Related papers: A Robust Variable Step Size Fractional Least Mean …

While building machine learning models, Feature selection (FS) stands out as an essential preprocessing step used to handle the uncertainty and vagueness in the data. Recently, the minimum Redundancy and Maximum Relevance (mRMR) approach…

The LMS algorithm is one of the most successful adaptive filtering algorithms. It uses the instantaneous value of the square of the error signal as an estimate of the mean-square error (MSE). The LMS algorithm changes (adapts) the filter…

This work presents a distributed algorithm for nonlinear adaptive learning. In particular, a set of nodes obtain measurements, sequentially one per time step, which are related via a nonlinear function; their goal is to collectively…

Few-shot semantic segmentation (FSS) aims to enable models to segment novel/unseen object classes using only a limited number of labeled examples. However, current FSS methods frequently struggle with generalization due to incomplete and…

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

We study the functional linear regression model with a scalar response and a Hilbert space-valued predictor, a canonical example of an ill-posed inverse problem. We show that the functional partial least squares (PLS) estimator attains…

The machine learning random Fourier feature method for data in high dimension is computationally and theoretically attractive since the optimization is based on a convex standard least squares problem and independent sampling of Fourier…

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Partial least squares, as a dimension reduction method, has become increasingly important for its ability to deal with problems with a large number of variables. Since noisy variables may weaken the performance of the model, the sparse…

Frequent Subgraph Mining (FSM) is the process of identifying common subgraph patterns that surpass a predefined frequency threshold. While FSM is widely applicable in fields like bioinformatics, chemical analysis, and social network anomaly…

We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

This paper proposes a new leaky least mean square (leaky LMS, LLMS) algorithm in which a norm penalty is introduced to force the solution to be sparse in the application of system identification. The leaky LMS algorithm is derived because…

Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…

A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

We study the Frank-Wolfe algorithm for constrained optimization problems with relatively smooth objectives. Building upon our previous work, we propose a fully adaptive variant of the Frank-Wolfe method that dynamically adjusts the step…

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…