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Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization…

Computer Vision and Pattern Recognition · Computer Science 2016-09-22 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…

Machine Learning · Statistics 2019-05-16 Sheng Xu , Zhou Fan

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

Given a linear regression setting, Iterative Least Trimmed Squares (ILTS) involves alternating between (a) selecting the subset of samples with lowest current loss, and (b) re-fitting the linear model only on that subset. Both steps are…

Machine Learning · Computer Science 2019-11-13 Yanyao Shen , Sujay Sanghavi

We consider to design a new efficient and easy-to-implement algorithm to solve a general group sparse optimization model with a class of non-convex non-Lipschitz regularizations, named as fast iterative thresholding and support-and-scale…

Optimization and Control · Mathematics 2025-01-09 Yanan Zhao , Qiaoli Dong , Yufei Zhao , Chunlin Wu

In approximation of functions based on point values, least-squares methods provide more stability than interpolation, at the expense of increasing the sampling budget. We show that near-optimal approximation error can nevertheless be…

Numerical Analysis · Mathematics 2024-02-14 Abdellah Chkifa , Matthieu Dolbeault

Multiplicative errors in addition to spatially referenced observations often arise in geodetic applications, particularly in surface estimation with light detection and ranging (LiDAR) measurements. However, spatial regression involving…

Methodology · Statistics 2023-09-06 Hojun You , Wei-Ying Wu , Chae Young Lim , Kyubaek Yoon , Jongeun Choi

Effective features can improve the performance of a model, which can thus help us understand the characteristics and underlying structure of complex data. Previous feature selection methods usually cannot keep more local structure…

Machine Learning · Computer Science 2019-10-10 Xia Wu , Xueyuan Xu , Jianhong Liu , Hailing Wang , Bin Hu , Feiping Nie

LSMR is a widely recognized method for solving least squares problems via the double QR decomposition. Various preconditioning techniques have been explored to improve its efficiency. One issue that arises when implementing these…

Numerical Analysis · Mathematics 2024-08-30 Mei Yang , Gul Karaduman , Ren-Cang Li

We consider least-squares problems with quadratic regularization and propose novel sketching-based iterative methods with an adaptive sketch size. The sketch size can be as small as the effective dimension of the data matrix to guarantee…

Machine Learning · Computer Science 2021-04-30 Jonathan Lacotte , Mert Pilanci

In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…

Optimization and Control · Mathematics 2020-05-20 Md Abu Talhamainuddin Ansary , Geetanjali Panda

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

Optimization and Control · Mathematics 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

In this paper, we propose a low-rank approximation method based on discrete least-squares for the approximation of a multivariate function from random, noisy-free observations. Sparsity inducing regularization techniques are used within…

Numerical Analysis · Mathematics 2015-12-09 Mathilde Chevreuil , Régis Lebrun , Anthony Nouy , Prashant Rai

There are many practical applications based on the Least Square Error (LSE) approximation. It is based on a square error minimization 'on a vertical' axis. The LSE method is simple and easy also for analytical purposes. However, if data…

Graphics · Computer Science 2018-02-22 Vaclav Skala

Purpose: To develop a general framework for Parallel Imaging (PI) with the use of Maxwell regularization for the estimation of the sensitivity maps (SMs) and constrained optimization for the parameter-free image reconstruction. Theory and…

Image and Video Processing · Electrical Eng. & Systems 2020-08-21 Matteo Alessandro Francavilla , Stamatios Lefkimmiatis , Jorge F. Villena , Athanasios G. Polimeridis

This work addresses weight optimization problem for fully-connected feed-forward neural networks. Unlike existing approaches that are based on back-propagation (BP) and chain rule gradient-based optimization (which implies iterative…

Machine Learning · Computer Science 2024-06-18 Slavisa Tomic , João Pedro Matos-Carvalho , Marko Beko

The bootstrap algebraic multigrid framework allows for the adaptive construction of algebraic multigrid methods in situations where geometric multigrid methods are not known or not available at all. While there has been some work on…

Numerical Analysis · Mathematics 2018-02-05 Karsten Kahl , Matthias Rottmann

The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…

Data Structures and Algorithms · Computer Science 2019-07-11 Alina Ene , Adrian Vladu

The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…

Numerical Analysis · Mathematics 2015-06-02 Mike Espig , Wolfgang Hackbusch , Aram Khachatryan
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