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A promising technique for the spectral design of acoustic metamaterials is based on the formulation of suitable constrained nonlinear optimization problems. Unfortunately, the straightforward application of classical gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2021-12-08 Giorgio Gnecco , Andrea Bacigalupo , Francesca Fantoni , Daniela Selvi

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

Machine Learning · Computer Science 2026-03-10 Zhenyu Wang , Molei Liu , Jing Lei , Francis Bach , Zijian Guo

Reducing hidden bias in the data and ensuring fairness in algorithmic data analysis has recently received significant attention. We complement several recent papers in this line of research by introducing a general method to reduce bias in…

Data Structures and Algorithms · Computer Science 2021-03-09 Aris Anagnostopoulos , Luca Becchetti , Adriano Fazzone , Cristina Menghini , Chris Schwiegelshohn

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

Statistics Theory · Mathematics 2017-10-10 Martin Slawski

A regularized version of Mixture Models is proposed to learn a principal graph from a distribution of $D$-dimensional data points. In the particular case of manifold learning for ridge detection, we assume that the underlying manifold can…

Machine Learning · Computer Science 2023-07-13 Tony Bonnaire , Aurélien Decelle , Nabila Aghanim

We propose a distributionally robust logistic regression model with an unfairness penalty that prevents discrimination with respect to sensitive attributes such as gender or ethnicity. This model is equivalent to a tractable convex…

Machine Learning · Computer Science 2020-07-21 Bahar Taskesen , Viet Anh Nguyen , Daniel Kuhn , Jose Blanchet

With the tremendous success of deep learning in visual tasks, the representations extracted from intermediate layers of learned models, that is, deep features, attract much attention of researchers. Previous empirical analysis shows that…

Computer Vision and Pattern Recognition · Computer Science 2020-03-31 Qi Qian , Juhua Hu , Hao Li

We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…

Machine Learning · Computer Science 2021-07-13 Yijie Wang , Viet Anh Nguyen , Grani A. Hanasusanto

We initiate the study of fair classifiers that are robust to perturbations in the training distribution. Despite recent progress, the literature on fairness has largely ignored the design of fair and robust classifiers. In this work, we…

Machine Learning · Computer Science 2020-11-05 Debmalya Mandal , Samuel Deng , Suman Jana , Jeannette M. Wing , Daniel Hsu

Principal component analysis (PCA), along with its extensions to manifolds and outlier contaminated data, have been indispensable in computer vision and machine learning. In this work, we present a unifying formalism for PCA and its…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Nathan Mankovich , Gustau Camps-Valls , Tolga Birdal

The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-04 Xi Chen , Jason D. Lee , He Li , Yun Yang

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Optimization and Control · Mathematics 2025-10-28 Jishu Zhao , Xi Wang , Jinlong Lei , Shixiang Chen

This paper proposes a federated learning framework designed to achieve \textit{relative fairness} for clients. Traditional federated learning frameworks typically ensure absolute fairness by guaranteeing minimum performance across all…

Machine Learning · Statistics 2024-11-05 Shogo Nakakita , Tatsuya Kaneko , Shinya Takamaeda-Yamazaki , Masaaki Imaizumi

We provide a remedy for two concerns that have dogged the use of principal components in regression: (i) principal components are computed from the predictors alone and do not make apparent use of the response, and (ii) principal components…

Methodology · Statistics 2009-06-23 R. Dennis Cook , Liliana Forzani

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

The underlying assumption of many machine learning algorithms is that the training data and test data are drawn from the same distributions. However, the assumption is often violated in real world due to the sample selection bias between…

Machine Learning · Computer Science 2021-05-26 Wei Du , Xintao Wu

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…

Methodology · Statistics 2019-05-07 Milana Gataric , Tengyao Wang , Richard J. Samworth

This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Xiuheng Wang , Ricardo Borsoi , Cédric Richard , Ali H. Sayed