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We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm. Despite…

Machine Learning · Computer Science 2019-01-28 Xu Qian , Zheng Qu , Peter Richtárik

In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

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

Many machine learning applications require learning a function with a small worst-case error over the entire input domain, that is, the $L_\infty$-error, whereas most existing theoretical works only guarantee recovery in average errors such…

Machine Learning · Computer Science 2023-05-02 Kefan Dong , Tengyu Ma

We study properties of ridge functions $f(x)=g(a\cdot x)$ in high dimensions $d$ from the viewpoint of approximation theory. The considered function classes consist of ridge functions such that the profile $g$ is a member of a univariate…

Numerical Analysis · Mathematics 2013-11-11 Sebastian Mayer , Tino Ullrich , Jan Vybiral

For multi-valued functions---such as when the conditional distribution on targets given the inputs is multi-modal---standard regression approaches are not always desirable because they provide the conditional mean. Modal regression…

Machine Learning · Statistics 2020-10-30 Yangchen Pan , Ehsan Imani , Martha White , Amir-massoud Farahmand

This paper studies how to sketch element-wise functions of low-rank matrices. Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we aim for finding an approximated low-rank representation of the (possibly high-rank)…

Machine Learning · Computer Science 2020-06-30 Insu Han , Haim Avron , Jinwoo Shin

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

We consider the problem of structure learning for Gaifman models and learn relational features that can be used to derive feature representations from a knowledge base. These relational features are first-order rules that are then partially…

Machine Learning · Computer Science 2020-01-17 Devendra Singh Dhami , Siwen Yan , Gautam Kunapuli , Sriraam Natarajan

Neural networks have achieved tremendous success in a large variety of applications. However, their memory footprint and computational demand can render them impractical in application settings with limited hardware or energy resources. In…

Machine Learning · Computer Science 2022-10-19 Steffen Schotthöfer , Emanuele Zangrando , Jonas Kusch , Gianluca Ceruti , Francesco Tudisco

We study the problem of learning hierarchical polynomials over the standard Gaussian distribution with three-layer neural networks. We specifically consider target functions of the form $h = g \circ p$ where $p : \mathbb{R}^d \rightarrow…

Machine Learning · Computer Science 2023-11-27 Zihao Wang , Eshaan Nichani , Jason D. Lee

Value-function (VF) approximation is a central problem in Reinforcement Learning (RL). Classical non-parametric VF estimation suffers from the curse of dimensionality. As a result, parsimonious parametric models have been adopted to…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Santiago Paternain , Antonio G. Marques

Learning approaches have recently become very popular in the field of inverse problems. A large variety of methods has been established in recent years, ranging from bi-level learning to high-dimensional machine learning techniques. Most…

Optimization and Control · Mathematics 2017-04-05 Martin Benning , Guy Gilboa , Joana Sarah Grah , Carola-Bibiane Schönlieb

A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is proposed for the estimation of the shape matrix of an elliptical…

Statistics Theory · Mathematics 2011-11-10 Marc Hallin , Hannu Oja , Davy Paindaveine

Consider the following fundamental learning problem: given input examples $x \in \mathbb{R}^d$ and their vector-valued labels, as defined by an underlying generative neural network, recover the weight matrices of this network. We consider…

Data Structures and Algorithms · Computer Science 2018-11-06 Ainesh Bakshi , Rajesh Jayaram , David P. Woodruff

Let $\mathscr{F}_{n,d}$ be the class of all functions $f:\{-1,1\}^n\to[-1,1]$ on the $n$-dimensional discrete hypercube of degree at most $d$. In the first part of this paper, we prove that any (deterministic or randomized) algorithm which…

Machine Learning · Computer Science 2024-10-23 Alexandros Eskenazis , Paata Ivanisvili , Lauritz Streck

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

Statistics Theory · Mathematics 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

Sequential testing problems involve a complex system with several components, each of which is "working" with some independent probability. The outcome of each component can be determined by performing a test, which incurs some cost. The…

Data Structures and Algorithms · Computer Science 2023-08-22 Rohan Ghuge , Anupam Gupta , Viswanath Nagarajan