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Related papers: Bregman-divergence-based Arimoto-Blahut algorithm

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We formulate em algorithm in the framework of Bregman divergence, which is a general problem setting of information geometry. That is, we address the minimization problem of the Bregman divergence between an exponential subfamily and a…

Information Theory · Computer Science 2024-09-10 Masahito Hayashi

The Blahut-Arimoto algorithm is a well-known method to compute classical channel capacities and rate-distortion functions. Recent works have extended this algorithm to compute various quantum analogs of these quantities. In this paper, we…

Information Theory · Computer Science 2024-06-10 Kerry He , James Saunderson , Hamza Fawzi

Iterative minimization algorithms appear in various areas including machine learning, neural networks, and information theory.The em algorithm is one of the famous iterative minimization algorithms in the area of machine learning, and the…

Information Theory · Computer Science 2024-09-10 Masahito Hayashi

We generalize the quantum Arimoto-Blahut algorithm by Ramakrishnan et al. (IEEE Trans. IT, 67, 946 (2021)) to a function defined over a set of density matrices with linear constraints so that our algorithm can be applied to optimizations of…

Quantum Physics · Physics 2024-09-10 Masahito Hayashi , Geng Liu

To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed…

Optimization and Control · Mathematics 2021-08-30 Guanpu Chen , Weijian Li , Gehui Xu , Yiguang Hong

We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman…

Machine Learning · Computer Science 2025-02-06 Ségolène Martin , Jean-Christophe Pesquet , Gabriele Steidl , Ismail Ben Ayed

We consider Legendre-Bregman projections defined on the Hermitian matrix space and design iterative optimization algorithms based on them. A general duality theorem is established for Bregman divergences on Hermitian matrices, and it plays…

Quantum Physics · Physics 2022-09-29 Zhengfeng Ji

Bregman divergences play a central role in the design and analysis of a range of machine learning algorithms. This paper explores the use of Bregman divergences to establish reductions between such algorithms and their analyses. We present…

Machine Learning · Computer Science 2016-07-04 Richard Nock , Aditya Krishna Menon , Cheng Soon Ong

We study the variational inference problem of minimizing a regularized R\'enyi divergence over an exponential family. We propose to solve this problem with a Bregman proximal gradient algorithm. We propose a sampling-based algorithm to…

Statistics Theory · Mathematics 2024-10-17 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

In this paper, we present an efficient algorithm for solving a linear optimization problem with entropic constraints, a class of problems that arises in game theory and information theory. Our analysis distinguishes between the cases of…

Optimization and Control · Mathematics 2026-04-29 Luis M. Briceño-Arias , Maël Le Treust

In this paper, we propose a Bregman frame for several classical alternating minimization algorithms. In the frame, these algorithms have uniform mathematical formulation. We also present convergence analysis for the frame algorithm. Under…

Numerical Analysis · Mathematics 2016-05-27 Tao Sun , Lizhi Cheng

The rate-distortion (RD) theory is one of the key concepts in information theory, providing theoretical limits for compression performance and guiding the source coding design, with both theoretical and practical significance. The…

Information Theory · Computer Science 2025-07-28 Shitong Wu , Sicheng Xu , Lingyi Chen , Huihui Wu , Wenyi Zhang

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin

The Blahut-Arimoto (BA) algorithm has played a fundamental role in the numerical computation of rate-distortion (RD) functions. This algorithm possesses a desirable monotonic convergence property by alternatively minimizing its Lagrangian…

Information Theory · Computer Science 2024-01-19 Lingyi Chen , Shitong Wu , Wenhao Ye , Huihui Wu , Wenyi Zhang , Hao Wu , Bo Bai

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Andrew Eberhard , Nargiz Sultanova

This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…

Optimization and Control · Mathematics 2019-03-12 Zhan Yu , Daniel W. C. Ho , Deming Yuan

In this paper we propose optimisation methods for variational regularisation problems based on discretising the inverse scale space flow with discrete gradient methods. Inverse scale space flow generalises gradient flows by incorporating a…

Optimization and Control · Mathematics 2020-02-11 Martin Benning , Erlend S. Riis , Carola-Bibiane Schönlieb

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…

Optimization and Control · Mathematics 2024-04-29 S. Chraibi , F. Iutzeler , J. Malick , A. Rogozin
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