相关论文: A Proximal Point Dual Newton Algorithm for Solving…

In mathematical optimization, second-order Newton's methods generally converge faster than first-order methods, but they require the inverse of the Hessian, hence are computationally expensive. However, we discover that on sparse graphs,…

The regression of multiple inter-connected sequence data is a problem in various disciplines. Formally, we name the regression problem of multiple inter-connected data entities as the "dynamic network regression" in this paper. Within the…

We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…

We consider learning an undirected graphical model from sparse data. While several efficient algorithms have been proposed for graphical lasso (GL), the alternating direction method of multipliers (ADMM) is the main approach taken…

Non-smooth regularization is widely used in image reconstruction to eliminate the noise while preserving subtle image structures. In this work, we investigate the use of proximal Newton (PN) method to solve an optimization problem with a…

We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…

Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.),…

This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…

Graph neural networks (GNNs), which learn the representation of a node by aggregating its neighbors, have become an effective computational tool in downstream applications. Over-smoothing is one of the key issues which limit the performance…

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

Recent advances show that two-dimensional linear discriminant analysis (2DLDA) is a successful matrix based dimensionality reduction method. However, 2DLDA may encounter the singularity issue theoretically and the sensitivity to outliers.…

The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

In this paper, we consider the joint task of simultaneously optimizing (i) the weights of a deep neural network, (ii) the number of neurons for each hidden layer, and (iii) the subset of active input features (i.e., feature selection).…

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

Nearest neighbor search is a fundamental data structure problem with many applications in machine learning, computer vision, recommendation systems and other fields. Although the main objective of the data structure is to quickly report…

Graph Neural Networks (GNNs) have shown to be powerful tools for graph analytics. The key idea is to recursively propagate and aggregate information along edges of the given graph. Despite their success, however, the existing GNNs are…

This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…