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Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

This paper studies least-square regression penalized with partly smooth convex regularizers. This class of functions is very large and versatile allowing to promote solutions conforming to some notion of low-complexity. Indeed, they force…

Optimization and Control · Mathematics 2014-07-01 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

Machine Learning · Statistics 2026-05-08 Chengyu Cui , Gongjun Xu

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

We shall investigate randomized algorithms for solving large-scale linear inverse problems with general regularizations. We first present some techniques to transform inverse problems of general form into the ones of standard form, then…

Numerical Analysis · Mathematics 2014-12-30 Hua Xiang , Jun Zou

Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…

Optimization and Control · Mathematics 2026-03-04 Wenjing Li , Wei Bian , Kim-Chuan Toh

In this paper, we consider linear ill-posed problems in Hilbert spaces and their regularization via frame decompositions, which are generalizations of the singular-value decomposition. In particular, we prove convergence for a general class…

Numerical Analysis · Mathematics 2022-11-04 Simon Hubmer , Ronny Ramlau , Lukas Weissinger

We introduce a novel stochastic regularization technique for deep neural networks, which decomposes a layer into multiple branches with different parameters and merges stochastically sampled combinations of the outputs from the branches…

Machine Learning · Computer Science 2019-10-04 Wonpyo Park , Paul Hongsuck Seo , Bohyung Han , Minsu Cho

This paper studies the stability of low-rank implicit regularization in perturbed deep matrix factorization, where the target matrix is corrupted by a noise matrix. We first derive sufficient spectral conditions under which gradient descent…

Optimization and Control · Mathematics 2026-05-28 Jingzhe Wang , Hung-Hsu Chou

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…

Methodology · Statistics 2019-01-01 Yiyuan She , Hoang Tran

The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an efficient algorithm for the sparsity promoting…

Information Theory · Computer Science 2015-06-18 Qibin Fan , Yuling Jiao , Xiliang Lu

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulation thereof. In an implicitly constrained approach, the…

Optimization and Control · Mathematics 2024-09-17 Akwum Onwunta , Clément W. Royer

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's…

Numerical Analysis · Mathematics 2024-12-16 Bosu Choi , Jihun Han , Yoonsang Lee

PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…

Numerical Analysis · Mathematics 2025-03-17 Jenny Power , Tristan Pryer

Data assisted reconstruction algorithms, incorporating trained neural networks, are a novel paradigm for solving inverse problems. One approach is to first apply a classical reconstruction method and then apply a neural network to improve…

Numerical Analysis · Mathematics 2020-03-26 Yoeri E. Boink , Markus Haltmeier , Sean Holman , Johannes Schwab

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

Numerical Analysis · Mathematics 2018-01-03 Augustin Cosse , Laurent Demanet