-15 Casey Jameson , Zhen Qin , Alireza Goldar , Michael B. Wakin , Zhihui Zhu , Zhexuan Gong

The performance of deep neural networks is strongly influenced by the training dataset setup. In particular, when attributes having a strong correlation with the target attribute are present, the trained model can provide unintended…

Machine Learning · Computer Science 2023-02-14 Sumyeong Ahn , Seongyoon Kim , Se-young Yun

The one-bit compressed sensing framework aims to reconstruct a sparse signal by only using the sign information of its linear measurements. To compensate for the loss of scale information, past studies in the area have proposed recovering…

Information Theory · Computer Science 2016-09-21 Yingying Xu , Yoshiyuki Kabashima

This paper proposes and analyzes a gradient-type algorithm based on Burer-Monteiro factorization, called the Asymmetric Projected Gradient Descent (APGD), for reconstructing the point set configuration from partial Euclidean distance…

Machine Learning · Computer Science 2025-10-20 Yicheng Li , Xinghua Sun

Provably solving stochastic convex optimization problems with constraints is essential for various problems in science, business, and statistics. Recently proposed XOR-Stochastic Gradient Descent (XOR-SGD) provides a convergence rate…

Optimization and Control · Mathematics 2022-03-23 Fan Ding , Yijie Wang , Jianzhu Ma , Yexiang Xue

In phase retrieval, the goal is to recover a signal $\mathbf{x}\in\mathbb{C}^N$ from the magnitudes of linear measurements $\mathbf{Ax}\in\mathbb{C}^M$. While recent theory has established that $M\approx 4N$ intensity measurements are…

Information Theory · Computer Science 2015-06-19 Philip Schniter , Sundeep Rangan

We study generative compressed sensing when the measurement matrix is randomly subsampled from a unitary matrix (with the DFT as an important special case). It was recently shown that $\textit{O}(kdn\| \boldsymbol{\alpha}\|_{\infty}^{2})$…

Information Theory · Computer Science 2023-11-21 Aaron Berk , Simone Brugiapaglia , Yaniv Plan , Matthew Scott , Xia Sheng , Ozgur Yilmaz

The goal of standard 1-bit compressive sensing is to accurately recover an unknown sparse vector from binary-valued measurements, each indicating the sign of a linear function of the vector. Motivated by recent advances in compressive…

Machine Learning · Statistics 2020-06-23 Zhaoqiang Liu , Selwyn Gomes , Avtansh Tiwari , Jonathan Scarlett

Probabilistic Graphical Models (PGMs) are generative models of complex systems. They rely on conditional independence assumptions between variables to learn sparse representations which can be visualized in a form of a graph. Such models…

Machine Learning · Computer Science 2022-10-13 Harsh Shrivastava , Urszula Chajewska , Robin Abraham , Xinshi Chen

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…

Optimization and Control · Mathematics 2024-04-23 Hanmin Li , Avetik Karagulyan , Peter Richtárik