Related papers: Guaranteed Nonconvex Low-Rank Tensor Estimation vi…
Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…
The main aim of this paper is to provide an analysis of gradient descent (GD) algorithms with gradient errors that do not necessarily vanish, asymptotically. In particular, sufficient conditions are presented for both stability (almost sure…
We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…
Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…
We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor…
Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…
Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries…
Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the…
In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…
Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…
We study the high-dimensional dynamics of online stochastic gradient descent (SGD) for the multi-spiked tensor model. This multi-index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the…
In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…
Many real-world datasets are represented as tensors, i.e., multi-dimensional arrays of numerical values. Storing them without compression often requires substantial space, which grows exponentially with the order. While many tensor…
With the advances in data acquisition technology, tensor objects are collected in a variety of applications including multimedia, medical and hyperspectral imaging. As the dimensionality of tensor objects is usually very high,…
In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…
This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…
This work deals with developing two fast randomized algorithms for computing the generalized tensor singular value decomposition (GTSVD) based on the tubal product (t-product). The random projection method is utilized to compute the…
We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…
Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…
The numerical solution of algebraic tensor equations is a largely open and challenging task. Assuming that the operator is symmetric and positive definite, we propose two new gradient-descent type methods for tensor equations that…