Related papers: Noise-Tolerant Life-Long Matrix Completion via Ada…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…
In lifelong learning, a learner faces a sequence of tasks with shared structure and aims to identify and leverage it to accelerate learning. We study the setting where such structure is captured by a common representation of data. Unlike…
This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…
The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime…
We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true underlying matrix. This problem consists of an important…
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…
Statistically consistent methods based on the noise transition matrix ($T$) offer a theoretically grounded solution to Learning with Noisy Labels (LNL), with guarantees of convergence to the optimal clean-data classifier. In practice,…
We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…
We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…
A novel correction algorithm is proposed for multi-class classification problems with corrupted training data. The algorithm is non-intrusive, in the sense that it post-processes a trained classification model by adding a correction…
We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…
Top-N recommender systems have been investigated widely both in industry and academia. However, the recommendation quality is far from satisfactory. In this paper, we propose a simple yet promising algorithm. We fill the user-item matrix…
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…
Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…
Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
Completing a data matrix X has become an ubiquitous problem in modern data science, with applications in recommender systems, computer vision, and networks inference, to name a few. One typical assumption is that X is low-rank. A more…
We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…