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We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…

Optimization and Control · Mathematics 2025-02-20 Xavier Allamigeon , Daniel Dadush , Georg Loho , Bento Natura , László A. Végh

The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…

Systems and Control · Computer Science 2015-02-26 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

Clinically useful proton Computed Tomography images will rely on algorithms to find the three-dimensional proton stopping power distribution that optimally fits the measured proton data. We present a least squares iterative method with many…

Medical Physics · Physics 2021-05-12 Don F. DeJongh , Ethan A. DeJongh

Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…

Machine Learning · Computer Science 2021-09-08 Chunyuan Zhang , Qi Song , Hui Zhou , Yigui Ou , Hongyao Deng , Laurence Tianruo Yang

What is the value of input information in solving linear programming? The celebrated ellipsoid algorithm tells us that the full information of input constraints is not necessary; the algorithm works as long as there exists an oracle that,…

Data Structures and Algorithms · Computer Science 2013-11-14 Xiaohui Bei , Ning Chen , Shengyu Zhang

Given a set of $n$ elements separated by a pairwise distance matrix, the minimum differential dispersion problem (Min-Diff DP) aims to identify a subset of m elements (m < n) such that the difference between the maximum sum and the minimum…

Discrete Mathematics · Computer Science 2016-08-16 Yangming Zhou , Jin-Kao Hao

Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization…

Computer Vision and Pattern Recognition · Computer Science 2016-09-22 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

Least squares kernel based methods have been widely used in regression problems due to the simple implementation and good generalization performance. Among them, least squares support vector regression (LS-SVR) and extreme learning machine…

Machine Learning · Computer Science 2020-06-03 Hongwei Dong , Liming Yang

With a rapid increase in volume and complexity of data sets, there is a need for methods that can extract useful information, for example the relationship between two data sets measured for the same persons. The Partial Least Squares (PLS)…

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Machine learning (ML) primarily evolved to solve "prediction problems." The first stage of two-stage least squares (2SLS) is a prediction problem, suggesting potential gains from ML first-stage assistance. However, little guidance exists on…

Econometrics · Economics 2025-05-20 Connor Lennon , Edward Rubin , Glen Waddell

We propose an efficient hybrid least squares/gradient descent method to accelerate DeepONet training. Since the output of DeepONet can be viewed as linear with respect to the last layer parameters of the branch network, these parameters can…

Machine Learning · Computer Science 2025-08-22 Jun Choi , Chang-Ock Lee , Minam Moon

We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data…

Numerical Analysis · Mathematics 2020-07-21 Tae Hyung Kim , Justin P. Haldar

The Generalized Independent Set (GIS) problem extends the classical maximum independent set problem by incorporating profits for vertices and penalties for edges. This generalized problem has been identified in diverse applications in…

Information Retrieval · Computer Science 2026-04-06 Yiping Liu , Yi Zhou , Zhenxiang Xu , Mingyu Xiao , Jin-Kao Hao

We propose a linear algorithm for determining two function parameters by their linear combination. These functions must satisfy the first order differential equations with polynomial coefficients and our parameters are the coefficients of…

Numerical Analysis · Mathematics 2009-01-09 Oleg I. Berngardt , Alexander L. Voronov

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

Machine Learning · Computer Science 2024-07-17 Roberto Esposito , Mattia Cerrato , Marco Locatelli

In this paper we propose a new approach to study the properties of the Partial Least Squares (PLS) estimator. This approach relies on the link between PLS and discrete orthogonal polynomials. Indeed many important PLS objects can be…

Statistics Theory · Mathematics 2014-11-04 Mélanie Blazère , Fabrice Gamboa , Jean-Michel Loubes

This work presents a new variation of the commonly used Least Mean Squares Algorithm (LMS) for the identification of sparse signals with an a-priori known sparsity using a hard threshold operator in every iteration. It examines some useful…

Systems and Control · Computer Science 2016-08-04 Lampros Flokas , Petros Maragos

Matrix factorization is an important representation learning algorithm, e.g., recommender systems, where a large matrix can be factorized into the product of two low dimensional matrices termed as latent representations. This paper…

Information Theory · Computer Science 2021-05-11 Siyuan Wang , Qifa Yan , Jingjing Zhang , Jianping Wang , Linqi Song