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Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

This paper is about GMRES algorithms for the solution of nonsingular linear systems. We first consider basic algorithms and study their convergence. We then focus on acceleration strategies and parallel algorithms that are useful for…

Numerical Analysis · Mathematics 2023-02-08 Qinmeng Zou

FOCal Underdetermined System Solver (FOCUSS) is a powerful tool for sparse representation and underdetermined inverse problems, which is extremely easy to implement. In this paper, we give a comprehensive convergence analysis on the FOCUSS…

Information Theory · Computer Science 2013-04-19 Zhaoshui He , Shengli Xie , Andrzej Cichocki

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

In this paper we consider the binary transfer learning problem, focusing on how to select and combine sources from a large pool to yield a good performance on a target task. Constraining our scenario to real world, we do not assume the…

Computer Vision and Pattern Recognition · Computer Science 2016-09-16 Ilja Kuzborskij , Francesco Orabona , Barbara Caputo

Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…

Information Theory · Computer Science 2026-04-09 Gang Li , Qiuwei Li , Shuang Li , Wu Angela Li

We consider the problem of subspace clustering: given points that lie on or near the union of many low-dimensional linear subspaces, recover the subspaces. To this end, one first identifies sets of points close to the same subspace and uses…

Machine Learning · Statistics 2014-11-03 Dohyung Park , Constantine Caramanis , Sujay Sanghavi

Greedy algorithms are central to sparse approximation and stage-wise learning methods such as matching pursuit and boosting. It is known that the Power-Relaxed Greedy Algorithm with step sizes $m^{-\alpha}$ may fail to converge when…

Machine Learning · Computer Science 2026-03-10 Pablo M. Berná

The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…

Machine Learning · Computer Science 2018-04-13 Bruno Ordozgoiti , Alberto Mozo , Jesús García López de Lacalle

We present a fast two-phase algorithm for super-resolution with strong theoretical guarantees. Given the low-frequency part of the spectrum of a sequence of impulses, Phase I consists of a greedy algorithm that roughly estimates the impulse…

Information Theory · Computer Science 2015-11-12 Armin Eftekhari , Michael B. Wakin

In the Shortest Common Superstring problem, one needs to find the shortest superstring for a set of strings. This problem is APX-hard, and many approximation algorithms were proposed, with the current best approximation factor of 2.466.…

Data Structures and Algorithms · Computer Science 2024-07-31 Maksim Nikolaev

A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…

Data Structures and Algorithms · Computer Science 2019-10-28 Alan Kuhnle

We show the potential of greedy recovery strategies for the sparse approximation of multivariate functions from a small dataset of pointwise evaluations by considering an extension of the orthogonal matching pursuit to the setting of…

Numerical Analysis · Mathematics 2019-05-06 Ben Adcock , Simone Brugiapaglia

This paper considers a discrete-time decision problem wherein a decision maker has to track, on average, a sequence of inputs selected from a convex set $\mathcal X \subset \mathbb{R}^d$ by choosing actions from a possibly non-convex…

Optimization and Control · Mathematics 2018-11-20 Andrey Bernstein , Niek J. Bouman

Greedy optimization methods such as Matching Pursuit (MP) and Frank-Wolfe (FW) algorithms regained popularity in recent years due to their simplicity, effectiveness and theoretical guarantees. MP and FW address optimization over the linear…

Machine Learning · Computer Science 2017-11-21 Francesco Locatello , Michael Tschannen , Gunnar Rätsch , Martin Jaggi

We describe a simple geometric transformation of triangles which leads to an efficient and effective algorithm to smooth triangle and tetrahedral meshes. Our focus lies on the convergence properties of this algorithm: we prove the…

Numerical Analysis · Mathematics 2014-11-18 Dimitris Vartziotis , Doris Bohnet

Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Accelerated (SAGA) algorithm. To achieve this, we introduce a new…

Optimization and Control · Mathematics 2024-10-08 Luis Fredes , Bernard Bercu , Eméric Gbaguidi

We consider a network topology design problem in which an initial undirected graph underlying the network is given and the objective is to select a set of edges to add to the graph to optimize the coherence of the resulting network. We show…

Optimization and Control · Mathematics 2014-11-19 Tyler Summers , Iman Shames , John Lygeros , Florian Dörfler

Machine learning approached through supervised learning requires expensive annotation of data. This motivates weakly supervised learning, where data are annotated with incomplete yet discriminative information. In this paper, we focus on…

Machine Learning · Computer Science 2021-07-16 Vivien Cabannes , Francis Bach , Alessandro Rudi

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu