Related papers: Robust Eigenvector of a Stochastic Matrix with App…

The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…

This paper is devoted to the search of robust solutions in state space graphs when costs depend on scenarios. We first present axiomatic requirements for preference compatibility with the intuitive idea of robustness.This leads us to…

Neural networks have recently been established as a viable classification method for imaging mass spectrometry data for tumor typing. For multi-laboratory scenarios however, certain confounding factors may strongly impede their performance.…

Dynamical low-rank approximation, as has been demonstrated recently, can be extremely efficient in solving kinetic equations. However, a major deficiency is that they do not preserve the structure of the underlying physical problem. For…

Recently, we have witnessed the bloom of neural ranking models in the information retrieval (IR) field. So far, much effort has been devoted to developing effective neural ranking models that can generalize well on new data. There has been…

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

We provide faster algorithms and improved sample complexities for approximating the top eigenvector of a matrix. Offline Setting: Given an $n \times d$ matrix $A$, we show how to compute an $\epsilon$ approximate top eigenvector in time…

The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Learning to rank is a supervised learning problem where the output space is the space of rankings but the supervision space is the space of relevance scores. We make theoretical contributions to the learning to rank problem both in the…

Neural ranking models have achieved remarkable progress and are now widely deployed in real-world applications such as Retrieval-Augmented Generation (RAG). However, like other neural architectures, they remain vulnerable to adversarial…

This paper studies distributionally robust optimization for a rich class of risk measures with ambiguity sets defined by $\phi$-divergences. The risk measures are allowed to be non-linear in probabilities, are represented by Choquet…

In this work, we propose a robust framework that employs adversarially robust training to safeguard the ML models against perturbed testing data. Our contributions can be seen from both computational and statistical perspectives. Firstly,…

We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…

The last decade has seen a number of advances in computationally efficient algorithms for statistical methods subject to robustness constraints. An estimator may be robust in a number of different ways: to contamination of the dataset, to…

We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

In support vector machine (SVM) applications with unreliable data that contains a portion of outliers, non-robustness of SVMs often causes considerable performance deterioration. Although many approaches for improving the robustness of SVMs…

The soft SVD is a robust matrix decomposition algorithm and a key component of matrix completion methods. However, computing the soft SVD for large sparse matrices is often impractical using conventional numerical methods for the SVD due to…

A class of robust estimators of scatter applied to information-plus-impulsive noise samples is studied, where the sample information matrix is assumed of low rank; this generalizes the study of (Couillet et al., 2013b) to spiked random…

We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithms for solving such problems. Of these, the first scheme…