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Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

Optimization and Control · Mathematics 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Machine Learning · Statistics 2025-08-08 Pierre Ablin , Simon Vary , Bin Gao , P. -A. Absil

Sufficient dimension reduction (SDR), which seeks a lower-dimensional subspace of the predictors containing regression or classification information has been popular in a machine learning community. In this work, we present a new R software…

Computation · Statistics 2024-09-06 Jungmin Shin , Seung Jun Shin , Andreas Artemiou

Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…

Optimization and Control · Mathematics 2025-05-20 Andi Han , Pierre-Louis Poirion , Akiko Takeda

Dimension reduction (DR) methods provide systematic approaches for analyzing high-dimensional data. A key requirement for DR is to incorporate global dependencies among original and embedded samples while preserving clusters in the…

Machine Learning · Statistics 2023-03-10 Antoine Collas , Titouan Vayer , Rémi Flamary , Arnaud Breloy

Sufficient dimension reduction (SDR) is a valuable approach for handling high-dimensional data. Outer Product Gradient (OPG) is an popular approach. However, because of focusing the mean regression function, OPG may ignore some directions…

Methodology · Statistics 2024-07-31 Zheng Li , Chong Ding , Wei Gao

Searching for the $k$-nearest neighbors (KNN) in multimodal data retrieval is computationally expensive, particularly due to the inherent difficulty in comparing similarity measures across different modalities. Recent advances in multimodal…

Machine Learning · Computer Science 2025-08-25 Chengyu Gong , Gefei Shen , Luanzheng Guo , Nathan Tallent , Dongfang Zhao

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…

Optimization and Control · Mathematics 2023-03-17 Sholom Schechtman , Daniil Tiapkin , Michael Muehlebach , Eric Moulines

Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…

Optimization and Control · Mathematics 2019-06-18 Honglin Yuan , Xiaoyi Gu , Rongjie Lai , Zaiwen Wen

SDRcausal is a package that implements sufficient dimension reduction methods for causal inference as proposed in Ghosh, Ma, and de Luna (2021). The package implements (augmented) inverse probability weighting and outcome regression…

Computation · Statistics 2021-05-07 Mohammad Ghasempour , Xavier de Luna

We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino

Nonlinear dimension reduction methods provide a low-dimensional representation of high-dimensional data by applying a Nonlinear transformation. However, the complexity of the transformations and data structures can create wildly different…

We introduce a novel approach to perform first-order optimization with orthogonal and unitary constraints. This approach is based on a parametrization stemming from Lie group theory through the exponential map. The parametrization…

Machine Learning · Computer Science 2019-09-23 Mario Lezcano-Casado , David Martínez-Rubio

Sufficient dimension reduction (SDR) is an effective tool for regression models, offering a viable approach to address and analyze the nonlinear nature of regression problems. This paper introduces the itdr R package, a comprehensive and…

Methodology · Statistics 2023-07-18 Tharindu P. De Alwis , S. Yaser Samadi , Jiaying Weng

Orthogonal matrix has shown advantages in training Recurrent Neural Networks (RNNs), but such matrix is limited to be square for the hidden-to-hidden transformation in RNNs. In this paper, we generalize such square orthogonal matrix to…

Machine Learning · Computer Science 2017-11-22 Lei Huang , Xianglong Liu , Bo Lang , Adams Wei Yu , Yongliang Wang , Bo Li

Iterative steady-state solvers are widely used in computational fluid dynamics. Unfortunately, it is difficult to obtain steady-state solution for unstable problem caused by physical instability and numerical instability. Optimization is a…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Wenbo Cao , Yilang Liu , Xianglin Shan , Chuanqiang Gao , Weiwei Zhang

We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…

Optimization and Control · Mathematics 2023-03-09 Frank Permenter , Pablo A. Parrilo

Large language model (LLM) alignment faces a critical dilemma when addressing multiple human preferences: improvements in one dimension frequently come at the expense of others, creating unavoidable trade-offs between competing objectives…

Sufficient dimension reduction (SDR) is continuing an active research field nowadays for high dimensional data. It aims to estimate the central subspace (CS) without making distributional assumption. To overcome the large-$p$-small-$n$…

Methodology · Statistics 2017-03-22 Hung Hung , Su-Yun Huang

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet
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