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rdering of regression or classification coefficients occurs in many real-world applications. Fused Lasso exploits this ordering by explicitly regularizing the differences between neighboring coefficients through an $\ell_1$ norm…

Computation · Statistics 2010-06-29 Gui-Bo Ye , Xiaohui Xie

In this work, we shed light on the so-called Kaczmarz method for solving Linear System (LS) and Linear Feasibility (LF) problems from a optimization point of view. We introduce well-known optimization approaches such as Lagrangian penalty…

Optimization and Control · Mathematics 2022-08-15 Md Sarowar Morshed

We present an enhanced version of the row-based randomized block-Kaczmarz method to solve a linear system of equations. This improvement makes use of a regularization during block updates in the solution, and a dynamic proposal distribution…

Numerical Analysis · Mathematics 2025-10-03 Suvendu Kar , Murugesan Venkatapathi

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is…

Numerical Analysis · Mathematics 2020-06-24 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

The least mean squares (LMS) filter is often derived via the Wiener filter solution. For a system identification scenario, such a derivation makes it hard to incorporate prior information on the system's impulse response. We present an…

Signal Processing · Electrical Eng. & Systems 2017-12-07 Michael Lunglmayr , Oliver Lang , Mario Huemer

A key learning scenario in large-scale applications is that of federated learning, where a centralized model is trained based on data originating from a large number of clients. We argue that, with the existing training and inference,…

Machine Learning · Computer Science 2019-02-04 Mehryar Mohri , Gary Sivek , Ananda Theertha Suresh

Randomized Kaczmarz (RK), Motzkin Method (MM) and Sampling Kaczmarz Motzkin (SKM) algorithms are commonly used iterative techniques for solving a system of linear inequalities (i.e., $Ax \leq b$). As linear systems of equations represent a…

Optimization and Control · Mathematics 2022-08-16 Md Sarowar Morshed , Md Saiful Islam , Md. Noor-E-Alam

Recently, a number of learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed…

Machine Learning · Computer Science 2019-05-16 Xingyu Xie , Jianlong Wu , Zhisheng Zhong , Guangcan Liu , Zhouchen Lin

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

This paper studies the effect of adding geometrically smoothed momentum to the randomized Kaczmarz algorithm, which is an instance of stochastic gradient descent on a linear least squares loss function. We prove a result about the expected…

Numerical Analysis · Mathematics 2024-08-27 Seth J. Alderman , Roan W. Luikart , Nicholas F. Marshall

Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…

Optimization and Control · Mathematics 2021-04-23 Ning Zhang , Yangjing Zhang , Defeng Sun , Kim-Chuan Toh

We propose a rescaled LASSO, by premultipying the LASSO with a matrix term, namely linear unified LASSO (LLASSO) for multicollinear situations. Our numerical study has shown that the LLASSO is comparable with other sparse modeling…

Methodology · Statistics 2017-10-16 M. Arashi , Y. Asar , B. Yuzbasi

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

In this technical report we present a Projection onto Convex Sets (POCS) type algorithm for solving systems of linear equations. POCS methods have found many applications ranging from computer tomography to digital signal and image…

Numerical Analysis · Mathematics 2012-04-03 Deanna Needell , Rachel Ward

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

Solving a large-scale system of linear equations is a key step at the heart of many algorithms in machine learning, scientific computing, and beyond. When the problem dimension is large, computational and/or memory constraints make it…

Machine Learning · Computer Science 2017-12-12 Navid Azizan-Ruhi , Farshad Lahouti , Salman Avestimehr , Babak Hassibi

Federated learning (FL), as a distributed collaborative machine learning (ML) framework under privacy-preserving constraints, has garnered increasing research attention in cross-organizational data collaboration scenarios. This paper…

Machine Learning · Computer Science 2025-10-31 Wenyou Guo , Ting Qu , Chunrong Pan , George Q. Huang

This paper extends the framework of randomised matrix multiplication to a coarser partition and proposes an algorithm as a complement to the classical algorithm, especially when the optimal probability distribution of the latter one is…

Numerical Analysis · Mathematics 2019-05-20 Yue Wu

We consider algorithms that, from an arbitrarily sampling of $N$ spheres (possibly overlapping), find a close packed configuration without overlapping. These problems can be formulated as minimization problems with non-convex constraints.…

Numerical Analysis · Mathematics 2017-01-04 Pierre Degond , Marina A. Ferreira , Sébastien Motsch

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma