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In this paper we develop a new Bayesian inference method for low rank matrix reconstruction. We call the new method the Relevance Singular Vector Machine (RSVM) where appropriate priors are defined on the singular vectors of the underlying…

Numerical Analysis · Computer Science 2014-07-02 Martin Sundin , Saikat Chatterjee , Magnus Jansson , Cristian R. Rojas

Support vector machines (SVM) and other kernel techniques represent a family of powerful statistical classification methods with high accuracy and broad applicability. Because they use all or a significant portion of the training data,…

Machine Learning · Statistics 2023-01-31 Peter Mills

In most adaptive signal processing applications, system linearity is assumed and adaptive linear filters are thus used. The traditional class of supervised adaptive filters rely on error-correction learning for their adaptive capability.…

Machine Learning · Computer Science 2015-08-31 Songlin Zhao

This paper proposes a frequent pattern data mining algorithm based on support vector machine (SVM), aiming to solve the performance bottleneck of traditional frequent pattern mining algorithms in high-dimensional and sparse data…

Machine Learning · Computer Science 2024-12-23 Pochun Li

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

Optimization and Control · Mathematics 2018-02-09 Ligang Sun , Hamza Alkhatib , Boris Kargoll , Vladik Kreinovich , Ingo Neumann

Based on the tensor-based large margin distribution and the nonparallel support tensor machine, we establish a novel classifier for binary classification problem in this paper, termed the Large Margin Distribution based NonParallel Support…

Optimization and Control · Mathematics 2025-07-18 Zhuolin Du , Yisheng Song

Motivated by the surge of interest in Koopman operator theory, we propose a machine-learning alternative based on a functional Bayesian perspective for operator-theoretic modeling of unknown, data-driven, nonlinear dynamical systems. This…

Machine Learning · Computer Science 2024-11-04 Kan Li , José C. Príncipe

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…

Computation · Statistics 2019-05-22 Jian He , Asma Khedher , Peter Spreij

Optimal decision-making under partial observability requires reasoning about the uncertainty of the environment's hidden state. However, most reinforcement learning architectures handle partial observability with sequence models that have…

Machine Learning · Computer Science 2025-02-20 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Low dimensional representations of words allow accurate NLP models to be trained on limited annotated data. While most representations ignore words' local context, a natural way to induce context-dependent representations is to perform…

Machine Learning · Statistics 2015-06-02 David Belanger , Sham Kakade

The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…

Machine Learning · Computer Science 2020-11-06 Ehsan Sadrfaridpour , Korey Palmer , Ilya Safro

Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We…

Machine Learning · Statistics 2010-08-16 Matthias W. Seeger , Hannes Nickisch

Transformers are a class of autoregressive deep learning architectures which have recently achieved state-of-the-art performance in various vision, language, and robotics tasks. We revisit the problem of Kalman Filtering in linear dynamical…

Machine Learning · Computer Science 2024-05-21 Gautam Goel , Peter Bartlett

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Machine Learning · Computer Science 2018-09-05 Magda Gregorová , Jason Ramapuram , Alexandros Kalousis , Stéphane Marchand-Maillet

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Optimization and Control · Mathematics 2017-04-12 Mathias Hudoba de Badyn , Mehran Mesbahi

Tensor, a multi-dimensional data structure, has been exploited recently in the machine learning community. Traditional machine learning approaches are vector- or matrix-based, and cannot handle tensorial data directly. In this paper, we…

Machine Learning · Computer Science 2020-01-03 Cong Chen , Kim Batselier , Wenjian Yu , Ngai Wong

Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…

Machine Learning · Computer Science 2023-08-23 Lakhdar Remaki

Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of the predictive and posterior distributions. This paper introduces a Bayesian filter called the adaptive kernel Kalman filter (AKKF). With this…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

Tensor networks are a class of algorithms aimed at reducing the computational complexity of high-dimensional problems. They are used in an increasing number of applications, from quantum simulations to machine learning. Exploiting data…

Numerical Analysis · Mathematics 2024-10-25 Melven Röhrig-Zöllner , Manuel Joey Becklas , Jonas Thies , Achim Basermann

We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization…

Machine Learning · Computer Science 2014-04-28 Martin Jaggi