相关论文: Refined upper bounds for the convergence of the ra…
We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…
This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…
The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…
This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…
Finding surface mappings with least distortion arises from many applications in various fields. Extremal Teichm\"uller maps are surface mappings with least conformality distortion. The existence and uniqueness of the extremal…
In this note, we show a sublinear nonergodic convergence rate for the algorithm developed in [Bai, et al. Generalized symmetric ADMM for separable convex optimization. Comput. Optim. Appl. 70, 129-170 (2018)], as well as its linear…
In two earlier papers, we designed a distributed deterministic asynchronous algorithm for minimizing the sum of subdifferentiable and proximable functions and a regularizing quadratic on time-varying graphs based on Dykstra's algorithm, or…
In the realm of big data and machine learning, data-parallel, distributed stochastic algorithms have drawn significant attention in the present days.~While the synchronous versions of these algorithms are well understood in terms of their…
Let $X=C+\mathrm{E}$ with a deterministic matrix $C\in\R^{M\times M}$ and $\mathrm{E}$ some centered Gaussian $M\times M$-matrix whose entries are independent with variance $\sigma^2$. In the present work, the accuracy of reduced-rank…
In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…
We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…
In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…
Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…
We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique…
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…
Linear regression is effective at identifying interpretable trends in a data set, but averages out potentially different effects on subgroups within data. We propose an iterative algorithm based on the randomized Kaczmarz (RK) method to…
This thesis studies the graph alignment problem, the noisy version of the graph isomorphism problem, which aims to find a matching between the nodes of two graphs which preserves most of the edges. Focusing on the planted version where the…
Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…
The Kaczmarz method (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…