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This is a systematic investigation into the sensitivity of low-rank approximations of real matrices. We show that the low-rank approximation errors, in the two-norm, Frobenius norm and more generally, any Schatten p-norm, are insensitive to…

Numerical Analysis · Mathematics 2018-01-03 Petros Drineas , Ilse C. F. Ipsen

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

In this paper, we provide a new scheme for approximating the weakly efficient solution set for a class of vector optimization problems with rational objectives over a feasible set defined by finitely many polynomial inequalities. More…

Optimization and Control · Mathematics 2022-05-26 Feng Guo , Liguo Jiao

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

Weighted low-rank approximation (WLRA), a dimensionality reduction technique for data analysis, has been successfully used in several applications, such as in collaborative filtering to design recommender systems or in computer vision to…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…

Machine Learning · Computer Science 2017-10-10 Mahmoud Nabil

Scene graph generation is a structured prediction task aiming to explicitly model objects and their relationships via constructing a visually-grounded scene graph for an input image. Currently, the message passing neural network based mean…

Computer Vision and Pattern Recognition · Computer Science 2022-05-17 Daqi Liu , Miroslaw Bober , Josef Kittler

We study a class of projective transformations of spectraplexes associated with self-dual cones and, on this basis, propose a polynomial-time algorithm for convex feasibility problems with positive definite constraints. At each iteration of…

Optimization and Control · Mathematics 2025-06-19 Sergei Chubanov

Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(\Omega)$, or some problems in economics. In…

Numerical Analysis · Mathematics 2008-04-11 Néstor Aguilera , Pedro Morin

We propose a scheme for recycling Gaussian random vectors into structured matrices to approximate various kernel functions in sublinear time via random embeddings. Our framework includes the Fastfood construction as a special case, but also…

Machine Learning · Computer Science 2016-05-31 Krzysztof Choromanski , Vikas Sindhwani

We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…

Optimization and Control · Mathematics 2015-12-31 J. Y. Bello Cruz , R. Diaz Millan

We present and study approximate notions of dimensional and margin complexity, which correspond to the minimal dimension or norm of an embedding required to approximate, rather then exactly represent, a given hypothesis class. We show that…

Machine Learning · Computer Science 2020-03-10 Pritish Kamath , Omar Montasser , Nathan Srebro

In this work we consider (hierarchical, Lagrange) reduced basis approximation and a posteriori error estimation for elasticity problems in affinley parametrized geometries. The essential ingredients of the methodology are: a Galerkin…

Numerical Analysis · Mathematics 2018-01-23 Dinh Bao Phuong Huynh , Federico Pichi , Gianluigi Rozza

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…

Numerical Analysis · Mathematics 2015-03-10 Steffen Börm , Knut Reimer

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi
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