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Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…

Methodology · Statistics 2022-06-10 Chau Tran , Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

Standard likelihood penalties to learn Gaussian graphical models are based on regularising the off-diagonal entries of the precision matrix. Such methods, and their Bayesian counterparts, are not invariant to scalar multiplication of the…

Methodology · Statistics 2023-11-16 Jack Storror Carter , David Rossell , Jim Q. Smith

This letter generalizes the Graph Signal Recovery (GSR) problem in Graph Signal Processing (GSP) to the Quaternion domain. It extends the Quaternion Least Mean Square (QLMS) in adaptive filtering literature, and Graph LMS (GLMS) algorithm…

Signal Processing · Electrical Eng. & Systems 2025-09-24 Hamideh-Sadat Fazael-Ardekani , Hadi Zayyani , Hamid Soltanian-Zadeh

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

Tuning a complex simulation code refers to the process of improving the agreement of a code calculation with respect to a set of experimental data by adjusting parameters implemented in the code. This process belongs to the class of inverse…

Computation · Statistics 2024-08-19 Yun Am Seo , Youngsaeng Lee , Jeong-Soo Park

We study theoretical runtime guarantees for a class of optimization problems that occur in a wide variety of inference problems. these problems are motivated by the lasso framework and have applications in machine learning and computer…

Data Structures and Algorithms · Computer Science 2012-09-10 Hui Han Chin , Aleksander Madry , Gary Miller , Richard Peng

We provide a framework and algorithm for tuning the hyperparameters of the Graphical Lasso via a bilevel optimization problem solved with a first-order method. In particular, we derive the Jacobian of the Graphical Lasso solution with…

Machine Learning · Computer Science 2024-06-14 Can Pouliquen , Paulo Gonçalves , Mathurin Massias , Titouan Vayer

In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line…

Machine Learning · Statistics 2024-05-09 Abrar Zahin , Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut , Gautam Dasarathy

Recommendation algorithm plays an important role in recommendation system (RS), which predicts users' interests and preferences for some given items based on their known information. Recently, a recommendation algorithm based on the graph…

Information Retrieval · Computer Science 2023-07-06 Guangrui Yang , Lihua Yang , Qing Zhang , Zhihua Yang

Most compilers for machine learning (ML) frameworks need to solve many correlated optimization problems to generate efficient machine code. Current ML compilers rely on heuristics based algorithms to solve these optimization problems one at…

We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to…

Machine Learning · Statistics 2015-06-02 Wesley Tansey , James G. Scott

Deep Neural Networks have achieved remarkable success relying on the developing high computation capability of GPUs and large-scale datasets with increasing network depth and width in image recognition, object detection and many other…

Machine Learning · Computer Science 2020-01-08 E Zhenqian , Gao Weiguo

Computing high-quality graph partitions is a challenging problem with numerous applications. In this paper, we present a novel meta-heuristic for the balanced graph partitioning problem. Our approach is based on integer linear programs that…

Data Structures and Algorithms · Computer Science 2018-02-21 Alexandra Henzinger , Alexander Noe , Christian Schulz

In regularization Self-Supervised Learning (SSL) methods for graphs, computational complexity increases with the number of nodes in graphs and embedding dimensions. To mitigate the scalability of non-contrastive graph SSL, we propose a…

Machine Learning · Computer Science 2024-02-16 Ali Saheb Pasand , Reza Moravej , Mahdi Biparva , Raika Karimi , Ali Ghodsi

Previous research has sought to enhance the graph reasoning capabilities of LLMs by supervised fine-tuning on synthetic graph data. While these led to specialized LLMs better at solving graph algorithm problems, we don't need LLMs for…

Machine Learning · Computer Science 2025-08-19 Yizhuo Zhang , Heng Wang , Shangbin Feng , Zhaoxuan Tan , Xinyun Liu , Yulia Tsvetkov

In this paper, we consider the Graphical Lasso (GL), a popular optimization problem for learning the sparse representations of high-dimensional datasets, which is well-known to be computationally expensive for large-scale problems.…

Machine Learning · Statistics 2017-11-28 Salar Fattahi , Richard Y. Zhang , Somayeh Sojoudi

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…

Methodology · Statistics 2021-01-07 Solt Kovács , Tobias Ruckstuhl , Helena Obrist , Peter Bühlmann

We study the problem of selection of regularization parameter in penalized Gaussian graphical models. When the goal is to obtain the model with good predicting power, cross validation is the gold standard. We present a new estimator of…

Methodology · Statistics 2014-03-06 Ivan Vujacic , Antonino Abbruzzo , Ernst Wit

Graph Self-Supervised Learning (GSSL) has emerged as a powerful paradigm for generating high-quality representations for graph-structured data. While multi-scale graph contrastive learning has received increasing attention, many existing…

Machine Learning · Computer Science 2026-05-14 Mohamed Mahmoud Amar , Nairouz Mrabah , Mohamed Bouguessa , Abdoulaye Baniré Diallo
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