Related papers: System Identification via Nuclear Norm Regularizat…
The nuclear norm (NN) has been widely explored in matrix recovery problems, such as Robust PCA and matrix completion, leveraging the inherent global low-rank structure of the data. In this study, we introduce a new modified nuclear norm…
State-space models (SSMs) that utilize linear, time-invariant (LTI) systems are known for their effectiveness in learning long sequences. To achieve state-of-the-art performance, an SSM often needs a specifically designed initialization,…
Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…
Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…
We tackle the problem of penalty selection of regularization on the basis of the minimum description length (MDL) principle. In particular, we consider that the design space of the penalty function is high-dimensional. In this situation,…
For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…
This paper studies $\ell_1$ regularization with high-dimensional features for support vector machines with a built-in reject option (meaning that the decision of classifying an observation can be withheld at a cost lower than that of…
A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set. Although solving LSOP is, in general,…
This article introduces a regularization and selection methods for directed networks with nodal homophily and nodal effects. The proposed approach not only preserves the statistical efficiency of the resulting estimator, but also ensures…
Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…
In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper…
Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…
This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…
Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…
We present a framework for the design of low-complexity and high-performance receivers for multidimensional overloaded NOMA systems. The framework is built upon a novel compressive sensing (CS) regularized maximum likelihood formulation of…
Low-rank matrix approximation, which aims to construct a low-rank matrix from an observation, has received much attention recently. An efficient method to solve this problem is to convert the problem of rank minimization into a nuclear norm…
In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…
Multi-Task Learning (MTL) can enhance a classifier's generalization performance by learning multiple related tasks simultaneously. Conventional MTL works under the offline or batch setting, and suffers from expensive training cost and poor…
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…