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This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the…

Machine Learning · Computer Science 2014-08-20 Franz J. Király , Louis Theran , Ryota Tomioka

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper…

Machine Learning · Statistics 2015-03-26 Yang Cao , Yao Xie

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…

Machine Learning · Statistics 2020-03-23 Xiaojun Mao , Raymond K. W. Wong , Song Xi Chen

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

Relying on the co-area formula, an exact relaxation framework for minimizing objectives involving the total variation of a binary valued function (of bounded variation) is presented. The underlying problem class covers many important…

Optimization and Control · Mathematics 2012-10-30 Martin Burger , Yiqiu Dong , Michael Hintermüller

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…

Machine Learning · Computer Science 2016-04-20 Yang Cao , Yao Xie

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

This paper investigates the problem of simultaneously predicting multiple binary responses by utilizing a shared set of covariates. Our approach incorporates machine learning techniques for binary classification, without making assumptions…

Methodology · Statistics 2024-03-07 The Tien Mai

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

Many practical problems involve the recovery of a binary matrix from partial information, which makes the binary matrix completion (BMC) technique received increasing attention in machine learning. In particular, we consider a special case…

Machine Learning · Computer Science 2019-04-09 Chunsheng Liu

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…

Optimization and Control · Mathematics 2022-02-21 Bin Gao , P. -A. Absil

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…

Machine Learning · Computer Science 2013-06-05 Prateek Jain , Inderjit S. Dhillon

Matrix completion refers to completing a low-rank matrix from a few observed elements of its entries and has been known as one of the significant and widely-used problems in recent years. The required number of observations for exact…

Information Theory · Computer Science 2021-11-02 Hamideh. Sadat Fazael Ardakani , Niloufar Rahmani , Sajad Daei

Meta-Learning aims to speed up the learning process on new tasks by acquiring useful inductive biases from datasets of related learning tasks. While, in practice, the number of related tasks available is often small, most of the existing…

Machine Learning · Statistics 2023-12-27 Jonas Rothfuss , Martin Josifoski , Vincent Fortuin , Andreas Krause

This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and…

Statistics Theory · Mathematics 2012-11-13 Tingni Sun , Cun-Hui Zhang