中文
相关论文

相关论文: On the Convergence of Stochastic Gradient Descent …

200 篇论文

We study the linear ill-posed inverse problem with noisy data in the statistical learning setting. Approximate reconstructions from random noisy data are sought with general regularization schemes in Hilbert scale. We discuss the rates of…

统计理论 · 数学 2024-04-09 Abhishake Rastogi , Peter Mathé

We consider perturbed nonlinear ill-posed equations in Hilbert spaces, with operators that are monotone on a given closed convex subset. A simple stable approach is Lavrentiev regularization, but existence of solutions of the regularized…

数值分析 · 数学 2018-06-05 Robert Plato , Bernd Hofmann

Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…

计算机视觉与模式识别 · 计算机科学 2020-03-26 Qingchao Zhang , Xiaojing Ye , Hongcheng Liu , Yunmei Chen

These lecture notes for a graduate class present the regularization theory for linear and nonlinear ill-posed operator equations in Hilbert spaces. Covered are the general framework of regularization methods and their analysis via spectral…

泛函分析 · 数学 2021-02-09 Christian Clason

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

数值分析 · 数学 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…

偏微分方程分析 · 数学 2019-11-06 Guangyu Gao , Bo Han , Shanshan Tong

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

数值分析 · 数学 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

Many inverse problems are concerned with the estimation of non-negative parameter functions. In this paper, in order to obtain non-negative stable approximate solutions to ill-posed linear operator equations in a Hilbert space setting, we…

数值分析 · 数学 2020-02-21 Ye Zhang , Bernd Hofmann

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

统计理论 · 数学 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

机器学习 · 计算机科学 2024-06-10 Gergely Neu , Nneka Okolo

Consider linear ill-posed problems governed by the system $A_i x = y_i$ for $i =1, \cdots, p$, where each $A_i$ is a bounded linear operator from a Banach space $X$ to a Hilbert space $Y_i$. In case $p$ is huge, solving the problem by an…

数值分析 · 数学 2023-05-17 Qinian Jin , Xiliang Lu , Liuying Zhang

Recently, the stochastic asymptotical regularization (SAR) has been developed in (\emph{Inverse Problems}, 39: 015007, 2023) for the uncertainty quantification of the stable approximate solution of linear ill-posed inverse problems. In this…

数值分析 · 数学 2024-08-27 Haie Long , Ye Zhang

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

数值分析 · 数学 2020-01-13 Simon Hubmer , Ronny Ramlau

We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm in the case of the noiseless regression, as studied in [1].…

泛函分析 · 数学 2022-09-02 Soumyadip Ghosh , Yingdong Lu , Tomasz J. Nowicki

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

数值分析 · 数学 2021-02-03 Ting Wang , Jaroslaw Knap

In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and…

机器学习 · 计算机科学 2023-02-13 Z. Kereta , B. Jin

We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the…

机器学习 · 统计学 2022-07-26 Atsushi Nitanda , Taiji Suzuki

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

统计理论 · 数学 2007-06-13 Ana K. Fermin , Carenne Ludena

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

最优化与控制 · 数学 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

In this article we combine the projective Landweber method, recently proposed by the authors, with Kaczmarz's method for solving systems of non-linear ill-posed equations. The underlying assumption used in this work is the tangential cone…

数值分析 · 数学 2020-11-12 A. Leitao , B. F. Svaiter