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This work considers low-rank canonical polyadic decomposition (CPD) under a class of non-Euclidean loss functions that frequently arise in statistical machine learning and signal processing. These loss functions are often used for certain…

Machine Learning · Statistics 2022-05-11 Wenqiang Pu , Shahana Ibrahim , Xiao Fu , Mingyi Hong

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…

Machine Learning · Computer Science 2021-01-01 Ya-Ping Hsieh , Ali Kavis , Paul Rolland , Volkan Cevher

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

Leveraging the vision foundation models has emerged as a mainstream paradigm that improves the performance of image feature matching. However, previous works have ignored the misalignment when introducing the foundation models into feature…

Computer Vision and Pattern Recognition · Computer Science 2025-07-15 Yuhan Liu , Jingwen Fu , Yang Wu , Kangyi Wu , Pengna Li , Jiayi Wu , Sanping Zhou , Jingmin Xin

In this paper, we consider the online proximal mirror descent for solving the time-varying composite optimization problems. For various applications, the algorithm naturally involves the errors in the gradient and proximal operator. We…

Optimization and Control · Mathematics 2023-04-11 Woocheol Choi , Myeong-Su Lee , Seok-Bae Yun

Many optimization problems require balancing multiple conflicting objectives. As gradient descent is limited to single-objective optimization, we introduce its direct generalization: Jacobian descent (JD). This algorithm iteratively updates…

Machine Learning · Computer Science 2025-02-04 Pierre Quinton , Valérian Rey

We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…

Machine Learning · Computer Science 2025-06-04 Mete Kemertas , Allan D. Jepson , Amir-massoud Farahmand

We investigate the distributed online nonconvex optimization problem with differential privacy over time-varying networks. Each node minimizes the sum of several nonconvex functions while preserving the node's differential privacy. We…

Systems and Control · Electrical Eng. & Systems 2025-01-09 Yingjie Zhou , Tao Li

The usual approach to developing and analyzing first-order methods for non-smooth (stochastic or deterministic) convex optimization assumes that the objective function is uniformly Lipschitz continuous with parameter $M_f$. However, in many…

Optimization and Control · Mathematics 2018-08-15 Haihao Lu

This paper introduces the $(\alpha, \Gamma)$-descent, an iterative algorithm which operates on measures and performs $\alpha$-divergence minimisation in a Bayesian framework. This gradient-based procedure extends the commonly-used…

Statistics Theory · Mathematics 2021-10-25 Kamélia Daudel , Randal Douc , François Portier

We study three families of online convex optimization algorithms: follow-the-proximally-regularized-leader (FTRL-Proximal), regularized dual averaging (RDA), and composite-objective mirror descent. We first prove equivalence theorems that…

Machine Learning · Computer Science 2011-09-21 H. Brendan McMahan

While first-order optimization methods are usually designed to efficiently reduce the function value $f(x)$, there has been recent interest in methods efficiently reducing the magnitude of $\nabla f(x)$, and the findings show that the two…

Optimization and Control · Mathematics 2024-05-16 Jaeyeon Kim , Chanwoo Park , Asuman Ozdaglar , Jelena Diakonikolas , Ernest K. Ryu

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

Dynamic stereo matching is the task of estimating consistent disparities from stereo videos with dynamic objects. Recent learning-based methods prioritize optimal performance on a single stereo pair, resulting in temporal inconsistencies.…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Junpeng Jing , Ye Mao , Krystian Mikolajczyk

The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…

Optimization and Control · Mathematics 2026-05-26 Bogdan K. Jastrzębski , Radosław Pytlak

Policy mirror descent (PMD) provides a principled framework for reinforcement learning (RL) by iteratively solving KL-regularized policy improvement subproblems. While this approach has been adopted in training advanced LLMs such as Kimi…

Machine Learning · Computer Science 2026-02-06 Zhenghao Xu , Qin Lu , Changlong Yu , Tuo Zhao

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

Fluid Dynamics · Physics 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

This paper introduces a novel framework for image and video demoir\'eing by integrating Maximum A Posteriori (MAP) estimation with advanced deep learning techniques. Demoir\'eing addresses inherently nonlinear degradation processes, which…

Computer Vision and Pattern Recognition · Computer Science 2025-06-23 Liangyan Li , Yimo Ning , Kevin Le , Wei Dong , Yunzhe Li , Jun Chen , Xiaohong Liu

Generalizable Image Super-Resolution aims to enhance model generalization capabilities under unknown degradations. To achieve this goal, the models are expected to focus only on image content-related features instead of overfitting…

Computer Vision and Pattern Recognition · Computer Science 2025-09-19 Hongjun Wang , Jiyuan Chen , Zhengwei Yin , Xuan Song , Yinqiang Zheng