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Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Rémi Bardenet

We propose discrete determinantal point processes (DPPs) for priors on the model parameter in Bayesian variable selection. By our variable selection method, collinear predictors are less likely to be selected simultaneously because of the…

Methodology · Statistics 2021-05-26 Mutsuki Kojima , Fumiyasu Komaki

Determinantal point processes (DPPs) have emerged as a kernelized alternative to vanilla independent sampling for generating efficient minibatches, coresets and other parsimonious representations of large-scale datasets. While theoretical…

Machine Learning · Statistics 2026-05-14 Hoang-Son Tran , Pranav Gupta , Rémi Bardenet , Subhroshekhar Ghosh

Random restart of a given algorithm produces many partitions to yield a consensus clustering. Ensemble methods such as consensus clustering have been recognized as more robust approaches for data clustering than single clustering…

Machine Learning · Statistics 2021-02-09 Serge Vicente , Alejandro Murua

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point…

Machine Learning · Computer Science 2017-09-12 Cheng Zhang , Hedvig Kjellstrom , Stephan Mandt

Unstructured neural network pruning algorithms have achieved impressive compression rates. However, the resulting - typically irregular - sparse matrices hamper efficient hardware implementations, leading to additional memory usage and…

We study modeling and identification of processes with a spectral density matrix of low rank. Equivalently, we consider processes having an innovation of reduced dimension for which Prediction Error Methods (PEM) algorithms are not directly…

Systems and Control · Electrical Eng. & Systems 2021-05-11 Giorgio Picci , Wenqi Cao , Anders Lindquist

We study quadrature rules for functions from an RKHS, using nodes sampled from a determinantal point process (DPP). DPPs are parametrized by a kernel, and we use a truncated and saturated version of the RKHS kernel. This link between the…

Machine Learning · Statistics 2020-01-03 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Stochastic gradient descent (SGD) is a cornerstone of machine learning. When the number N of data items is large, SGD relies on constructing an unbiased estimator of the gradient of the empirical risk using a small subset of the original…

Machine Learning · Statistics 2021-12-14 Remi Bardenet , Subhro Ghosh , Meixia Lin

We present the conditional determinantal point process (DPP) approach to obtain new (mostly Fredholm determinantal) expressions for various eigenvalue statistics in random matrix theory. It is well-known that many (especially $\beta=2$)…

Mathematical Physics · Physics 2023-10-23 Alan Edelman , Sungwoo Jeong

By using the framework of Determinantal Point Processes (DPPs), some theoretical results concerning the interplay between diversity and regularization can be obtained. In this paper we show that sampling subsets with kDPPs results in…

Machine Learning · Computer Science 2021-07-22 Joachim Schreurs , Michaël Fanuel , Johan A. K. Suykens

Determinantal point processes (a.k.a. DPPs) have recently become popular tools for modeling the phenomenon of negative dependence, or repulsion, in data. However, our understanding of an analogue of a classical parametric statistical theory…

Machine Learning · Statistics 2021-11-22 Subhro Ghosh , Philippe Rigollet

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

Machine Learning · Computer Science 2017-11-21 Shaunak D. Bopardikar , George S. Eskander Ekladious

Semi-parametric regression models are used in several applications which require comprehensibility without sacrificing accuracy. Typical examples are spline interpolation in geophysics, or non-linear time series problems, where the system…

Machine Learning · Computer Science 2021-03-10 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out.…

Methodology · Statistics 2023-08-23 Frédéric Lavancier , Ege Rubak

Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…

Machine Learning · Computer Science 2016-11-15 Tarun Kathuria , Amit Deshpande , Pushmeet Kohli

Understanding how subsets of items are chosen from offered sets is critical to assortment planning, wireless network planning, and many other applications. There are two seemingly unrelated subset choice models that capture dependencies…

Machine Learning · Computer Science 2023-02-23 Sander Aarts , David B. Shmoys , Alex Coy

Subset selection problems ask for a small, diverse yet representative subset of the given data. When pairwise similarities are captured by a kernel, the determinants of submatrices provide a measure of diversity or independence of items…

Data Structures and Algorithms · Computer Science 2016-07-07 Tarun Kathuria , Amit Deshpande

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

Statistics Theory · Mathematics 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

Low-rank matrix decomposition has gained great popularity recently in scaling up kernel methods to large amounts of data. However, some limitations could prevent them from working effectively in certain domains. For example, many existing…

Machine Learning · Computer Science 2012-08-27 Kai Zhang , Liang Lan , Jun Liu , andreas Rauber , Fabian Moerchen