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Ill-posed linear inverse problems appear frequently in various signal processing applications. It can be very useful to have theoretical characterizations that quantify the level of ill-posedness for a given inverse problem and the degree…

Signal Processing · Electrical Eng. & Systems 2023-04-26 Justin P. Haldar

Motivated by models for multiway comparison data, we consider the problem of estimating a coordinate-wise isotonic function on the domain $[0, 1]^d$ from noisy observations collected on a uniform lattice, but where the design points have…

Statistics Theory · Mathematics 2021-06-25 Ashwin Pananjady , Richard J. Samworth

We study minimization of a structured objective function, being the sum of a smooth function and a composition of a weakly convex function with a linear operator. Applications include image reconstruction problems with regularizers that…

Optimization and Control · Mathematics 2021-06-01 Axel Böhm , Stephen J. Wright

We present a fast algorithm for the total variation regularization of the $3$-D gravity inverse problem. Through imposition of the total variation regularization, subsurface structures presenting with sharp discontinuities are preserved…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A. Renaut , Vahid E. Ardestani

We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the…

Optimization and Control · Mathematics 2024-07-08 Antonio Orvieto , Lin Xiao

We introduce a neural network architecture to solve inverse problems linked to a one-dimensional integral operator. This architecture is built by unfolding a forward-backward algorithm derived from the minimization of an objective function…

Optimization and Control · Mathematics 2021-06-01 Emilie Chouzenoux , Cecile Della Valle , Jean-Christophe Pesquet

We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some low-dimensional intrinsic structure that is described by the box-counting dimension. Under…

Statistics Theory · Mathematics 2021-04-08 Thomas Hamm , Ingo Steinwart

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…

Optimization and Control · Mathematics 2018-08-23 Aleksandr Y. Aravkin , James V. Burke , Michael P. Friedlander

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…

Optimization and Control · Mathematics 2011-11-10 Samet Oymak , Karthik Mohan , Maryam Fazel , Babak Hassibi

In this paper, we introduce the first principled adaptive-sampling procedure for learning a convex function in the $L_\infty$ norm, a problem that arises often in the behavioral and social sciences. We present a function-specific measure of…

Machine Learning · Computer Science 2018-08-28 Max Simchowitz , Kevin Jamieson , Jordan W. Suchow , Thomas L. Griffiths

Learned inverse problem solvers exhibit remarkable performance in applications like image reconstruction tasks. These data-driven reconstruction methods often follow a two-step scheme. First, one trains the often neural network-based…

We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…

Machine Learning · Computer Science 2018-08-14 Sohail Bahmani , Justin Romberg

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

In compressed sensing a sparse vector is approximately retrieved from an under-determined equation system $Ax=b$. Exact retrieval would mean solving a large combinatorial problem which is well known to be NP-hard. For $b$ of the form…

Optimization and Control · Mathematics 2021-04-06 Marcus Carlsson , Daniele Gerosa , Carl Olsson

Estimating a vector $\mathbf{x}$ from noisy linear measurements $\mathbf{Ax}+\mathbf{w}$ often requires use of prior knowledge or structural constraints on $\mathbf{x}$ for accurate reconstruction. Several recent works have considered…

Information Theory · Computer Science 2020-01-29 Alyson K. Fletcher , Sundeep Rangan , Subrata Sarkar , Philip Schniter

We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system…

Machine Learning · Statistics 2014-07-01 Dmitry Malioutov , Nikolai Slavov

In many real-world inverse problems, only incomplete measurement data are available for training which can pose a problem for learning a reconstruction function. Indeed, unsupervised learning using a fixed incomplete measurement process is…

Machine Learning · Statistics 2022-09-30 Julián Tachella , Dongdong Chen , Mike Davies

The minimization of a data-fidelity term and an additive regularization functional gives rise to a powerful framework for supervised learning. In this paper, we present a unifying regularization functional that depends on an operator and on…

Machine Learning · Computer Science 2022-06-30 Michael Unser

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a…

Machine Learning · Computer Science 2016-02-23 Iaroslav Shcherbatyi , Bjoern Andres
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