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We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variational formulation of this problem is equivalent to computing…

Optimization and Control · Mathematics 2022-10-27 Tyler Maunu , Thibaut Le Gouic , Philippe Rigollet

Machine learning (ML) and tensor-based methods have been of significant interest for the scientific community for the last few decades. In a previous work we presented a novel tensor-based system identification framework to ease the…

Machine Learning · Computer Science 2023-06-30 Oliver Ploder , Christina Auer , Oliver Lang , Thomas Paireder , Mario Huemer

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

This paper proposes Relational Similarity Machines (RSM): a fast, accurate, and flexible relational learning framework for supervised and semi-supervised learning tasks. Despite the importance of relational learning, most existing methods…

Machine Learning · Statistics 2016-08-03 Ryan A. Rossi , Rong Zhou , Nesreen K. Ahmed

In this paper an identification method for state-space LPV models is presented. The method is based on a particular parameterization that can be written in linear regression form and enables model estimation to be handled using…

Optimization and Control · Mathematics 2018-03-28 R. A. Romano , P. Lopes dos Santos , Felipe Pait , T-P Perdicoúlis , José A. Ramos

We provide a formulation for Local Support Vector Machines (LSVMs) that generalizes previous formulations, and brings out the explicit connections to local polynomial learning used in nonparametric estimation literature. We investigate the…

Machine Learning · Statistics 2018-05-23 Ravi Ganti , Alexander Gray

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

This chapter describes componentwise Least Squares Support Vector Machines (LS-SVMs) for the estimation of additive models consisting of a sum of nonlinear components. The primal-dual derivations characterizing LS-SVMs for the estimation of…

Machine Learning · Computer Science 2007-05-23 Kristiaan Pelckmans , Ivan Goethals , Jos De Brabanter , Johan A. K. Suykens , Bart De Moor

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…

Numerical Analysis · Mathematics 2021-04-06 Mahendra Panagoda , Tyrus Berry , Harbir Antil

Affine rank minimization problem is the generalized version of low rank matrix completion problem where linear combinations of the entries of a low rank matrix are observed and the matrix is estimated from these measurements. We propose a…

Machine Learning · Computer Science 2021-05-17 Siva Shanmugam , Sheetal Kalyani

Restricted Boltzmann Machine (RBM) is a particular type of random neural network models modeling vector data based on the assumption of Bernoulli distribution. For multi-dimensional and non-binary data, it is necessary to vectorize and…

Computer Vision and Pattern Recognition · Computer Science 2016-09-28 Simeng Liu , Yanfeng Sun , Yongli Hu , Junbin Gao , Baocai Yin

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…

Methodology · Statistics 2013-10-17 Lin Zhang , Abhra Sarkar , Bani K. Mallick

Support Vector Machine (SVM) stands out as a prominent machine learning technique widely applied in practical pattern recognition tasks. It achieves binary classification by maximizing the "margin", which represents the minimum distance…

Machine Learning · Computer Science 2026-01-21 Zhezheng Hao , Feiping Nie , Rong Wang

This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model…

Machine Learning · Computer Science 2025-03-20 Seyed Mojtaba Mohasel , Hamidreza Koosha

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut
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