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We present a branch-and-bound algorithm to improve the lower bounds obtained by SONC/SAGE. The running time is fixed-parameter tractable in the number of variables. Furthermore, we describe a new heuristic to obtain a candidate for the…

Optimization and Control · Mathematics 2021-06-01 Henning Seidler

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

The accuracy of machine learning interatomic potentials suffers from reference data that contains numerical noise. Often originating from unconverged or inconsistent electronic-structure calculations, this noise is challenging to identify.…

Machine Learning · Statistics 2026-02-10 Terry C. W. Lam , Niamh O'Neill , Christoph Schran , Lars L. Schaaf

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

In this work, we study the robust subspace tracking (RST) problem and obtain one of the first two provable guarantees for it. The goal of RST is to track sequentially arriving data vectors that lie in a slowly changing low-dimensional…

Information Theory · Computer Science 2018-07-10 Praneeth Narayanamurthy , Namrata Vaswani

A central problem in data streams is to characterize which functions of an underlying frequency vector can be approximated efficiently. Recently there has been considerable effort in extending this problem to that of estimating functions of…

Data Structures and Algorithms · Computer Science 2018-10-25 Vladimir Braverman , Stephen R. Chestnut , Robert Krauthgamer , Yi Li , David P. Woodruff , Lin F. Yang

Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…

Optimization and Control · Mathematics 2022-03-09 Jelena Diakonikolas , Chenghui Li , Swati Padmanabhan , Chaobing Song

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…

Machine Learning · Computer Science 2019-10-15 Konstantinos Slavakis , Sinjini Banerjee

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

Combinatorial optimization (CO) problems are pivotal across various industrial applications, where the speed of solving these problems is crucial. Improving the performance of CO solvers across diverse input instances requires fine-tuning…

Machine Learning · Computer Science 2025-01-22 Shingo Aihara , Matthieu Parizy

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

Matrix low rank approximation including the classical PCA and the robust PCA (RPCA) method have been applied to solve the background modeling problem in video analysis. Recently, it has been demonstrated that a special weighted low rank…

Optimization and Control · Mathematics 2017-03-21 Aritra Dutta , Xin Li

We present a novel approach for RANSAC-based computation of the fundamental matrix based on epipolar homography decomposition. We analyze the geometrical meaning of the decomposition-based representation and show that it directly induces a…

Computer Vision and Pattern Recognition · Computer Science 2020-10-01 Gil Ben-Artzi

As machine learning tasks continue to evolve, the trend has been to gather larger datasets and train increasingly larger models. While this has led to advancements in accuracy, it has also escalated computational costs to unsustainable…

Machine Learning · Computer Science 2024-06-03 Mohammad Jafari , Yimeng Zhang , Yihua Zhang , Sijia Liu

Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is not unique. We study to what extent simulation accuracy and…

Probability · Mathematics 2018-10-17 Marco Oesting , Kirstin Strokorb