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This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Machine Learning · Statistics 2025-08-08 Pierre Ablin , Simon Vary , Bin Gao , P. -A. Absil

We present a forward sufficient dimension reduction method for categorical or ordinal responses by extending the outer product of gradients and minimum average variance estimator to multinomial generalized linear model. Previous work in…

Methodology · Statistics 2023-03-30 Harris Quach , Bing Li

An algorithm for calculating generalized fractal dimension of a time series using the general information function is presented. The algorithm is based on a strings sort technique and requires $O(N \log_2 N)$ computations. A rough estimate…

chao-dyn · Physics 2009-10-31 Yosef Ashkenazy

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…

Optimization and Control · Mathematics 2018-10-05 Jacek Gondzio , E. Alper Yildirim

We describe a polynomial time algorithm that takes as input a polygon with axis-parallel sides but irrational vertex coordinates, and outputs a set of as few rectangles as possible into which it can be dissected by axis-parallel cuts and…

Computational Geometry · Computer Science 2025-01-08 David Eppstein

Matrix Factorization has emerged as a widely adopted framework for modeling data exhibiting low-rank structures. To address challenges in manifold learning, this paper presents a subspace-constrained quadratic matrix factorization model.…

Machine Learning · Computer Science 2024-11-08 Zheng Zhai , Xiaohui Li

Certain problems in quadratic minimization can be reduced to finding the point $x$ of a polyhedron ${ P}$ that minimizes the distance $\|x-p\|$ for some $p\notin { P}$. This amounts to a search for the appropriate face $F$ of ${ P}$ for…

Numerical Analysis · Mathematics 2023-02-21 Marc Stromberg

In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…

Optimization and Control · Mathematics 2015-09-29 Reza Takapoui , Nicholas Moehle , Stephen Boyd , Alberto Bemporad

Kernel methods have recently attracted resurgent interest, showing performance competitive with deep neural networks in tasks such as speech recognition. The random Fourier features map is a technique commonly used to scale up kernel…

Machine Learning · Computer Science 2018-02-01 Tri Dao , Christopher De Sa , Christopher Ré

An Orthogonal Least Squares (OLS) based feature selection method is proposed for both binomial and multinomial classification. The novel Squared Orthogonal Correlation Coefficient (SOCC) is defined based on Error Reduction Ratio (ERR) in…

Machine Learning · Computer Science 2021-11-09 Sikai Zhang , Zi-Qiang Lang

We study a generalized nonconvex Burer-Monteiro formulation for low-rank minimization problems. We use recent results on non-Euclidean first order methods to provide efficient and scalable algorithms. Our approach uses geometries induced by…

Optimization and Control · Mathematics 2021-02-18 Radu-Alexandru Dragomir , Alexandre d'Aspremont , Jérôme Bolte

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Feature selection for predictive analytics is the problem of identifying a minimal-size subset of features that is maximally predictive of an outcome of interest. To apply to molecular data, feature selection algorithms need to be scalable…

Machine Learning · Statistics 2020-04-02 Michail Tsagris , Zacharias Papadovasilakis , Kleanthi Lakiotaki , Ioannis Tsamardinos

The Khatri-Rao product is extensively used in array processing, tensor decomposition, and multi-way data analysis. Many applications require a least-squares (LS) Khatri-Rao factorization. In broadband sensor array problems, polynomial…

Signal Processing · Electrical Eng. & Systems 2025-04-01 Faizan A. Khattak , Fazal-E-Asim , Stephan Weiss , Andre L. F. de Almeida

When data is stored, compressed, or communicated through a media such as cable or air, sources of noise and other parameters such as EMI, crosstalk, and distance can considerably affect the reliability of these data. Error detection and…

Information Theory · Computer Science 2016-11-18 Naima Kaabouch , Aparna Dhirde , Saleh Faruque

A new algorithm for one-dimensional minimization is described in detail and the results of some tests on practical cases are reported and illustrated. The method requires only punctual computation of the function, and is suitable to be…

Optimization and Control · Mathematics 2017-08-24 Glauco Masotti

Effective features can improve the performance of a model, which can thus help us understand the characteristics and underlying structure of complex data. Previous feature selection methods usually cannot keep more local structure…

Machine Learning · Computer Science 2019-10-10 Xia Wu , Xueyuan Xu , Jianhong Liu , Hailing Wang , Bin Hu , Feiping Nie

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

The least squares method provides the best-fit curve by minimizing the total squares error. In this work, we provide the modified least squares method based on the fractional orthogonal polynomials that belong to the space $M_{n}^{\lambda}…

Numerical Analysis · Mathematics 2024-05-02 Abhishek Kumar Singh , Mani Mehra , Anatoly A. Alikhanov