Convergences of Regularized Algorithms and Stochastic Gradient Methods with Random Projections
Related publications (42)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms, including ridge regressi ...
We propose two new alternating direction methods to solve “fully” nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and feasibility gap ...
We analyse the existence of multiple critical points for an even functional J : H -> R in the following context: the Hilbert space H can be split into an orthogonal sum H = Y circle plus Z in such a way that inf{J(u) : u is an element of Z and parallel to ...
Motivated by the numerical treatment of parametric and stochastic PDEs, we analyze the least-squares method for polynomial approximation of multivariate functions based on random sampling according to a given probability measure. Recent work has shown that ...
In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation Ax=b, where A is an m×n full-rank matrix, b is a column-vector of dimension m, and m (the number of equations) is larger tha ...
Consider the following property of a topological group G: every continuous affine G-action on a Hilbert space with a bounded orbit has a fixed point. We prove that this property characterizes amenability for locally compact a-compact groups (e.g., countabl ...
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems and eigenvalue p ...
Ultrasound systems are cheap, portable, and fast, which have become impressively popular over the last decades. State-of art imaging is however known to be sub-optimal. Most attempts to improve it formulate the problem on a discrete spatial grid and suffer ...
Persistent homology, while ostensibly measuring changes in topology, captures multiscale geometrical information. It is a natural tool for the analysis of point patterns. In this paper we explore the statistical power of the persistent homology rank functi ...
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that a ...