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When the competing classes in a classification problem are not of comparable size, many popular classifiers exhibit a bias towards larger classes, and the nearest neighbor classifier is no exception. To take care of this problem, we develop…
Finding a suitable data representation for a specific task has been shown to be crucial in many applications. The success of subspace clustering depends on the assumption that the data can be separated into different subspaces. However,…
Approximate nearest neighbor search (ANNS) is a fundamental problem in databases and data mining. A scalable ANNS algorithm should be both memory-efficient and fast. Some early graph-based approaches have shown attractive theoretical…
This paper examines the implementation of a statistical arbitrage trading strategy based on co-integration relationships where we discover candidate portfolios using multiple factors rather than just price data. The portfolio selection…
Clustering is a fundamental tool that has garnered significant interest across a wide range of applications including text analysis. To improve clustering accuracy, many researchers have incorporated background knowledge, typically in the…
Graph clustering is widely used in many data analysis applications. In this paper we propose several parallel graph clustering algorithms based on Monte Carlo simulations and expectation maximization in the context of stochastic block…
Relationship between agents can be conveniently represented by graphs. When these relationships have different modalities, they are better modelled by multilayer graphs where each layer is associated with one modality. Such graphs arise…
Multisource data has spurred the development of advanced clustering algorithms, such as multi-view clustering, which critically relies on constructing similarity matrices. Traditional algorithms typically generate these matrices from sample…
Graph-based clustering has shown promising performance in many tasks. A key step of graph-based approach is the similarity graph construction. In general, learning graph in kernel space can enhance clustering accuracy due to the…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
The performance of spectral clustering heavily relies on the quality of affinity matrix. A variety of affinity-matrix-construction (AMC) methods have been proposed but they have hyperparameters to determine beforehand, which requires strong…
Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…
The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…
We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…
The modern image search system requires semantic understanding of image, and a key yet under-addressed problem is to learn a good metric for measuring the similarity between images. While deep metric learning has yielded impressive…
ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…
Efficient extraction of useful knowledge from these data is still a challenge, mainly when the data is distributed, heterogeneous and of different quality depending on its corresponding local infrastructure. To reduce the overhead cost,…
We present new refinement heuristics for the balanced graph partitioning problem that break with an age-old rule. Traditionally, local search only permits moves that keep the block sizes balanced (below a size constraint). In this work, we…
Clustering is a widely used technique in data mining applications for discovering patterns in underlying data. Most traditional clustering algorithms are limited to handling datasets that contain either numeric or categorical attributes.…
Spectral clustering is a popular tool in network data analysis, with applications in a variety of scientific application areas. However, many studies have shown that classical spectral clustering does not perform well on certain network…