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Motivated by the need for efficient estimation of conditional expectations, we consider a least-squares function approximation problem with heavily polluted data. Existing methods that are effective in the small-noise regime are suboptimal…

Machine Learning · Statistics 2026-05-26 Ben Adcock , Bernhard Hientzsch , Akil Narayan , Yiming Xu

Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…

Information Theory · Computer Science 2015-01-29 Beiyi Liu , Guan Gui , Li Xu , Nobuhiro Shimoi

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

Supervised fine-tuning (SFT) and alignment of large language models (LLMs) are key steps in providing a good user experience. However, the concept of an appropriate alignment is inherently application-dependent, and current methods often…

Machine Learning · Computer Science 2025-03-18 Guneet S. Dhillon , Xingjian Shi , Yee Whye Teh , Alex Smola

Quantum-inspired tensor networks algorithms have shown to be effective and efficient models for machine learning tasks, including anomaly detection. Here, we propose a highly parallelizable quantum-inspired approach which we call SMT-AD…

Machine Learning · Computer Science 2026-04-09 Apimuk Sornsaeng , Si Min Chan , Wenxuan Zhang , Swee Liang Wong , Joshua Lim , Dario Poletti

We present a numerical algorithm for nonnegative matrix factorization (NMF) problems under noisy separability. An NMF problem under separability can be stated as one of finding all vertices of the convex hull of data points. The research…

Machine Learning · Statistics 2015-03-06 Tomohiko Mizutani

The Kalman filter (KF)-based active noise control (ANC) system demonstrates superior tracking and faster convergence compared to the least mean square (LMS) method, particularly in dynamic noise cancellation scenarios. However, in…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Junwei Ji , Dongyuan Shi , Boxiang Wang , Xiaoyi Shen , Zhengding Luo , Woon-Seng Gan

This paper presents a stochastic behavior analysis of a kernel-based stochastic restricted-gradient descent method. The restricted gradient gives a steepest ascent direction within the so-called dictionary subspace. The analysis provides…

Machine Learning · Computer Science 2014-10-15 Masa-aki Takizawa , Masahiro Yukawa , Cedric Richard

The newly proposed $l_1$ norm constraint zero-point attraction Least Mean Square algorithm (ZA-LMS) demonstrates excellent performance on exact sparse system identification. However, ZA-LMS has less advantage against standard LMS when the…

Information Theory · Computer Science 2013-03-12 Jian Jin , Qing Qu , Yuantao Gu

An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…

Machine Learning · Computer Science 2023-07-10 Zhenxun Zhuang

Interfering sources, background noise and reverberation degrade speech quality and intelligibility in hearing aid applications. In this paper, we present an adaptive algorithm aiming at dereverberation, noise and interferer reduction and…

Audio and Speech Processing · Electrical Eng. & Systems 2023-03-14 Henri Gode , Simon Doclo

We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…

Machine Learning · Computer Science 2015-07-08 Hanie Sedghi , Anima Anandkumar , Edmond Jonckheere

Reducing the interference noise in a monaural noisy speech signal has been a challenging task for many years. Compared to traditional unsupervised speech enhancement methods, e.g., Wiener filtering, supervised approaches, such as algorithms…

Sound · Computer Science 2017-09-19 Nasser Mohammadiha , Paris Smaragdis , Arne Leijon

The BCJR algorithm is renowned for its optimal equalization, minimizing bit error rate (BER) over intersymbol interference (ISI) channels. However, its complexity grows exponentially with the channel memory, posing a significant…

Signal Processing · Electrical Eng. & Systems 2025-03-14 Vadim Rozenfeld , Dan Raphaeli , Oded Bialer

We consider the problem of online estimation of a real-valued signal corrupted by oblivious zero-mean noise using linear estimators. The estimator is required to iteratively predict the underlying signal based on the current and several…

Machine Learning · Computer Science 2011-11-16 Dan Garber , Elad Hazan

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…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of…

Numerical Analysis · Computer Science 2016-06-28 Dejiao Zhang , Laura Balzano

We study the performance of centralized least mean-squares (CLMS) algorithms in wireless sensor networks where nodes transmit their data over fading channels to a central processing unit (e.g., fusion center or cluster head), for parameter…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

We propose a method for estimating the entries of a large noisy matrix when the variance of the noise, $\sigma^2$, is unknown without putting any assumption on the rank of the matrix. We consider the estimator for $\sigma$ introduced by…

Statistics Theory · Mathematics 2019-10-30 Mona Azadkia

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers