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We propose a new algorithm to the problem of polygonal curve approximation based on a multiresolution approach. This algorithm is suboptimal but still maintains some optimality between successive levels of resolution using dynamic…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Pierre-François Marteau , Gilbas Ménier

In this work, we broadly connect kernel-based filtering (e.g. approaches such as the bilateral filters and nonlocal means, but also many more) with general variational formulations of Bayesian regularized least squares, and the related…

Computer Vision and Pattern Recognition · Computer Science 2019-05-01 Frank Ong , Peyman Milanfar , Pascal Getreuer

Low-rank approximation of kernels is a fundamental mathematical problem with widespread algorithmic applications. Often the kernel is restricted to an algebraic variety, e.g., in problems involving sparse or low-rank data. We show that…

Machine Learning · Computer Science 2023-10-02 Jason M. Altschuler , Pablo A. Parrilo

We consider scattered data approximation in samplet coordinates with $\ell_1$-regularization. The application of an $\ell_1$-regularization term enforces sparsity of the coefficients with respect to the samplet basis. Samplets are…

Machine Learning · Statistics 2024-04-03 Davide Baroli , Helmut Harbrecht , Michael Multerer

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered…

Numerical Analysis · Mathematics 2024-03-12 Yifan Chen , Houman Owhadi , Florian Schäfer

This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…

Optimization and Control · Mathematics 2026-04-21 Boris S. Mordukhovich , Yixia Song , Shangzhi Zeng , Jin Zhang

We solve the problem of best approximation by partial isometries of given rank to an arbitrary rectangular matrix, when the distance is measured in any unitarily invariant norm. In the case where the norm is strictly convex, we parametrize…

Functional Analysis · Mathematics 2016-11-08 Jorge Antezana , Eduardo Chiumiento

For the past 30 years or so, machine learning has stimulated a great deal of research in the study of approximation capabilities (expressive power) of a multitude of processes, such as approximation by shallow or deep neural networks,…

Machine Learning · Computer Science 2025-01-07 Hrushikesh Mhaskar

Over the past few years, Multi-Kernel Learning (MKL) has received significant attention among data-driven feature selection techniques in the context of kernel-based learning. MKL formulations have been devised and solved for a broad…

Machine Learning · Computer Science 2014-01-22 Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

Sparse tensor best rank-1 approximation (BR1Approx), which is a sparsity generalization of the dense tensor BR1Approx, and is a higher-order extension of the sparse matrix BR1Approx, is one of the most important problems in sparse tensor…

Numerical Analysis · Mathematics 2022-07-15 Xianpeng Mao , Yuning Yang

In this paper, we first describe a matricial Newton-type algorithm designed to solve the multivariable spectrum approximation problem. We then prove its global convergence. Finally, we apply this approximation procedure to multivariate…

Optimization and Control · Mathematics 2008-09-30 Federico Ramponi , Augusto Ferrante , Michele Pavon

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize…

Machine Learning · Statistics 2022-04-13 Jonas Wacker , Maurizio Filippone

In this paper, a novel method to adaptively approximate the solution to stochastic differential equations, which is based on compressive sampling and sparse recovery, is introduced. The proposed method consider the problem of sparse…

Numerical Analysis · Mathematics 2013-07-03 Behrooz Azarkhalili

We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…

Machine Learning · Computer Science 2014-08-12 Vikas Sindhwani , Ha Quang Minh , Aurelie Lozano

We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…

Machine Learning · Statistics 2013-03-11 Vikas Sindhwani , Minh Ha Quang , Aurelie C. Lozano

A basic problem of approximation theory, the approximation of functions from the Sobolev space W_p^r([0,1]^d) in the norm of L_q([0,1]^d), is considered from the point of view of quantum computation. We determine the quantum query…

Quantum Physics · Physics 2007-05-23 Stefan Heinrich

We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…

Optimization and Control · Mathematics 2020-03-17 Alejandra Peña-Ordieres , James R. Luedtke , Andreas Wächter

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…

Machine Learning · Statistics 2018-02-21 Xiao Zhang , Lingxiao Wang , Quanquan Gu

A parallelized quantum dynamics package using the Smolyak algorithm for general molecular simulation is introduced in this work. The program has no limitation of the Hamiltonian form and provides high flexibility on the simulation setup to…

Computational Physics · Physics 2021-12-06 Ahai Chen , André Nauts , David Lauvergnat