相关论文: Inertial Accelerated Stochastic Mirror Descent for…

Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…

Decentralized optimization on Riemannian manifolds is foundational for many modern machine learning and signal processing applications in which data are non-Euclidean and generated and processed in a distributed manner. Although intrinsic…

We study iterative signal reconstruction in computed tomography (CT), wherein measurements are produced by a linear transformation of the unknown signal followed by an exponential nonlinear map. Approaches based on pre-processing the data…

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…

We present an iterative algorithm, called the symmetric tensor eigen-rank-one iterative decomposition (STEROID), for decomposing a symmetric tensor into a real linear combination of symmetric rank-1 unit-norm outer factors using only…

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Image reconstruction in Multispectral Computed Tomography (MSCT) requires solving a challenging nonlinear inverse problem, commonly tackled via iterative optimization algorithms. Existing methods necessitate computing the derivative of the…

An abstract convergence theorem for a class of generalized descent methods that explicitly models relative errors is proved. The convergence theorem generalizes and unifies several recent abstract convergence theorems. It is applicable to…

Recently proposed adaptive Sketch & Project (SP) methods connect several well-known projection methods such as Randomized Kaczmarz (RK), Randomized Block Kaczmarz (RBK), Motzkin Relaxation (MR), Randomized Coordinate Descent (RCD), Capped…

This paper presents new parallel algorithms for generating Euclidean minimum spanning trees and spatial clustering hierarchies (known as HDBSCAN$^*$). Our approach is based on generating a well-separated pair decomposition followed by using…

An improved version of the sparse multiway kernel spectral clustering (KSC) is presented in this brief. The original algorithm is derived from weighted kernel principal component (KPCA) analysis formulated within the primal-dual…

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Tensor decomposition has proven to be a strong tool in various 3D image processing tasks such as denoising and super-resolution. In this context, we recently proposed a canonical polyadic decomposition (CPD) based algorithm for single image…

A new implementation of the canonical polyadic decomposition (CPD) is presented. It features lower computational complexity and memory usage than the available state of art implementations available. The CPD of tensors is a challenging…

Acceleration for non-convex functions is a fundamental challenge in optimisation. We revisit star-convex functions, which are strictly unimodal on all lines through a minimizer. [1] accelerate unconstrained star-convex minimization of…

We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…

We consider the problem of minimizing the sum of non-smooth convex functions in non-Euclidean spaces, e.g., probability simplex, via only local computation and communication on an undirected graph. We propose two algorithms motivated by…

The cyclic block coordinate descent-type (CBCD-type) methods, which performs iterative updates for a few coordinates (a block) simultaneously throughout the procedure, have shown remarkable computational performance for solving strongly…

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…