相关论文: Sparse Polyak: an adaptive step size rule for high…

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

We study gradient methods for optimizing $(L_0, L_1)$-smooth functions, a class that generalizes Lipschitz-smooth functions and has gained attention for its relevance in machine learning. We provide new insights into the structure of this…

Recovery of arbitrarily positioned samples that are missing in sparse signals recently attracted significant research interest. Sparse signals with heavily corrupted arbitrary positioned samples could be analyzed in the same way as…

We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results…

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

Stochastic minimax optimization on Riemannian manifolds has recently attracted significant attention due to its broad range of applications, such as robust training of neural networks and robust maximum likelihood estimation. Existing…

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

The problem of finding a solution to the linear system $Ax = b$ with certain minimization properties arises in numerous scientific and engineering areas. In the era of big data, the stochastic optimization algorithms become increasingly…

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

The popularity of bi-level optimization (BO) in deep learning has spurred a growing interest in studying gradient-based BO algorithms. However, existing algorithms involve two coupled learning rates that can be affected by approximation…

In this paper, we study a new notion of scaled minimaxity for sparse estimation in high-dimensional linear regression model. We present more optimistic lower bounds than the one given by the classical minimax theory and hence improve on…

We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…

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…

We study a class of optimization problems on Riemannian manifolds, where the objective function consists of a smooth term and quasi-norm type penalties with exponent $p \in (0, 1]$. The essential difficulty lies in the fact that the…

Stochastic gradient methods with momentum are widely used in applications and at the core of optimization subroutines in many popular machine learning libraries. However, their sample complexities have not been obtained for problems beyond…

We revisit the geometrically decaying step size given a positive inverse condition number, under which a locally Lipschitz function shows linear convergence. The positivity does not require the function to satisfy convexity, weak convexity,…

We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…