相关论文: Sparse SVM with Hard-Margin Loss: a Newton-Augment…

We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…

We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a…

Total generalization variation (TGV) is a very powerful and important regularization for various inverse problems and computer vision tasks. In this paper, we proposed a semismooth Newton based augmented Lagrangian method to solve this…

We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…

Clustering may be the most fundamental problem in unsupervised learning which is still active in machine learning research because its importance in many applications. Popular methods like K-means, may suffer from instability as they are…

L1-minimization refers to finding the minimum L1-norm solution to an underdetermined linear system b=Ax. Under certain conditions as described in compressive sensing theory, the minimum L1-norm solution is also the sparsest solution. In…

This paper studies the joint support recovery of similar sparse vectors on the basis of a limited number of noisy linear measurements, i.e., in a multiple measurement vector (MMV) model. The additive noise signals on each measurement vector…

This work investigates the convergence behavior of augmented Lagrangian methods (ALMs) when applied to convex optimization problems that may be infeasible. ALMs are a popular class of algorithms for solving constrained optimization…

Standard contrastive learning approaches usually require a large number of negatives for effective unsupervised learning and often exhibit slow convergence. We suspect this behavior is due to the suboptimal selection of negatives used for…

In this paper we consider iterative methods for stochastic variational inequalities (s.v.i.) with monotone operators. Our basic assumption is that the operator possesses both smooth and nonsmooth components. Further, only noisy observations…

In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…

Constrained combinatorial optimization problems (CCOPs) are challenging to solve due to the exponential growth of the solution space. When tackled with Ising machines, constraints are typically enforced by the penalty function method, whose…

We study the deterministic global optimization of trained Gaussian process posterior mean functions over hyperrectangular domains. Although the posterior mean function has a compact closed-form representation, its global optimization is…

The previous support vector machine(SVM) including $0/1$ loss SVM, hinge loss SVM, ramp loss SVM, truncated pinball loss SVM, and others, overlooked the degree of penalty for the correctly classified samples within the margin. This…

We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order…

In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…

The sparse inverse covariance estimation problem is commonly solved using an $\ell_{1}$-regularized Gaussian maximum likelihood estimator known as "graphical lasso", but its computational cost becomes prohibitive for large data sets. A…

Weak lensing mass-mapping is a useful tool to access the full distribution of dark matter on the sky, but because of intrinsic galaxy ellipticies and finite fields/missing data, the recovery of dark matter maps constitutes a challenging…

Many machine learning applications such as in vision, biology and social networking deal with data in high dimensions. Feature selection is typically employed to select a subset of features which im- proves generalization accuracy as well…

Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…