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We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…
We consider the problem of finding sparse solutions to a system of underdetermined nonlinear system of equations. The methods are based on a Gauss-Newton approach with line search where the search direction is found by solving a linearized…
Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…
We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…
Recent results in compressed sensing show that, under certain conditions, the sparsest solution to an underdetermined set of linear equations can be recovered by solving a linear program. These results either rely on computing sparse…
This article studies how to form CUR decompositions of low-rank matrices via primarily random sampling, though deterministic methods due to previous works are illustrated as well. The primary problem is to determine when a column submatrix…
Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…
A plethora of problems in AI, engineering and the sciences are naturally formalized as inference in discrete probabilistic models. Exact inference is often prohibitively expensive, as it may require evaluating the (unnormalized) target…
We determine the rank of a random matrix A over a finite field with prescribed numbers of non-zero entries in each row and column. As an application we obtain a formula for the rate of low-density parity check codes. This formula verifies a…
Finding sparse vectors is a fundamental problem that arises in several contexts including codes, subspaces, and lattices. In this work, we prove strong inapproximability results for all these variants using a novel approach that even…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem…
When uncertainty meets costly information gathering, a fundamental question emerges: which data points should we probe to unlock near-optimal solutions? Sparsification of stochastic packing problems addresses this trade-off. The existing…
We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo…
Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…
The low-rank matrix completion problem asks whether a given real matrix with missing values can be completed so that the resulting matrix has low rank or is close to a low-rank matrix. The completed matrix is often required to satisfy…
Many problems in computer vision and recommender systems involve low-rank matrices. In this work, we study the problem of finding the maximum entry of a stochastic low-rank matrix from sequential observations. At each step, a learning agent…
In this study, a new $\Delta$-evaluation method is introduced for solving a column permutation problem defined on a sparse binary matrix with the consecutive ones property. This problem models various $\mathcal{NP}$-hard problems in graph…
The discovery of patterns that accurately discriminate one class label from another remains a challenging data mining task. Subgroup discovery (SD) is one of the frameworks that enables to elicit such interesting hypotheses from labeled…
We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test…