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The concepts of sparsity, and regularised estimation, have proven useful in many high-dimensional statistical applications. Dynamic factor models (DFMs) provide a parsimonious approach to modelling high-dimensional time series, however, it…

Methodology · Statistics 2023-03-22 Luke Mosley , Tak-Shing T. Chan , Alex Gibberd

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Machine Learning · Computer Science 2017-05-08 Nicolas Keriven , Anthony Bourrier , Rémi Gribonval , Patrick Pérez

Adaptive sparse coding methods learn a possibly overcomplete set of basis functions, such that natural image patches can be reconstructed by linearly combining a small subset of these bases. The applicability of these methods to visual…

Computer Vision and Pattern Recognition · Computer Science 2010-10-19 Koray Kavukcuoglu , Marc'Aurelio Ranzato , Yann LeCun

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…

Machine Learning · Computer Science 2012-10-09 Nishant A. Mehta , Alexander G. Gray

The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…

Numerical Analysis · Mathematics 2016-12-21 Albert Cohen , Giovanni Migliorati

Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a…

Econometrics · Economics 2022-09-07 Jianqing Fan , Ricardo Masini , Marcelo C. Medeiros

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

Demixing problems in many areas such as hyperspectral imaging and differential optical absorption spectroscopy (DOAS) often require finding sparse nonnegative linear combinations of dictionary elements that match observed data. We show how…

Machine Learning · Statistics 2013-01-04 Ernie Esser , Yifei Lou , Jack Xin

Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…

Methodology · Statistics 2012-06-18 Seyoung Kim , Eric P. Xing

In recent years, the crucial importance of metrics in machine learning algorithms has led to an increasing interest for optimizing distance and similarity functions. Most of the state of the art focus on learning Mahalanobis distances…

Machine Learning · Computer Science 2019-01-25 Aurelien Bellet , Amaury Habrard , Marc Sebban

Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric…

Machine Learning · Computer Science 2023-10-16 Julien Demange-Chryst , François Bachoc , Jérôme Morio , Timothé Krauth

This paper is about variable selection, clustering and estimation in an unsupervised high-dimensional setting. Our approach is based on fitting constrained Gaussian mixture models, where we learn the number of clusters $K$ and the set of…

Machine Learning · Statistics 2014-02-03 Stephane Gaiffas , Bertrand Michel

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

We rigorously evaluate three state-of-the-art techniques for inducing sparsity in deep neural networks on two large-scale learning tasks: Transformer trained on WMT 2014 English-to-German, and ResNet-50 trained on ImageNet. Across thousands…

Machine Learning · Computer Science 2019-02-27 Trevor Gale , Erich Elsen , Sara Hooker

In statistical learning framework with regressions, interactions are the contributions to the response variable from the products of the explanatory variables. In high-dimensional problems, detecting interactions is challenging due to…

Methodology · Statistics 2019-10-01 Cheng Yong Tang , Ethan X. Fang , Yuexiao Dong

In this work, we study the problem of learning partially observed linear dynamical systems from a single sample trajectory. A major practical challenge in the existing system identification methods is the undesirable dependency of their…

Machine Learning · Computer Science 2020-10-09 Salar Fattahi

While it is commonly observed in practice that pruning networks to a certain level of sparsity can improve the quality of the features, a theoretical explanation of this phenomenon remains elusive. In this work, we investigate this by…

Machine Learning · Statistics 2024-06-14 Nuri Mert Vural , Murat A. Erdogdu

In distributed statistical learning, $N$ samples are split across $m$ machines and a learner wishes to use minimal communication to learn as well as if the examples were on a single machine. This model has received substantial interest in…

Machine Learning · Computer Science 2019-03-19 Jayadev Acharya , Christopher De Sa , Dylan J. Foster , Karthik Sridharan

Nonnegative matrix factorization is a powerful technique to realize dimension reduction and pattern recognition through single-layer data representation learning. Deep learning, however, with its carefully designed hierarchical structure,…

Computer Vision and Pattern Recognition · Computer Science 2017-07-31 Zhenxing Guo , Shihua Zhang

Sparse coding strategies have been lauded for their parsimonious representations of data that leverage low dimensional structure. However, inference of these codes typically relies on an optimization procedure with poor computational…

Machine Learning · Computer Science 2022-09-02 Kion Fallah , Christopher J. Rozell