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We formulate the problem of matrix completion with and without side information as a non-convex optimization problem. We design fastImpute based on non-convex gradient descent and show it converges to a global minimum that is guaranteed to…

Machine Learning · Computer Science 2021-01-05 Dimitris Bertsimas , Michael Lingzhi Li

We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper…

Machine Learning · Statistics 2015-03-26 Yang Cao , Yao Xie

Recently, the information-theoretical framework has been proven to be able to obtain non-vacuous generalization bounds for large models trained by Stochastic Gradient Langevin Dynamics (SGLD) with isotropic noise. In this paper, we optimize…

Machine Learning · Computer Science 2021-11-04 Bohan Wang , Huishuai Zhang , Jieyu Zhang , Qi Meng , Wei Chen , Tie-Yan Liu

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

We consider the matrix completion problem of recovering a structured matrix from noisy and partial measurements. Recent works have proposed tractable estimators with strong statistical guarantees for the case where the underlying matrix is…

Machine Learning · Statistics 2015-09-16 Suriya Gunasekar , Pradeep Ravikumar , Joydeep Ghosh

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

Many algorithms have been recently proposed for causal machine learning. Yet, there is little to no theory on their quality, especially considering finite samples. In this work, we propose a theory based on generalization bounds that…

Machine Learning · Statistics 2024-05-16 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Recently, metric learning and similarity learning have attracted a large amount of interest. Many models and optimisation algorithms have been proposed. However, there is relatively little work on the generalization analysis of such…

Machine Learning · Computer Science 2013-03-19 Qiong Cao , Zheng-Chu Guo , Yiming Ying

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

In this paper, we study the problem of signal estimation from noisy non-linear measurements when the unknown $n$-dimensional signal is in the range of an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs. We make…

Machine Learning · Statistics 2020-10-09 Zhaoqiang Liu , Jonathan Scarlett

Inspired by recent strides in empirical efficacy of implicit learning in many robotics tasks, we seek to understand the theoretical benefits of implicit formulations in the face of nearly discontinuous functions, common characteristics for…

Robotics · Computer Science 2022-04-08 Bibit Bianchini , Mathew Halm , Nikolai Matni , Michael Posa

Machine learning models trained by different optimization algorithms under different data distributions can exhibit distinct generalization behaviors. In this paper, we analyze the generalization of models trained by noisy iterative…

Machine Learning · Statistics 2022-12-29 Hao Wang , Rui Gao , Flavio P. Calmon

Recent work in machine learning community proposed multiple methods for performing lossy compression (quantization) of large matrices. This quantization is important for accelerating matrix multiplication (main component of large language…

Information Theory · Computer Science 2025-10-16 Or Ordentlich , Yury Polyanskiy

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case. We analyze the associated random observation operator, and prove that with…

Information Theory · Computer Science 2011-05-17 Sahand Negahban , Martin J. Wainwright

Low-rank matrix recovery from structured measurements has been a topic of intense study in the last decade and many important problems like matrix completion and blind deconvolution have been formulated in this framework. An important…

Information Theory · Computer Science 2020-04-13 Felix Krahmer , Dominik Stöger

In this paper, we provide novel tail bounds on the optimization error of Stochastic Mirror Descent for convex and Lipschitz objectives. Our analysis extends the existing tail bounds from the classical light-tailed Sub-Gaussian noise case to…

Machine Learning · Computer Science 2023-12-13 Khaled Eldowa , Andrea Paudice

Inductive Matrix Completion (IMC) is an important class of matrix completion problems that allows direct inclusion of available features to enhance estimation capabilities. These models have found applications in personalized recommendation…

Machine Learning · Statistics 2016-09-14 Akshay Soni , Troy Chevalier , Swayambhoo Jain

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

Machine Learning · Statistics 2019-10-08 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma , Yuling Yan

The ability of overparameterized deep networks to generalize well has been linked to the fact that stochastic gradient descent (SGD) finds solutions that lie in flat, wide minima in the training loss -- minima where the output of the…

Machine Learning · Computer Science 2019-06-03 Vaishnavh Nagarajan , J. Zico Kolter