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In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general…

Machine Learning · Computer Science 2025-01-07 Yikai Zhang , Jiahe Lin , Fengpei Li , Songzhu Zheng , Anant Raj , Anderson Schneider , Yuriy Nevmyvaka

We investigate Learning from Label Proportions (LLP), a partial information setting where examples in a training set are grouped into bags, and only aggregate label values in each bag are available. Despite the partial observability, the…

Machine Learning · Computer Science 2025-06-02 Robert Busa-Fekete , Travis Dick , Claudio Gentile , Haim Kaplan , Tomer Koren , Uri Stemmer

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

This paper deals with the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We propose a new nuclear norm penalized estimator of $A_0$ and…

Statistics Theory · Mathematics 2016-03-24 Vladimir Koltchinskii , Alexandre B. Tsybakov , Karim Lounici

Modern surveys with large sample sizes and growing mixed-type questionnaires require robust and scalable analysis methods. In this work, we consider recovering a mixed dataframe matrix, obtained by complex survey sampling, with entries…

Methodology · Statistics 2024-02-07 Xiaojun Mao , Hengfang Wang , Zhonglei Wang , Shu Yang

Since the matrix formed by nonlocal similar patches in a natural image is of low rank, the nuclear norm minimization (NNM) has been widely used in various image processing studies. Nonetheless, nuclear norm based convex surrogate of the…

Computer Vision and Pattern Recognition · Computer Science 2017-06-28 Zhiyuan Zha , Xinggan Zhang , Yu Wu , Qiong Wang , Lan Tang

This paper provides a comprehensive estimation framework via nuclear norm plus $l_1$ norm penalization for high-dimensional approximate factor models with a sparse residual covariance. The underlying assumptions allow for non-pervasive…

Statistics Theory · Mathematics 2021-04-07 Matteo Farnè , Angela Montanari

Atomic norm minimization is a convex optimization framework to recover point sources from a subset of their low-pass observations, or equivalently the underlying frequencies of a spectrally-sparse signal. When the amplitudes of the sources…

Information Theory · Computer Science 2021-02-24 Maxime Ferreira Da Costa , Yuejie Chi

The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…

Methodology · Statistics 2025-09-17 Roshni Sahoo , Lihua Lei , Stefan Wager

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

Low-rank Matrix Completion (LRMC) describes the problem where we wish to recover missing entries of partially observed low-rank matrix. Most existing matrix completion work deals with sampling procedures that are independent of the…

Machine Learning · Computer Science 2025-04-15 Rishhabh Naik , Nisarg Trivedi , Davoud Ataee Tarzanagh , Laura Balzano

In many contexts, customized and weighted classification scores are designed in order to evaluate the goodness of the predictions carried out by neural networks. However, there exists a discrepancy between the maximization of such scores…

Machine Learning · Computer Science 2023-05-24 Francesco Marchetti , Sabrina Guastavino , Cristina Campi , Federico Benvenuto , Michele Piana

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

In this paper, we study the sample complexity lower bounds for the exact recovery of parameters and for a positive excess risk of a feed-forward, fully-connected neural network for binary classification, using information-theoretic tools.…

Machine Learning · Statistics 2020-10-30 Xiaochen Yang , Jean Honorio

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

Low-rank tensor recovery has attracted much attention among various tensor recovery approaches. A tensor rank has several definitions, unlike the matrix rank--e.g. the CP rank and the Tucker rank. Many low-rank tensor recovery methods are…

Signal Processing · Electrical Eng. & Systems 2020-09-09 Kaito Hosono , Shunsuke Ono , Takamichi Miyata