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We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix completion, often impose restrictive structure-for example, an…
We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…
We consider strongly-convex-strongly-concave saddle point problems assuming we have access to unbiased stochastic estimates of the gradients. We propose a stochastic accelerated primal-dual (SAPD) algorithm and show that SAPD sequence,…
A graph-based classification method is proposed for semi-supervised learning in the case of Euclidean data and for classification in the case of graph data. Our manifold learning technique is based on a convex optimization problem involving…
We solve a weakly supervised regression problem. Under "weakly" we understand that for some training points the labels are known, for some unknown, and for others uncertain due to the presence of random noise or other reasons such as lack…
The errors-in-variables (EIV) regression model, being more realistic by accounting for measurement errors in both the dependent and the independent variables, is widely adopted in applied sciences. The traditional EIV model estimators,…
Compressed sensing seeks to invert an underdetermined linear system by exploiting additional knowledge of the true solution. Over the last decade, several instances of compressed sensing have been studied for various applications, and for…
Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…
This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…
This work presents a robust design optimization approach for a char combustion process in a limited-data setting, where simulations of the fluid-solid coupled system are computationally expensive. We integrate a polynomial dimensional…
The complexity of state-of-the-art Transformer-based models for skeleton-based action recognition poses significant challenges in terms of computational efficiency and resource utilization. In this paper, we explore the application of…
Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…
In this paper we combine the stochastic variance reduced gradient (SVRG) method [17] with the primal dual fixed point method (PDFP) proposed in [7] to solve a sum of two convex functions and one of which is linearly composite. This type of…
Despite perfectly interpolating the training data, deep neural networks (DNNs) can often generalize fairly well, in part due to the "implicit regularization" induced by the learning algorithm. Nonetheless, various forms of regularization,…
This work proposes an efficient batch algorithm for feature selection in reinforcement learning (RL) with theoretical convergence guarantees. To mitigate the estimation bias inherent in conventional regularization schemes, the first…
An algorithm of the tensor renormalization group is proposed based on a randomized algorithm for singular value decomposition. Our algorithm is applicable to a broad range of two-dimensional classical models. In the case of a square…
The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…
Robust methods have been a successful approach to deal with contaminations and noises in image processing. In this paper, we introduce a new robust method for two-dimensional autoregressive models. Our method, called BMM-2D, relies on…
While the traditional formulation of machine learning tasks is in terms of performance on average, in practice we are often interested in how well a trained model performs on rare or difficult data points at test time. To achieve more…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…