Related papers: Tensor-on-Tensor Regression: Riemannian Optimizati…
From optimal transport to robust dimensionality reduction, a plethora of machine learning applications can be cast into the min-max optimization problems over Riemannian manifolds. Though many min-max algorithms have been analyzed in the…
Tensor classification is gaining importance across fields, yet handling partially observed data remains challenging. In this paper, we introduce a novel approach to tensor classification with incomplete data, framed within high-dimensional…
In this work, we establish non-asymptotic convergence bounds for the Gauss-Newton method in training neural networks with smooth activations. In the underparameterized regime, the Gauss-Newton gradient flow in parameter space induces a…
Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…
This work considers optimization of composition of functions in a nested form over Riemannian manifolds where each function contains an expectation. This type of problems is gaining popularity in applications such as policy evaluation in…
This paper proposes a supervised dimension reduction methodology for tensor data which has two advantages over most image-based prognostic models. First, the model does not require tensor data to be complete which expands its application to…
We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…
Due to the multi-linearity of tensors, most algorithms for tensor optimization problems are designed based on the block coordinate descent method. Such algorithms are widely employed by practitioners for their implementability and…
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…
Recurrent neural networks (RNNs) are powerful tools for sequential modeling, but typically require significant overparameterization and regularization to achieve optimal performance. This leads to difficulties in the deployment of large…
Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…
We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…
One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
In this paper, we study the estimation of a rank-one spiked tensor in the presence of heavy tailed noise. Our results highlight some of the fundamental similarities and differences in the tradeoff between statistical and computational…
We study high-dimensional least-squares regression within a subgaussian statistical learning framework with heterogeneous noise. It includes $s$-sparse and $r$-low-rank least-squares regression when a fraction $\epsilon$ of the labels are…
We study first-order optimization algorithms for computing the barycenter of Gaussian distributions with respect to the optimal transport metric. Although the objective is geodesically non-convex, Riemannian GD empirically converges…
We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an…
Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…
Although overparameterized models have achieved remarkable practical success, their theoretical properties, particularly their generalization behavior, remain incompletely understood. The well known double descents phenomenon suggests that…