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In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the…

Statistics Theory · Mathematics 2017-10-13 Liliana Forzani , Rodrigo García Arancibia , Pamela Llop , Diego Tomassi

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors into a lower-dimensional space. In one…

Methodology · Statistics 2017-06-06 Timothy I. Cannings , Richard J. Samworth

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

We establish upper bounds for the expected excess risk of models trained by proper iterative algorithms which approximate the local minima. Unlike the results built upon the strong globally strongly convexity or global growth conditions…

Machine Learning · Computer Science 2022-10-11 Mingyang Yi , Ruoyu Wang , Zhi-Ming Ma

In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-28 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

The primary objective of learning methods is generalization. Classic uniform generalization bounds, which rely on VC-dimension or Rademacher complexity, fail to explain the significant attribute that over-parameterized models in deep…

Machine Learning · Computer Science 2025-03-07 Lijia Yu , Yibo Miao , Yifan Zhu , Xiao-Shan Gao , Lijun Zhang

In numerous practical applications, especially in medical image reconstruction, it is often infeasible to obtain a large ensemble of ground-truth/measurement pairs for supervised learning. Therefore, it is imperative to develop unsupervised…

Image and Video Processing · Electrical Eng. & Systems 2021-03-31 Subhadip Mukherjee , Ozan Öktem , Carola-Bibiane Schönlieb

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…

Machine Learning · Computer Science 2015-07-21 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

In this paper, we consider the problem of learning high-dimensional tensor regression problems with low-rank structure. One of the core challenges associated with learning high-dimensional models is computation since the underlying…

Machine Learning · Statistics 2016-12-01 Han Chen , Garvesh Raskutti , Ming Yuan

For safely applying reinforcement learning algorithms on high-dimensional nonlinear dynamical systems, a simplified system model is used to formulate a safe reinforcement learning framework. Based on the simplified system model, a…

Robotics · Computer Science 2021-09-09 Zhehua Zhou , Ozgur S. Oguz , Marion Leibold , Martin Buss

With the tremendous success of deep learning in visual tasks, the representations extracted from intermediate layers of learned models, that is, deep features, attract much attention of researchers. Previous empirical analysis shows that…

Computer Vision and Pattern Recognition · Computer Science 2020-03-31 Qi Qian , Juhua Hu , Hao Li

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

Anomaly detection is an important problem in many application areas, such as network security. Many deep learning methods for unsupervised anomaly detection produce good empirical performance but lack theoretical guarantees. By casting…

Machine Learning · Statistics 2024-09-16 Tian-Yi Zhou , Matthew Lau , Jizhou Chen , Wenke Lee , Xiaoming Huo

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2016-11-16 Ping Li , Jun Yu , Meng Wang , Luming Zhang , Deng Cai , Xuelong Li