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While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…

Machine Learning · Statistics 2023-04-06 James Thornton , Marco Cuturi

Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters,…

Machine Learning · Computer Science 2020-07-20 Francis Bach

Model regularization requires extensive manual tuning to balance complexity against overfitting. Cross-regularization resolves this tradeoff by directly adapting regularization parameters through validation gradients during training. The…

Machine Learning · Computer Science 2025-06-25 Carlos Stein Brito

This paper explores the role of regularization in data-driven predictive control (DDPC) through the lens of convex relaxation. Using a bi-level optimization framework, we model system identification as an inner problem and predictive…

Optimization and Control · Mathematics 2026-04-17 Xu Shang , Yang Zheng

Iteratively reweighted $\ell_1$ algorithm is a popular algorithm for solving a large class of optimization problems whose objective is the sum of a Lipschitz differentiable loss function and a possibly nonconvex sparsity inducing…

Optimization and Control · Mathematics 2017-11-21 Peiran Yu , Ting Kei Pong

In this paper we propose a new class of iterative regularization methods for solving ill-posed linear operator equations. The prototype of these iterative regularization methods is in the form of second order evolution equation with a…

Numerical Analysis · Mathematics 2020-06-24 Rongfang Gong , B. Hofmann , Ye Zhang

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

The iteratively reweighted l1 algorithm is a widely used method for solving various regularization problems, which generally minimize a differentiable loss function combined with a nonconvex regularizer to induce sparsity in the solution.…

Optimization and Control · Mathematics 2021-01-12 Hao Wang , Hao Zeng , Jiashan Wang

This paper introduces a new strategy for setting the regularization parameter when solving large-scale discrete ill-posed linear problems by means of the Arnoldi-Tikhonov method. This new rule is essentially based on the discrepancy…

Numerical Analysis · Mathematics 2013-07-02 Silvia Gazzola , Paolo Novati , Maria Rosaria Russo

The computation of 2-D optical flow by means of regularized pel-recursive algorithms raises a host of issues, which include the treatment of outliers, motion discontinuities and occlusion among other problems. We propose a new approach…

Computer Vision and Pattern Recognition · Computer Science 2016-11-07 Vania V. Estrela , Luis A. Rivera , Paulo C. Beggio , Ricardo T. Lopes

Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…

Machine Learning · Computer Science 2025-03-05 Ali Hasan , Haoming Yang , Yuting Ng , Vahid Tarokh

We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…

Systems and Control · Computer Science 2012-08-16 Andrea Simonetto , Tamas Keviczky , Mikael Johansson

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…

Numerical Analysis · Mathematics 2021-01-26 S. Kindermann , A. Leitao

Regularisation is commonly used in iterative methods for solving imaging inverse problems. Many algorithms involve the evaluation of the proximal operator of the regularisation term in every iteration, leading to a significant computational…

Numerical Analysis · Mathematics 2024-11-04 Evangelos Papoutsellis , Zeljko Kereta , Kostas Papafitsoros

Approximate dynamic programming has been used successfully in a large variety of domains, but it relies on a small set of provided approximation features to calculate solutions reliably. Large and rich sets of features can cause existing…

Artificial Intelligence · Computer Science 2015-03-17 Marek Petrik , Gavin Taylor , Ron Parr , Shlomo Zilberstein

This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…

Numerical Analysis · Mathematics 2021-04-02 Alexis Thibault , Lénaïc Chizat , Charles Dossal , Nicolas Papadakis

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data…

Machine Learning · Computer Science 2019-11-01 Mahammad Humayoo , Xueqi Cheng