Related papers: Convergence Rates for $\ell_p$ Norm Minimization i…
We present a new approach to convergence rate results for variational regularization. Avoiding Bregman distances and using image space approximation rates as source conditions we prove a nearly minimax theorem showing that the modulus of…
We consider the stochastic optimization problem with smooth but not necessarily convex objectives in the heavy-tailed noise regime, where the stochastic gradient's noise is assumed to have bounded $p$th moment ($p\in(1,2]$). Zhang et al.…
In this paper we deal with a best approximation of a vector with respect to a closed semi-algebraic set $C$ in the space $\mathbb{R}^n$ endowed with a semi-algebraic norm $\nu$. Under additional assumptions on $\nu$ we prove…
Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…
The spectral $p$-norm and nuclear $p$-norm of matrices and tensors appear in various applications albeit both are NP-hard to compute. The former sets a foundation of $\ell_p$-sphere constrained polynomial optimization problems and the…
We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…
We propose a near-optimal method for highly smooth convex optimization. More precisely, in the oracle model where one obtains the $p^{th}$ order Taylor expansion of a function at the query point, we propose a method with rate of convergence…
Work on approximate linear algebra has led to efficient distributed and streaming algorithms for problems such as approximate matrix multiplication, low rank approximation, and regression, primarily for the Euclidean norm $\ell_2$. We study…
We show improved fine-grained hardness of two key lattice problems in the $\ell_p$ norm: Bounded Distance Decoding to within an $\alpha$ factor of the minimum distance ($\mathrm{BDD}_{p, \alpha}$) and the (decisional) $\gamma$-approximate…
We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…
In this paper we study the auxiliary problems that appear in $p$-order tensor methods for unconstrained minimization of convex functions with $\nu$-H\"{o}lder continuous $p$th derivatives. This type of auxiliary problems corresponds to the…
In a real Hilbert space $\mathcal{H}$. Given any function $f$ convex differentiable whose solution set $\argmin_{\mathcal{H}}\,f$ is nonempty, by considering the Proximal Algorithm $x_{k+1}=\text{prox}_{\b_k f}(d x_k)$, where $0<d<1$ and…
We study iterative methods based on Krylov subspaces for low-rank approximation under any Schatten-$p$ norm. Here, given access to a matrix $A$ through matrix-vector products, an accuracy parameter $\epsilon$, and a target rank $k$, the…
We study the convergence rate of the proximal-gradient homotopy algorithm applied to norm-regularized linear least squares problems, for a general class of norms. The homotopy algorithm reduces the regularization parameter in a series of…
A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…
Differentially private (DP) stochastic convex optimization (SCO) is a fundamental problem, where the goal is to approximately minimize the population risk with respect to a convex loss function, given a dataset of $n$ i.i.d. samples from a…
In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…
In this paper, we provide novel optimal (or near optimal) convergence rates for a clipped version of the stochastic subgradient method. We consider nonsmooth convex problems over possibly unbounded domains, under heavy-tailed noise that…
This paper addresses the Optimal Transport problem, which is regularized by the square of Euclidean $\ell_2$-norm. It offers theoretical guarantees regarding the iteration complexities of the Sinkhorn--Knopp algorithm, Accelerated Gradient…
Recent works in dimensionality reduction for regression tasks have introduced the notion of sensitivity, an estimate of the importance of a specific datapoint in a dataset, offering provable guarantees on the quality of the approximation…