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In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…
We consider the problem of recovering an $n_1 \times n_2$ low-rank matrix with $k$-sparse singular vectors from a small number of linear measurements (sketch). We propose a sketching scheme and an algorithm that can recover the singular…
Pairwise human-preference platforms such as Chatbot Arena have become central to large language model (LLM) evaluation, yet reliable task-specific ranking remains challenging. Global leaderboards mask task heterogeneity, while ranking each…
Recent developments in engineering techniques for spatial data collection such as geographic information systems have resulted in an increasing need for methods to analyze large spatial data sets. These sorts of data sets can be found in…
Matrix sensing is a problem in signal processing and machine learning that involves recovering a low-rank matrix from a set of linear measurements. The goal is to reconstruct the original matrix as accurately as possible, given only a set…
We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…
Many relevant machine learning and scientific computing tasks involve high-dimensional linear operators accessible only via costly matrix-vector products. In this context, recent advances in sketched methods have enabled the construction of…
Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…
This paper expands the analysis of randomized low-rank approximation beyond the Gaussian distribution to four classes of random matrices: (1) independent sub-Gaussian entries, (2) independent sub-Gaussian columns, (3) independent bounded…
As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…
The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…
A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…
Sparse matrix ordering is a vital optimization technique often employed for solving large-scale sparse matrices. Its goal is to minimize the matrix bandwidth by reorganizing its rows and columns, thus enhancing efficiency. Conventional…
By driving models to converge to flat minima, sharpness-aware learning algorithms (such as SAM) have shown the power to achieve state-of-the-art performances. However, these algorithms will generally incur one extra forward-backward…
This paper concerns a fundamental class of convex matrix optimization problems. It presents the first algorithm that uses optimal storage and provably computes a low-rank approximation of a solution. In particular, when all solutions have…
The performance of a deep neural network is highly dependent on its training, and finding better local optimal solutions is the goal of many optimization algorithms. However, existing optimization algorithms show a preference for descent…
In recent years, deep metric learning has achieved promising results in learning high dimensional semantic feature embeddings where the spatial relationships of the feature vectors match the visual similarities of the images. Similarity…