Consensus-Based Optimization on the Sphere: Convergence to Global Minimizers and Machine Learning

1 code implementation • 31 Jan 2020 • Massimo Fornasier, Hui Huang, Lorenzo Pareschi, Philippe Sünnen

To quantify the performances of the new approach, we show that the algorithm is able to perform essentially as good as ad hoc state of the art methods in challenging problems in signal processing and machine learning, namely the phase retrieval problem and the robust subspace detection.

BIG-bench Machine Learning Retrieval

Consensus-Based Optimization on Hypersurfaces: Well-Posedness and Mean-Field Limit

no code implementations • 31 Jan 2020 • Massimo Fornasier, Hui Huang, Lorenzo Pareschi, Philippe Sünnen

We introduce a new stochastic differential model for global optimization of nonconvex functions on compact hypersurfaces.