相关论文: A Robust Roll Angle Estimation Algorithm Based on …

This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

Gradient descent optimization algorithms, while increasingly popular, are often used as black-box optimizers, as practical explanations of their strengths and weaknesses are hard to come by. This article aims to provide the reader with…

We propose an online parametric estimation method of stochastic differential equations with discrete observations and misspecified modelling based on online gradient descent. Our study provides uniform upper bounds for the risks of the…

The rotation averaging problem is a fundamental task in computer vision applications. It is generally very difficult to solve due to the nonconvex rotation constraints. While a sufficient optimality condition is available in the literature,…

The elastic net combines lasso and ridge regression to fuse the sparsity property of lasso with the grouping property of ridge regression. The connections between ridge regression and gradient descent and between lasso and forward stagewise…

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of…

This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. More precisely, we interpret a large class of…

This paper presents an analysis of optimal impact strategies to deflect potentially dangerous asteroids. To compute the increase in the minimum orbit intersection distance of the asteroid due to an impact with a spacecraft, simple…

Gradient descent has been a central training principle for artificial neural networks from the early beginnings to today's deep learning networks. The most common implementation is the backpropagation algorithm for training feed-forward…

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

The main objective of this work is to develop a miniaturized, high accuracy, single-turn absolute, rotary encoder called ASTRAS360. Its measurement principle is based on capturing an image that uniquely identifies the rotation angle. To…

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…