Optimization

Lifted Proximal Operator Machines

By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the objective function as penalties, hence we call the lifted proximal operator machine (LPOM).

Differentiable Linearized ADMM

We propose D-LADMM, which is a K-layer LADMM inspired deep neural network and rigorously prove that there exist a set of learnable parameters for D-LADMM to generate globally converged solutions.

Sharp Analysis for Nonconvex SGD Escaping from Saddle Points

In this paper, we prove that the simplest Stochastic Gradient Descent (SGD) algorithm is able to efficiently escape from saddle points and find an (eps, O(eps^0.5))-approximate second-order stationary point in O˜(eps^-3.5) stochastic gradient …

Alternating Multi-bit Quantization for Recurrent Neural Networks

We address the latency problem of RNN by quantizing the network, both weights and activations, into multiple binary codes {−1, +1}. We formulate the quantization as an optimization problem.

Construction of Incoherent Dictionaries via Direct Babel Function Minimization

We propose an augmented Lagrange multiplier based algorithm to solve this nonconvex and nonsmooth problem with the convergence guarantee that every accumulation point is a KKT point.

Exact Low Tubal Rank Tensor Recovery from Gaussian Measurements

With a careful choice of the atomic set, we prove that TNN is a special atomic norm.

Provable Accelerated Gradient Method for Nonconvex Low Rank Optimization

Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study the nonconvex …

Fast Proximal Linearized Alternating Direction Method of Multiplier with Parallel Splitting

We propose the Fast Proximal Augmented Lagragian Method (Fast PALM) which achieves the convergence rate O(1/K^2), compared with O(1/K) by the traditional PALM.

Relaxed Majorization-Minimization for Non-smooth and Non-convex Optimization

We propose a new majorization-minimization (MM) method for non-smooth and non-convex programs, which is general enough to include the existing MM methods.

Automatic Design of Color Filter Arrays in the Frequency Domain

We present a new method to automatically design CFAs in the frequency domain.