相关论文: On Accelerating the Regularized Alternating Least …

In the last decade, tensors have shown their potential as valuable tools for various tasks in numerical linear algebra. While most of the research has been focusing on how to compress a given tensor in order to maintain information as well…

The low-tubal-rank tensor model has been recently proposed for real-world multidimensional data. In this paper, we study the low-tubal-rank tensor completion problem, i.e., to recover a third-order tensor by observing a subset of its…

We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate…

Low-rank tensor decomposition generalizes low-rank matrix approximation and is a powerful technique for discovering low-dimensional structure in high-dimensional data. In this paper, we study Tucker decompositions and use tools from…

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Solving linear discrete ill-posed problems for third order tensor equations based on a tensor t-product has attracted much attention. But when the data tensor is produced continuously, current algorithms are not time-saving. Here, we…

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

This paper presents a generalization of the "weighted least-squares" (WLS), named "weighted pairing least-squares" (WPLS), which uses a rectangular weight matrix and is suitable for data alignment problems. Two fast solving methods,…

In this paper, we focus on the local convergence rate analysis of the proximal iteratively reweighted $\ell_1$ algorithms for solving $\ell_p$ regularization problems, which are widely applied for inducing sparse solutions. We show that if…

Canonical Polyadic (CP) tensor decomposition is a fundamental technique for analyzing high-dimensional tensor data. While the Alternating Least Squares (ALS) algorithm is widely used for computing CP decomposition due to its simplicity and…

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…

We consider factoring low-rank tensors in the presence of outlying slabs. This problem is important in practice, because data collected in many real-world applications, such as speech, fluorescence, and some social network data, fit this…

In time series analysis, when fitting an autoregressive model, one must solve a Toeplitz ordinary least squares problem numerous times to find an appropriate model, which can severely affect computational times with large data sets. Two…

An iterative method LSMR is presented for solving linear systems $Ax=b$ and least-squares problem $\min \norm{Ax-b}_2$, with $A$ being sparse or a fast linear operator. LSMR is based on the Golub-Kahan bidiagonalization process. It is…

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…

We study algorithms for the Schatten-$p$ Low Rank Approximation (LRA) problem. First, we show that by using fast rectangular matrix multiplication algorithms and different block sizes, we can improve the running time of the algorithms in…