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We propose a Randomised Subspace Gauss-Newton (R-SGN) algorithm for solving nonlinear least-squares optimization problems, that uses a sketched Jacobian of the residual in the variable domain and solves a reduced linear least-squares on…

Optimization and Control · Mathematics 2022-11-11 Coralia Cartis , Jaroslav Fowkes , Zhen Shao

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

This paper considers generalized least squares (GLS) estimation for linear panel data models. By estimating the large error covariance matrix consistently, the proposed feasible GLS (FGLS) estimator is more efficient than the ordinary least…

Econometrics · Economics 2020-08-06 Jushan Bai , Sung Hoon Choi , Yuan Liao

Attitude determination is a popular application of Global Navigation Satellite Systems (GNSS). Many methods have been developed to solve the attitude determination problem with different performance offerings. We develop a constrained…

Signal Processing · Electrical Eng. & Systems 2022-03-28 Xing Liu , Tarig Ballal , Hui Chen , Tareq Y. Al-Naffouri

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

Numerical Analysis · Mathematics 2015-01-27 Farbod Roosta-Khorasani , Gábor J. Székely , Uri Ascher

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

Machine Learning · Statistics 2017-01-31 Jesse H. Krijthe , Marco Loog

The approximation of tensors has important applications in various disciplines, but it remains an extremely challenging task. It is well known that tensors of higher order can fail to have best low-rank approximations, but with an important…

Numerical Analysis · Mathematics 2015-03-19 Mike Espig , Aram Khachatryan

Constrained least squares problems arise in a variety of applications, and many iterative methods are already available to compute their solutions. This paper proposes a new efficient approach to solve nonnegative linear least squares…

Numerical Analysis · Mathematics 2017-01-09 Silvia Gazzola , Yves Wiaux

This paper develops the non-intrusive formulation of the Least-squares shadowing (LSS) method, for computing the sensitivity of long-time averaged objectives in chaotic dynamical systems. This non-intrusive formulation constrains the…

Computational Physics · Physics 2019-06-26 Angxiu Ni , Qiqi Wang

Tensor network (TN) is a powerful framework in machine learning, but selecting a good TN model, known as TN structure search (TN-SS), is a challenging and computationally intensive task. The recent approach TNLS~\cite{li2022permutation}…

Machine Learning · Computer Science 2023-05-30 Chao Li , Junhua Zeng , Chunmei Li , Cesar Caiafa , Qibin Zhao

We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible…

Machine Learning · Statistics 2015-07-27 Jesse H. Krijthe , Marco Loog

The Stackelberg prediction game (SPG) is popular in characterizing strategic interactions between a learner and an attacker. As an important special case, the SPG with least squares loss (SPG-LS) has recently received much research…

Optimization and Control · Mathematics 2022-06-08 Jiali Wang , Wen Huang , Rujun Jiang , Xudong Li , Alex L. Wang

This paper presents a novel efficient method for gridless line spectrum estimation problem with single snapshot, namely the gradient descent least squares (GDLS) method. Conventional single snapshot (a.k.a. single measure vector or SMV)…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Ruizhe Shi , Zhe Zhang , Xiaolan Qiu , Chibiao Ding

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

In this paper, we present the isogeometric least-squares collocation (IGA-L) method, which determines the numerical solution by making the approximate differential operator fit the real differential operator in a least-squares sense. The…

Numerical Analysis · Mathematics 2018-04-19 Hongwei Lin , Yunyang Xiong , Xiao Wang , Qianqian Hu

The Gauss-Newton's method for solving nonlinear least squares problems is studied in this paper. Under the hypothesis that the derivative of the function associated with the least square problem satisfies a majorant condition, a local…

Optimization and Control · Mathematics 2010-03-29 O. P. Ferreira , M. L. N. Goncalves , P. R. Oliveira

Direct methods are widely used for alignment of models to images, due to their accuracy, since they minimize errors in the domain of measurement noise. They have leveraged least squares minimizations, for simple, efficient, variational…

Computer Vision and Pattern Recognition · Computer Science 2022-03-31 Oliver J. Woodford

In this paper, we propose a structure-guided Gauss-Newton (SgGN) method for solving least squares problems using a shallow ReLU neural network. The method effectively takes advantage of both the least squares structure and the neural…

Machine Learning · Computer Science 2025-07-22 Zhiqiang Cai , Tong Ding , Min Liu , Xinyu Liu , Jianlin Xia

Solving an integer least squares (ILS) problem usually consists of two stages: reduction and search. This thesis is concerned with the reduction process for the ordinary ILS problem and the ellipsoid-constrained ILS problem. For the…

Optimization and Control · Mathematics 2015-03-17 Mazen Al Borno