Related papers: Deflation-Free Optimal Scoring
Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…
The problem of blind channel estimation for SISO-OFDM systems using second-order statistics (SOS) is addressed. A comparison of two prominent SOS-based techniques: subspace-decomposition and precoding-induced correlation-averaging…
In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…
The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
The sparse-group lasso performs both variable and group selection, simultaneously using the strengths of the lasso and group lasso. It has found widespread use in genetics, a field that regularly involves the analysis of high-dimensional…
Federated Learning (FL) enables multiple resource-constrained edge devices with varying levels of heterogeneity to collaboratively train a global model. However, devices with limited capacity can create bottlenecks and slow down model…
This paper studies sparse super-resolution in arbitrary dimensions. More precisely, it develops a theoretical analysis of support recovery for the so-called BLASSO method, which is an off-the-grid generalisation of l1 regularization (also…
This paper investigates the general problem of resource allocation for mitigating channel fading effects in Free Space Optical (FSO) communications. The resource allocation problem is modeled as the constrained stochastic optimization…
This work proposes an evolutionary computing-based image segmentation approach for analyzing soundness in Additive Friction Stir Deposition (AFSD) processes. Particle Swarm Optimization (PSO) was employed to determine optimal segmentation…
We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) nonconvex loss function, measuring the…
We are focusing on bound constrained global optimization problems, whose objective functions are computationally expensive black-box functions and have multiple local minima. The recently popular Metric Stochastic Response Surface (MSRS)…
We present DFO-LS, a software package for derivative-free optimization (DFO) for nonlinear Least-Squares (LS) problems, with optional bound constraints. Inspired by the Gauss-Newton method, DFO-LS constructs simplified linear regression…
Although disentangled representations are often said to be beneficial for downstream tasks, current empirical and theoretical understanding is limited. In this work, we provide evidence that disentangled representations coupled with sparse…
Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochastic approximation methods, such as Kiefer-Wolfowitz (KW) and…
Deep learning is a powerful tool for solving nonlinear differential equations, but usually, only the solution corresponding to the flattest local minimizer can be found due to the implicit regularization of stochastic gradient descent. This…
Sequencing-based technologies provide an abundance of high-dimensional biological datasets with skewed and zero-inflated measurements. Classification of such data with linear discriminant analysis leads to poor performance due to the…
We propose a new penalized method for variable selection and estimation that explicitly incorporates the correlation patterns among predictors. This method is based on a combination of the minimax concave penalty and Laplacian quadratic…
In this paper, a fast algorithm for overcomplete sparse decomposition, called SL0, is proposed. The algorithm is essentially a method for obtaining sparse solutions of underdetermined systems of linear equations, and its applications…
In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a…