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This paper presents a new approach to the recovery of a spectrally sparse signal (SSS) from partially observed entries, focusing on challenges posed by large-scale data and heavy noise environments. The SSS reconstruction can be formulated…

Signal Processing · Electrical Eng. & Systems 2024-05-14 Xi Yao , Wei Dai

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

Statistics Theory · Mathematics 2020-08-28 Mohamed Ndaoud

We present a solution to scale spectral algorithms for learning sequence functions. We are interested in the case where these functions are sparse (that is, for most sequences they return 0). Spectral algorithms reduce the learning problem…

Machine Learning · Computer Science 2017-06-12 Ariadna Quattoni , Xavier Carreras , Matthias Gallé

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

This paper aims at developing novel shuffling gradient-based methods for tackling two classes of minimax problems: nonconvex-linear and nonconvex-strongly concave settings. The first algorithm addresses the nonconvex-linear minimax model…

Optimization and Control · Mathematics 2024-10-30 Quoc Tran-Dinh , Trang H. Tran , Lam M. Nguyen

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

Optimization and Control · Mathematics 2016-05-02 Masoud Ahookhosh

Bilevel optimization has been widely used in many machine learning applications such as hyperparameter optimization and meta learning. Recently, many simple stochastic gradient descent(SGD) type algorithms(without using momentum and…

Optimization and Control · Mathematics 2023-06-21 Haimei Huo , Risheng Liu , Zhixun Su

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

This paper investigates the recovery of a spectrally sparse signal from its partially revealed noisy entries within the framework of spectral compressive sensing. Nonconvex optimization approaches have recently been proposed based on…

Information Theory · Computer Science 2022-01-25 Xunmeng Wu , Zai Yang , Zongben Xu

In this paper, we introduce a novel low-rank Hankel tensor completion approach to address the problem of multi-measurement spectral compressed sensing. By lifting the multiple signals to a Hankel tensor, we reformulate this problem into a…

Information Theory · Computer Science 2025-07-08 Jinsheng Li , Xu Zhang , Shuang Wu , Wei Cui

Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, which are a necessity due to the ill-posedness of inverse problems. Tikhonov-type regularization methods are very popular in…

Numerical Analysis · Mathematics 2021-03-16 Abinash Nayak

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

This paper presents several new algorithms for the regularized reconstruction of a surface from its measured gradient field. By taking a matrix-algebraic approach, we establish general framework for the regularized reconstruction problem…

Numerical Analysis · Mathematics 2013-08-21 Matthew Harker , Paul O'Leary

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

Blind Super-Resolution (SR) usually involves two sub-problems: 1) estimating the degradation of the given low-resolution (LR) image; 2) super-resolving the LR image to its high-resolution (HR) counterpart. Both problems are ill-posed due to…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Zhengxiong Luo , Yan Huang , Shang Li , Liang Wang , Tieniu Tan

Computational sensing strategies often suffer from calibration errors in the physical implementation of their ideal sensing models. Such uncertainties are typically addressed by using multiple, accurately chosen training signals to recover…

Information Theory · Computer Science 2022-05-26 Valerio Cambareri , Laurent Jacques
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