Related papers: Locally Regularized Sparse Graph by Fast Proximal …
Most existing semi-supervised graph-based clustering methods exploit the supervisory information by either refining the affinity matrix or directly constraining the low-dimensional representations of data points. The affinity matrix…
A regularized optimization problem over a large unstructured graph is studied, where the regularization term is tied to the graph geometry. Typical regularization examples include the total variation and the Laplacian regularizations over…
Sparse subspace clustering (SSC) clusters $n$ points that lie near a union of low-dimensional subspaces. The SSC model expresses each point as a linear or affine combination of the other points, using either $\ell_1$ or $\ell_0$…
We analyze stochastic gradient algorithms for optimizing nonconvex, nonsmooth finite-sum problems. In particular, the objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a possibly…
We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…
We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…
Sparse subspace clustering methods, such as Sparse Subspace Clustering (SSC) \cite{ElhamifarV13} and $\ell^{1}$-graph \cite{YanW09,ChengYYFH10}, are effective in partitioning the data that lie in a union of subspaces. Most of those methods…
We propose and analyze several stochastic gradient algorithms for finding stationary points or local minimum in nonconvex, possibly with nonsmooth regularizer, finite-sum and online optimization problems. First, we propose a simple proximal…
Low-rank sparse subspace clustering (LRSSC) algorithms built on self-expressive model effectively capture both the global and local structure of the data. However, existing solutions, primarily based on proximal operators associated with…
We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…
This paper focuses on the sparse subspace clustering problem, and develops an online algorithmic solution to cluster data points on-the-fly, without revisiting the whole dataset. The strategy involves an online solution of a sparse…
'Big' high-dimensional data are commonly analyzed in low-dimensions, after performing a dimensionality-reduction step that inherently distorts the data structure. For the same purpose, clustering methods are also often used. These methods…
In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…
We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive…
The proximal stochastic gradient method (PSGD) is one of the state-of-the-art approaches for stochastic composite-type problems. In contrast to its deterministic counterpart, PSGD has been found to have difficulties with the correct…
State-of-the-art subspace clustering methods are based on self-expressive model, which represents each data point as a linear combination of other data points. By enforcing such representation to be sparse, sparse subspace clustering is…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
Stochastic gradient descent (SGD) gives an optimal convergence rate when minimizing convex stochastic objectives $f(x)$. However, in terms of making the gradients small, the original SGD does not give an optimal rate, even when $f(x)$ is…
The interconnectedness and interdependence of modern graphs are growing ever more complex, causing enormous resources for processing, storage, communication, and decision-making of these graphs. In this work, we focus on the task graph…
Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…