Constrained Variable Projection for Structured Problems
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Abstract (arXiv)
Variable projection is a classical technique for separable nonlinear least-squares problems, in which variables that enter linearly are eliminated exactly, yielding a reduced nonlinear problem. By expressing this framework as a particular instance of a broader class of bilevel optimization problems, we develop a constrained variable-projection framework for data-science models, where the remaining variables are subject to convex constraints and the eliminated variables arise from a lower-level least-squares problem. In particular, by interpreting variable projection as a collapsed bilevel optimization problem, we derive exact reduced-gradient formulas compatible with automatic differentiation and propose a conditional-gradient algorithm for the resulting constrained reduced problem. We establish convergence guarantees under standard smoothness and compactness assumptions, and discuss extensions to structured lower-level variables. Numerical experiments on sparse autoencoding, dictionary learning, blind deconvolution, and few-shot learning suggest that the method can improve wall-clock efficiency and data efficiency relative to natural joint-optimization baselines.
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References · 23
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11 more
- 2021Complexity of Linear Minimization and Projection on Some Setscited by 19
- 2020Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projectioncited by 12
- 2022Numerical Approximation of Partial Differential Equations by a Variable Projection Method with Artificial Neural Networkscited by 8
- 2021slimTrain -- A Stochastic Approximation Method for Training Separable Deep Neural Networkscited by 6
- 2013An Equivalence between the Lasso and Support Vector Machinescited by 4
- 2019Active set complexity of the Away-step Frank-Wolfe Algorithmcited by 4
- 2021Nonlinear Least Squares for Large-Scale Machine Learning using Stochastic Jacobian Estimatescited by 4
- 2022Modeling Dynamic User Preference via Dictionary Learning for Sequential Recommendationcited by 4
- 2024Variable Projection Algorithms: Theoretical Insights and A Novel Approach for Problems with Large Residualcited by 3
- 2013Variable projection methods for approximate (greatest) common divisor computationscited by 2
- 2026Grassmannian Geometry and Global Convergence of Variable Projection for Neural Networkscited by 1
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