相关论文: Provable Burer-Monteiro factorization for a class …
Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…
This paper is devoted to the class of paraconvex functions and presents some of its fundamental properties, characterization, and examples that can be used for their recognition and optimization. Next, the convergence analysis of the…
Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…
Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…
We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…
Accurate quantum tomography is a vital tool in both fundamental and applied quantum science. It is a task that involves processing a noisy measurement record in order to construct a reliable estimate of an unknown quantum state, and is…
We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
Low-rank factorization is a standard way to make structured optimization problems in machine learning more tractable by replacing matrix variables with compact factors. For positive semidefinite (PSD) variables, the symmetric…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…
Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…
We propose a distributed Quantum State Tomography (QST) protocol, named Local Stochastic Factored Gradient Descent (Local SFGD), to learn the low-rank factor of a density matrix over a set of local machines. QST is the canonical procedure…
We consider the rank minimization problem from quadratic measurements, i.e., recovering a rank $r$ matrix $X \in \mathbb{R}^{n \times r}$ from $m$ scalar measurements $y_i=a_i^{\top} XX^{\top} a_i,\;a_i\in \mathbb{R}^n,\;i=1,\ldots,m$. Such…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…
This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…
What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…
Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…
We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…