相关论文: Solving OSCAR regularization problems by proximal …

The ordered weighted $\ell_1$ norm (OWL) was recently proposed, with two different motivations: its good statistical properties as a sparsity promoting regularizer; the fact that it generalizes the so-called {\it octagonal shrinkage and…

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use…

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

The normaliser problem takes as input subgroups $G$ and $H$ of the symmetric group $S_n$, and asks one to compute $N_G(H)$. The fastest known algorithm for this problem is simply exponential, whilst more efficient algorithms are known for…

The synchronization problem over the special orthogonal group $SO(d)$ consists of estimating a set of unknown rotations $R_1,R_2,...,R_n$ from noisy measurements of a subset of their pairwise ratios $R_{i}^{-1}R_{j}$. The problem has found…

This paper addresses signal denoising when large-amplitude coefficients form clusters (groups). The L1-norm and other separable sparsity models do not capture the tendency of coefficients to cluster (group sparsity). This work develops an…

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

The exclusive lasso (also known as elitist lasso) regularizer has become popular recently due to its superior performance on intra-group feature selection. Its complex nature poses difficulties for the computation of high-dimensional…

Bayesian Optimization (BO) is a common solution to search optimal hyperparameters based on sample observations of a machine learning model. Existing BO algorithms could converge slowly even collapse when the potential observation noise…

Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…

We investigate the proximal point algorithm (PPA) and its inexact extensions under an error bound condition, which guarantees a global linear convergence if the proximal regularization parameter is larger than the error bound condition…

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

We study whether and how the choice of optimization algorithm can impact group fairness in deep neural networks. Through stochastic differential equation analysis of optimization dynamics in an analytically tractable setup, we demonstrate…

Group Relative Policy Optimization (GRPO) enables stable and preference-oriented updates via group-wise comparisons for post-training video generation. However, GRPO directly optimizes reward-induced advantages. Under sustained…

Reinforcement learning (RL) has become a cornerstone for fine-tuning Large Language Models (LLMs), with Proximal Policy Optimization (PPO) serving as the de facto standard algorithm. Despite its ubiquity, we argue that the core ratio…

Automated matching engines execute millions of orders per session, yet systematic asymmetries in latency, order size, and market access compound into persistent execution disparities that erode participant trust. We formulate provably fair…

General purpose optimization routines such as nlminb, optim (R) or nlmixed (SAS) are frequently used to estimate model parameters in nonstandard distributions. This paper presents Particle Swarm Optimization (PSO), as an alternative to many…

One of the longstanding problems in spectral graph clustering (SGC) is the so-called model order selection problem: automated selection of the correct number of clusters. This is equivalent to the problem of finding the number of connected…

In complex-valued coherent inverse problems such as synthetic aperture radar (SAR), one may often have prior information only on the magnitude image which shows the features of interest such as strength of reflectivity. In contrast, there…

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…