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An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…
The fundamental inverse problem in distance geometry is the one of finding positions from inter-point distances. The Discretizable Molecular Distance Geometry Problem (DMDGP) is a subclass of the Distance Geometry Problem (DGP) whose search…
This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…
We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…
Distances are pervasive in machine learning. They serve as similarity measures, loss functions, and learning targets; it is said that a good distance measure solves a task. When defining distances, the triangle inequality has proven to be a…
In metric theories of gravity with photon number conservation, the luminosity and angular diameter distances are related via the Etherington relation, also known as the distance-duality relation (DDR). A violation of this relation would…
We propose Dual-Feedback Generalized Proximal Gradient Descent (DFGPGD) as a new, hardware-friendly, operator splitting algorithm. We then establish convergence guarantees under approximate computational errors and we derive theoretical…
We consider the maximum mean discrepancy ($\mathrm{MMD}$) GAN problem and propose a parametric kernelized gradient flow that mimics the min-max game in gradient regularized $\mathrm{MMD}$ GAN. We show that this flow provides a descent…
The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…
We introduce in this paper a technique for the reduced order approximation of parametric symmetric elliptic partial differential equations. For any given dimension, we prove the existence of an optimal subspace of at most that dimension…
We analyze asynchronous-type algorithms for distributed SGD in the heterogeneous setting, where each worker has its own computation and communication speeds, as well as data distribution. In these algorithms, workers compute possibly stale…
Variational quantum algorithms, optimized using gradient-based methods, often exhibit sub-optimal convergence performance due to their dependence on Euclidean geometry. Quantum natural gradient descent (QNGD) is a more efficient method that…
This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and…
We solve a regularized weighted low-rank approximation problem by a stochastic gradient descent on a manifold. To guarantee the convergence of our stochastic gradient descent, we establish a convergence theorem on manifolds for…
Compressive sensing (CS) has attracted significant attention in parameter estimation tasks, where parametric dictionaries (PDs) collect signal observations for a sampling of the parameter space and yield sparse representations for signals…
Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…
Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…
In the Euclidean setting, the proximal gradient method and its accelerated variants are a class of efficient algorithms for optimization problems with decomposable objective. In this paper, we develop a Riemannian proximal gradient method…
Nonconvex and nonsmooth optimization problems are important and challenging for statistics and machine learning. In this paper, we propose Projected Proximal Gradient Descent (PPGD) which solves a class of nonconvex and nonsmooth…