Related papers: Manifold constrained steepest descent
Learning meaningful representations using deep neural networks involves designing efficient training schemes and well-structured networks. Currently, the method of stochastic gradient descent that has a momentum with dropout is one of the…
We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…
In this paper, we consider a class of nonconvex-linear minimax problems on Riemannian manifolds, which find wide applications in machine learning and signal processing. For solving this class of problems, we develop a flexible Riemannian…
The unit-modulus least squares (UMLS) problem has a wide spectrum of applications in signal processing, e.g., phase-only beamforming, phase retrieval, radar code design, and sensor network localization. Scalable first-order methods such as…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…
Neural operators offer an effective framework for learning solutions of partial differential equations for many physical systems in a resolution-invariant and data-driven manner. Existing neural operators, however, often suffer from…
In this paper, we revisit parameter estimation for multinomial logit (MNL), nested logit (NL), and tree-nested logit (TNL) models through the framework of convex conic optimization. Traditional approaches typically solve the maximum…
Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…
Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…
Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…
Low-rank decomposition (LRD) is a state-of-the-art method for visual data reconstruction and modelling. However, it is a very challenging problem when the image data contains significant occlusion, noise, illumination variation, and…
A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…
In order to avoid the curse of dimensionality, frequently encountered in Big Data analysis, there was a vast development in the field of linear and nonlinear dimension reduction techniques in recent years. These techniques (sometimes…
Quantum error correction (QEC) is indispensable for realizing fault-tolerant quantum computation, yet its effectiveness hinges critically on the classical decoding algorithm that interprets noisy syndrome measurements. Among all possible…
We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…
We consider code optimization and angle-Doppler imaging for slow-time code division multiplexing (ST-CDM) linear frequency-modulated continuous-wave (LFMCW) multiple-input multiple-output (MIMO) radar systems. We optimize the slow-time code…
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…
The stochastic gradient descent (SGD) algorithm has been widely used to optimize deep Cox neural network (Cox-NN) by updating model parameters using mini-batches of data. We show that SGD aims to optimize the average of mini-batch…
This paper proposes a new inexact manifold proximal linear (IManPL) algorithm for solving nonsmooth, nonconvex composite optimization problems over an embedded submanifold. At each iteration, IManPL solves a convex subproblem inexactly,…