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This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The…

Methodology · Statistics 2024-05-14 Bernard Vau , Tudor-Bogdan Airimitoaie

Statistical-physics calculations in machine learning and theoretical neuroscience often involve lengthy derivations that obscure physical interpretation. Here, we give concise, non-replica derivations of several key results and highlight…

Disordered Systems and Neural Networks · Physics 2025-10-29 David G. Clark , Haim Sompolinsky

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

Optimization and Control · Mathematics 2021-05-31 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

Proper regularization is critical for speeding up training, improving generalization performance, and learning compact models that are cost efficient. We propose and analyze regularized gradient descent algorithms for learning shallow…

Machine Learning · Computer Science 2018-06-08 Samet Oymak

We study the choice of the regularisation parameter for linear ill-posed problems in the presence of data noise and operator perturbations, for which a bound on the operator error is known but the data noise-level is unknown. We introduce a…

Numerical Analysis · Mathematics 2018-07-16 Uno Hämarik , Urve Kangro , Stefan Kindermann , Kemal Raik

This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…

Optimization and Control · Mathematics 2018-04-19 Christian Clason , Thi Bich Tram Do

Learning approaches have recently become very popular in the field of inverse problems. A large variety of methods has been established in recent years, ranging from bi-level learning to high-dimensional machine learning techniques. Most…

Optimization and Control · Mathematics 2017-04-05 Martin Benning , Guy Gilboa , Joana Sarah Grah , Carola-Bibiane Schönlieb

We explore the usage of the Levenberg-Marquardt (LM) algorithm for regression (non-linear least squares) and classification (generalized Gauss-Newton methods) tasks in neural networks. We compare the performance of the LM method with other…

Machine Learning · Computer Science 2022-12-20 Omead Pooladzandi , Yiming Zhou

This paper is concerned with the approximation of the solution of partial differential equations by means of artificial neural networks. Here a feedforward neural network is used to approximate the solution of the partial differential…

Numerical Analysis · Mathematics 2019-04-10 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

Optimization and Control · Mathematics 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

We study Nystr\"om type subsampling approaches to large scale kernel methods, and prove learning bounds in the statistical learning setting, where random sampling and high probability estimates are considered. In particular, we prove that…

Machine Learning · Statistics 2016-03-18 Alessandro Rudi , Raffaello Camoriano , Lorenzo Rosasco

The success of deep neural networks is mostly due their ability to learn meaningful features from the data. Features learned in the hidden layers of deep neural networks trained in computer vision tasks have been shown to be similar to…

Machine Learning · Computer Science 2017-01-04 Biswajit Paria , Vikas Reddy , Anirban Santara , Pabitra Mitra

In this chapter we provide a theoretically founded investigation of state-of-the-art learning approaches for inverse problems from the point of view of spectral reconstruction operators. We give an extended definition of regularization…

Numerical Analysis · Mathematics 2024-06-05 Martin Burger , Samira Kabri

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2016-11-16 Ping Li , Jun Yu , Meng Wang , Luming Zhang , Deng Cai , Xuelong Li

Consider the standard nonparametric regression model and take as estimator the penalized least squares function. In this article, we study the trade-off between closeness to the true function and complexity penalization of the estimator,…

Statistics Theory · Mathematics 2016-10-20 Alan Muro , Sara van de Geer

We consider linear ill-conditioned operator equations in a Hilbert space setting. Motivated by the aggregation method, we consider approximate solutions constructed from linear combinations of Tikhonov regularization, which amounts to…

Numerical Analysis · Mathematics 2023-06-07 Stefan Kindermann , Werner Zellinger

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…

Machine Learning · Computer Science 2023-08-30 Mike Nguyen , Nicole Mücke

This work considers the problem of learning the Markov parameters of a linear system from observed data. Recent non-asymptotic system identification results have characterized the sample complexity of this problem in the single and…

Optimization and Control · Mathematics 2021-12-09 Han Wang , James Anderson