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In this paper, we develop a new decomposition technique for solving bi-objective linear programming problems. The proposed methodology combines the bi-objective simplex algorithm with Benders decomposition and can be used to obtain a…

Optimization and Control · Mathematics 2024-09-02 Andrea Raith , Richard Lusby , Ali Akbar Sohrabi Yousefkhan

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that…

Numerical Analysis · Computer Science 2015-06-19 A. Cichocki , D. Mandic , A-H. Phan , C. Caiafa , G. Zhou , Q. Zhao , L. De Lathauwer

We develop computational methods for approximating the solution of a linear multi-term matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and…

Numerical Analysis · Mathematics 2020-06-16 Kookjin Lee , Howard C. Elman , Catherine E. Powell , Dongeun Lee

We consider the problem of mixed linear regression (MLR), where each observed sample belongs to one of $K$ unknown linear models. In practical applications, the proportions of the $K$ components are often imbalanced. Unfortunately, most MLR…

Machine Learning · Statistics 2023-01-31 Pini Zilber , Boaz Nadler

We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for…

Machine Learning · Statistics 2015-02-16 Yudong Chen , Xinyang Yi , Constantine Caramanis

In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…

Signal Processing · Electrical Eng. & Systems 2023-07-26 Nerya Granot , Tzvi Diskin , Nicolas Dobigeon , Ami Wiesel

This paper aims at distributed algorithms for solving a system of linear algebraic equations. Different from most existing formulations for this problem, we assume that the local data at each node is not accurately measured but subject to…

Optimization and Control · Mathematics 2023-05-10 Yutao Tang , Yicheng Zhang , Ruonan Li , Xinghu Wang

We present a novel, global algorithm for solving polynomial multiparameter eigenvalue problems (PMEPs) by leveraging a hidden variable tensor Dixon resultant framework. Our method transforms a PMEP into one or more univariate polynomial…

Numerical Analysis · Mathematics 2025-04-01 Emil Graf , Alex Townsend

This article investigates a fast and stable method to solve Henderson's mixed model equation. The proposed algorithm is stable in that it avoids inverting a matrix of a large dimension and hence is free from the curse of dimensionality.…

Computation · Statistics 2017-10-27 Jiwoong Kim

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…

Machine Learning · Computer Science 2014-11-17 Anima Anandkumar , Rong Ge , Daniel Hsu , Sham M. Kakade , Matus Telgarsky

Tensor classification is gaining importance across fields, yet handling partially observed data remains challenging. In this paper, we introduce a novel approach to tensor classification with incomplete data, framed within high-dimensional…

Machine Learning · Statistics 2024-11-01 Elynn Chen , Yuefeng Han , Jiayu Li

The Symbolic Regression (SR) problem, where the goal is to find a regression function that does not have a pre-specified form but is any function that can be composed of a list of operators, is a hard problem in machine learning, both…

Machine Learning · Computer Science 2020-06-15 Vernon Austel , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Tyler Josephson , Nimrod Megiddo

Symmetric tensor decomposition is an important problem with applications in several areas for example signal processing, statistics, data analysis and computational neuroscience. It is equivalent to Waring's problem for homogeneous…

Symbolic Computation · Computer Science 2019-09-12 Matías Bender , Jean-Charles Faugère , Ludovic Perret , Elias Tsigaridas

Given a matrix $M\in \mathbb{R}^{m\times n}$, the low rank matrix completion problem asks us to find a rank-$k$ approximation of $M$ as $UV^\top$ for $U\in \mathbb{R}^{m\times k}$ and $V\in \mathbb{R}^{n\times k}$ by only observing a few…

Machine Learning · Computer Science 2024-04-03 Yuzhou Gu , Zhao Song , Junze Yin , Lichen Zhang

Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…

Statistics Theory · Mathematics 2021-11-30 Dominic Richards , Sahand N. Negahban , Patrick Rebeschini

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

Modern scientific studies often collect data sets in the forms of tensors, which call for innovative statistical analysis methods. In particular, there is a pressing need for tensor clustering methods to understand the heterogeneity in the…

Methodology · Statistics 2021-04-27 Qing Mai , Xin Zhang , Yuqing Pan , Kai Deng

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…

Computer Vision and Pattern Recognition · Computer Science 2015-12-03 Xiaowei Zhou , Menglong Zhu , Kostas Daniilidis