3,255 research outputs found
Regularized Nonlinear Acceleration
We describe a convergence acceleration technique for unconstrained
optimization problems. Our scheme computes estimates of the optimum from a
nonlinear average of the iterates produced by any optimization method. The
weights in this average are computed via a simple linear system, whose solution
can be updated online. This acceleration scheme runs in parallel to the base
algorithm, providing improved estimates of the solution on the fly, while the
original optimization method is running. Numerical experiments are detailed on
classical classification problems
Regularized solution of a nonlinear problem in electromagnetic sounding
We propose a regularization method to solve a nonlinear ill-posed problem
connected to inversion of data gathered by a ground conductivity meter
Optimization with Sparsity-Inducing Penalties
Sparse estimation methods are aimed at using or obtaining parsimonious
representations of data or models. They were first dedicated to linear variable
selection but numerous extensions have now emerged such as structured sparsity
or kernel selection. It turns out that many of the related estimation problems
can be cast as convex optimization problems by regularizing the empirical risk
with appropriate non-smooth norms. The goal of this paper is to present from a
general perspective optimization tools and techniques dedicated to such
sparsity-inducing penalties. We cover proximal methods, block-coordinate
descent, reweighted -penalized techniques, working-set and homotopy
methods, as well as non-convex formulations and extensions, and provide an
extensive set of experiments to compare various algorithms from a computational
point of view
Second-order Shape Optimization for Geometric Inverse Problems in Vision
We develop a method for optimization in shape spaces, i.e., sets of surfaces
modulo re-parametrization. Unlike previously proposed gradient flows, we
achieve superlinear convergence rates through a subtle approximation of the
shape Hessian, which is generally hard to compute and suffers from a series of
degeneracies. Our analysis highlights the role of mean curvature motion in
comparison with first-order schemes: instead of surface area, our approach
penalizes deformation, either by its Dirichlet energy or total variation.
Latter regularizer sparks the development of an alternating direction method of
multipliers on triangular meshes. Therein, a conjugate-gradients solver enables
us to bypass formation of the Gaussian normal equations appearing in the course
of the overall optimization. We combine all of the aforementioned ideas in a
versatile geometric variation-regularized Levenberg-Marquardt-type method
applicable to a variety of shape functionals, depending on intrinsic properties
of the surface such as normal field and curvature as well as its embedding into
space. Promising experimental results are reported
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