相关论文: Recovery and convergence rate of the Frank-Wolfe A…

Error bound condition has recently gained revived interest in optimization. It has been leveraged to derive faster convergence for many popular algorithms, including subgradient methods, proximal gradient method and accelerated proximal…

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality…

The approximate Carath\'eodory theorem states that given a compact convex set $\mathcal{C}\subset\mathbb{R}^n$ and $p\in\left[2,+\infty\right[$, each point $x^*\in\mathcal{C}$ can be approximated to $\epsilon$-accuracy in the $\ell_p$-norm…

Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial…

We consider the problem of minimizing a smooth and convex function over the $n$-dimensional spectrahedron -- the set of real symmetric $n\times n$ positive semidefinite matrices with unit trace, which underlies numerous applications in…

The optimal transport (OT) problem has been used widely for machine learning. It is necessary for computation of an OT problem to solve linear programming with tight mass-conservation constraints. These constraints prevent its application…

Multi-category support vector machine (MC-SVM) is one of the most popular machine learning algorithms. There are lots of variants of MC-SVM, although different optimization algorithms were developed for different learning machines. In this…

We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements…

We introduce a few variants on Frank-Wolfe style algorithms suitable for large scale optimization. We show how to modify the standard Frank-Wolfe algorithm using stochastic gradients, approximate subproblem solutions, and sketched decision…

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

In this work we show that iterative thresholding and K-means (ITKM) algorithms can recover a generating dictionary with K atoms from noisy $S$ sparse signals up to an error $\tilde \varepsilon$ as long as the initialisation is within a…

We propose an iterative algorithm for the minimization of a $\ell_1$-norm penalized least squares functional, under additional linear constraints. The algorithm is fully explicit: it uses only matrix multiplications with the three matrices…

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

A recursive algorithm named Zero-point Attracting Projection (ZAP) is proposed recently for sparse signal reconstruction. Compared with the reference algorithms, ZAP demonstrates rather good performance in recovery precision and robustness.…

In this paper, we account for approaches of sparse recovery from large underdetermined linear models with perturbation present in both the measurements and the dictionary matrix. Existing methods have high computation and low efficiency.…

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space…