Related papers: A Proximal Operator for Inducing 2:4-Sparsity
Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…
Sparse training reduces the memory and computational costs of deep neural networks. However, sparse optimization methods, e.g., those adding an $\ell_1$ penalty, often control sparsity only indirectly through a regularization parameter…
We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…
Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…
We analyze two classical algorithms for solving additively composite convex optimization problems where the objective is the sum of a smooth term and a nonsmooth regularizer: proximal stochastic gradient method for a single regularizer; and…
The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…
We give algorithms for designing near-optimal sparse controllers using policy gradient with applications to control of systems corrupted by multiplicative noise, which is increasingly important in emerging complex dynamical networks.…
We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…
We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of l_2- or l_infinity-norms over groups of variables. Whereas much effort has been put in developing fast optimization techniques…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
Restoring images degraded by spatially varying blur is a problem encountered in many disciplines such as astrophysics, computer vision or biomedical imaging. One of the main challenges to perform this task is to design efficient numerical…
In minimization models for image recovery and data analysis problems, loss functions and linear operators are typically aggregated as an average of composite terms. Each term in the aggregate models a desired property of the ideal solution…
In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…
This paper presents a novel method for recovering sparse vectors from linear models corrupted by Poisson noise. The contribution is twofold. First, an operator defined via the external division of two Bregman proximity operators is…
Applying half-quadratic optimization to loss functions can yield the corresponding regularizers, while these regularizers are usually not sparsity-inducing regularizers (SIRs). To solve this problem, we devise a framework to generate an SIR…
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…
Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…