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This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

High dimensional statistics deals with the challenge of extracting structured information from complex model settings. Compared with the growing number of frequentist methodologies, there are rather few theoretically optimal Bayes methods…

Statistics Theory · Mathematics 2018-08-21 Chao Gao , Aad W. van der Vaart , Harrison H. Zhou

Cross-modal metric learning is a prominent research topic that bridges the semantic heterogeneity between vision and language. Existing methods frequently utilize simple cosine or complex distance metrics to transform the pairwise features…

Computer Vision and Pattern Recognition · Computer Science 2024-10-22 Haiwen Diao , Ying Zhang , Shang Gao , Jiawen Zhu , Long Chen , Huchuan Lu

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from…

Machine Learning · Computer Science 2017-09-06 Sashank J Reddi , Manzil Zaheer , Suvrit Sra , Barnabas Poczos , Francis Bach , Ruslan Salakhutdinov , Alexander J Smola

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Computer Vision and Pattern Recognition · Computer Science 2010-06-16 Guoshen Yu , Guillermo Sapiro , Stéphane Mallat

Structured sparsity accelerates training and inference on modern GPUs, yet it still trails unstructured dynamic sparse training (DST) in accuracy. The shortfall stems from a loss of expressivity: whereas a dense layer can realize every…

Machine Learning · Computer Science 2025-10-17 Abhishek Tyagi , Arjun Iyer , Liam Young , William H Renninger , Christopher Kanan , Yuhao Zhu

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

In this paper, we propose a unified approach for solving structure-preserving eigenvalue embedding problem (SEEP) for quadratic regular matrix polynomials with symmetry structures. First, we determine perturbations of a quadratic matrix…

Numerical Analysis · Mathematics 2021-04-23 Tinku Ganai , Bibhas Adhikari

Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix $\mathbf{B}$ is unknown and must be replaced by a plug-in estimator…

Methodology · Statistics 2026-04-09 Jianwei Hu , Ding Chen , Ji Zhu

The classical WKB method (also known as the WKBJ method, the LG method, or the phase integral method) for solving singularly perturbed linear differential equations has never, as far as we know, been looked at from the structured backward…

Numerical Analysis · Mathematics 2024-12-03 Robert M. Corless , Nicolas Fillion

For a given class of structured matrices $\mathbb S$, we find necessary and sufficient conditions on vectors $x,w\in \C^{n+m}$ and $y,z \in \C^{n}$ for which there exists $\Delta=[\Delta_1~\Delta_2]$ with $\Delta_1 \in \mathbb S$ and…

Optimization and Control · Mathematics 2022-08-29 Mohit Kumar Baghel , Punit Sharma

Exploiting sparsity enables hardware systems to run neural networks faster and more energy-efficiently. However, most prior sparsity-centric optimization techniques only accelerate the forward pass of neural networks and usually require an…

Machine Learning · Computer Science 2018-06-05 Maohua Zhu , Jason Clemons , Jeff Pool , Minsoo Rhu , Stephen W. Keckler , Yuan Xie

We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…

Optimization and Control · Mathematics 2021-12-23 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili

Recently, Krukier et al. [Generalized skew-Hermitian triangular splitting iteration methods for saddle-point linear systems, Numer. Linear Algebra Appl. 21 (2014) 152-170] proposed an efficient generalized skew-Hermitian triangular…

Numerical Analysis · Mathematics 2014-02-25 Yan Dou , Ai-Li Yang , Yu-Jiang Wu

Design optimization and uncertainty quantification, among other applications of industrial interest, require fast or multiple queries of some parametric model. The Proper Generalized Decomposition (PGD) provides a separable solution, a…

Numerical Analysis · Mathematics 2018-02-16 Pedro Diez , Sergio Zlotnik , Antonio Huerta

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey