Related papers: Fixed-rank matrix factorizations and Riemannian lo…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
Fitting an unknown number of hyperplanes to data is a fundamental yet challenging problem in machine learning, characterized by its non-convexity, non-differentiability, and unknown model order. Existing approaches often struggle with local…
Gradient descent for matrix factorization exhibits an implicit bias toward approximately low-rank solutions. While existing theories often assume the boundedness of iterates, empirically the bias persists even with unbounded sequences. This…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
Spectral compressed sensing involves reconstructing a spectral-sparse signal from a subset of uniformly spaced samples, with applications in radar imaging and wireless channel estimation. By fully exploiting the signal structures, this…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…
Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…
This paper addresses the problem of learning an undirected graph from data gathered at each nodes. Within the graph signal processing framework, the topology of such graph can be linked to the support of the conditional correlation matrix…
Low-rank metric learning aims to learn better discrimination of data subject to low-rank constraints. It keeps the intrinsic low-rank structure of datasets and reduces the time cost and memory usage in metric learning. However, it is still…
Symmetric positive definite (SPD) matrix has been demonstrated to be an effective feature descriptor in many scientific areas, as it can encode spatiotemporal statistics of the data adequately on a curved Riemannian manifold, i.e., SPD…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…
We consider gradient-related methods for low-rank matrix optimization with a smooth cost function. The methods operate on single factors of the low-rank factorization and share aspects of both alternating and Riemannian optimization. Two…
This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…
This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…
This work considers two popular minimization problems: (i) the minimization of a general convex function $f(\mathbf{X})$ with the domain being positive semi-definite matrices; (ii) the minimization of a general convex function…
Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…
We consider the problem of learning low-rank tensors from partial observations with structural constraints, and propose a novel factorization of such tensors, which leads to a simpler optimization problem. The resulting problem is an…