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Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Machine Learning · Computer Science 2024-10-28 Shudian Zhao , Jan Kronqvist

New recursive least squares algorithms with rank two updates (RLSR2) that include both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and systematically…

Optimization and Control · Mathematics 2025-07-16 Alexander Stotsky

This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…

Numerical Analysis · Mathematics 2019-06-28 Weifeng Qiu , Shun Zhang

We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…

Numerical Analysis · Mathematics 2021-04-28 Leopold Lautsch , Thomas Richter

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

We consider a distributionally robust stochastic optimization problem and formulate it as a stochastic two-level composition optimization problem with the use of the mean--semideviation risk measure. In this setting, we consider a single…

Optimization and Control · Mathematics 2023-06-12 Landi Zhu , Mert Gürbüzbalaban , Andrzej Ruszczyński

In this paper, we construct a parameter estimation framework for robust low-rank tensor regression based on a truncation method and Huber loss, specifically focusing on models with random noise having only finite second-order moments.…

Statistics Theory · Mathematics 2025-12-05 Kangqiang Li , Bingqi Liu , Yang Yang , Li Wang

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

Modern data sets, such as those in healthcare and e-commerce, are often derived from many individuals or systems but have insufficient data from each source alone to separately estimate individual, often high-dimensional, model parameters.…

Machine Learning · Computer Science 2024-11-14 Maryann Rui , Thibaut Horel , Munther Dahleh

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

In today's era of big data, robust least-squares regression becomes a more challenging problem when considering the adversarial corruption along with explosive growth of datasets. Traditional robust methods can handle the noise but suffer…

Data Structures and Algorithms · Computer Science 2017-10-04 Xuchao Zhang , Liang Zhao , Arnold P. Boedihardjo , Chang-Tien Lu

A new package for nonlinear least squares fitting is introduced in this paper. This package implements a recently developed algorithm that, for certain types of nonlinear curve fitting, reduces the number of nonlinear parameters to be…

Statistics Theory · Mathematics 2024-02-07 J. A. F. Torvisco , R. Benítez , M. R. Arias , J. Cabello Sánchez

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

The robust estimator presented in this paper processes each structure independently. The scales of the structures are estimated adaptively and no threshold is involved in spite of different objective functions. The user has to specify only…

Computer Vision and Pattern Recognition · Computer Science 2017-04-21 Xiang Yang , Peter Meer

Lane detection is typically tackled with a two-step pipeline in which a segmentation mask of the lane markings is predicted first, and a lane line model (like a parabola or spline) is fitted to the post-processed mask next. The problem with…

Computer Vision and Pattern Recognition · Computer Science 2019-09-06 Wouter Van Gansbeke , Bert De Brabandere , Davy Neven , Marc Proesmans , Luc Van Gool

We propose a penalized least-squares method to fit the linear regression model with fitted values that are invariant to invertible linear transformations of the design matrix. This invariance is important, for example, when practitioners…

Methodology · Statistics 2024-10-11 Daeyoung Ham , Adam J. Rothman