Related papers: Random Projections for the Nonnegative Least-Squar…
For solving a wide class of nonconvex and nonsmooth problems, we propose a proximal linearized iteratively reweighted least squares (PL-IRLS) algorithm. We first approximate the original problem by smoothing methods, and second write the…
Robustness verification is a promising technique for rigorously proving Recurrent Neural Networks (RNNs) robustly. A key challenge is to over-approximate the nonlinear activation functions with linear constraints, which can transform the…
The least trimmed squares (LTS) estimator is a renowned robust alternative to the classic least squares estimator and is popular in location, regression, machine learning, and AI literature. Many studies exist on LTS, including its…
We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…
Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…
The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…
We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…
Many attempts took place to improve the adaptive filters that can also be useful to improve backpropagation (BP). Normalized least mean squares (NLMS) is one of the most successful algorithms derived from Least mean squares (LMS). However,…
We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{\kappa d})\log(\frac{1}{\epsilon}))$ FLOPS, where $n$ is number of…
The Johnson-Lindenstrauss Lemma allows for the projection of $n$ points in $p-$dimensional Euclidean space onto a $k-$dimensional Euclidean space, with $k \ge \frac{24\ln \emph{n}}{3\epsilon^2-2\epsilon^3}$, so that the pairwise distances…
This paper presents a fast approach for penalized least squares (LS) regression problems using a 2D Gaussian Markov random field (GMRF) prior. More precisely, the computation of the proximity operator of the LS criterion regularized by…
Fr\'echet regression has received considerable attention to model metric-space valued responses that are complex and non-Euclidean data, such as probability distributions and vectors on the unit sphere. However, existing Fr\'echet…
The presence of groups containing high leverage outliers makes linear regression a difficult problem due to the masking effect. The available high breakdown estimators based on Least Trimmed Squares often do not succeed in detecting masked…
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…
Motivated by renal imaging studies that combine renogram curves with pharmacokinetic and demographic covariates, we propose Hybrid partial least squares (Hybrid PLS) for simultaneous supervised dimension reduction and regression in the…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
The problems of random projections and sparse reconstruction have much in common and individually received much attention. Surprisingly, until now they progressed in parallel and remained mostly separate. Here, we employ new tools from…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
We consider the problem of heteroscedastic linear regression, where, given $n$ samples $(\mathbf{x}_i, y_i)$ from $y_i = \langle \mathbf{w}^{*}, \mathbf{x}_i \rangle + \epsilon_i \cdot \langle \mathbf{f}^{*}, \mathbf{x}_i \rangle$ with…
The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…