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Modern machine learning models are becoming increasingly expensive to train for real-world image and text classification tasks, where massive web-scale data is collected in a streaming fashion. To reduce the training cost, online batch…

Machine Learning · Computer Science 2024-11-26 William Bankes , George Hughes , Ilija Bogunovic , Zi Wang

This paper studies the problem of distributed weighted least-squares (WLS) estimation for an interconnected linear measurement network with additive noise. Two types of measurements are considered: self measurements for individual nodes,…

Systems and Control · Electrical Eng. & Systems 2020-02-27 Qiqi Yang , Zhaorong Zhang , Minyue Fu

The latent class model has been proposed as a powerful tool for cluster analysis of categorical data in various fields such as social, psychological, behavioral, and biological sciences. However, one important limitation of the latent class…

Social and Information Networks · Computer Science 2023-10-18 Huan Qing

Iteratively reweighted least squares (IRLS) is a widely-used method in machine learning to estimate the parameters in the generalised linear models. In particular, IRLS for L1 minimisation under the linear model provides a closed-form…

Cryptography and Security · Computer Science 2016-05-25 Mijung Park , Max Welling

Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame…

Machine Learning · Computer Science 2019-01-09 Charanjeet , Anuj Sharma

We initiate the study of numerical linear algebra in the sliding window model, where only the most recent $W$ updates in a stream form the underlying data set. We first introduce a unified row-sampling based framework that gives randomized…

Data Structures and Algorithms · Computer Science 2023-04-12 Vladimir Braverman , Petros Drineas , Cameron Musco , Christopher Musco , Jalaj Upadhyay , David P. Woodruff , Samson Zhou

We propose an iterative quantum-assisted least squares (i-QLS) optimization method that leverages quantum annealing to overcome the scalability and precision limitations of prior quantum least squares approaches. Unlike traditional…

Machine Learning requires a large amount of training data in order to build accurate models. Sometimes the data arrives over time, requiring significant storage space and recalculating the model to account for the new data. On-line learning…

Machine Learning · Computer Science 2023-07-07 Mohammad Abu-Shaira , Greg Speegle

A novel regression method is introduced and studied. The procedure weights squared residuals based on their magnitude. Unlike the classic least squares which treats every squared residual equally important, the new procedure exponentially…

Methodology · Statistics 2023-12-11 Yijun Zuo , Hanwen Zuo

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…

Machine Learning · Computer Science 2017-06-28 Peng Yang , Peilin Zhao , Xin Gao

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

Machine Learning · Computer Science 2018-08-15 Henrik Ambos , Nguyen Tran , Alexander Jung

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

Numerical Analysis · Mathematics 2016-02-24 Massimo Fornasier , Steffen Peter , Holger Rauhut , Stephan Worm

Recently, the paradigm of unfolding iterative algorithms into finite-length feed-forward neural networks has achieved a great success in the area of sparse recovery. Benefit from available training data, the learned networks have achieved…

Machine Learning · Computer Science 2019-10-14 Yulun Jiang , Lei Yu , Haijian Zhang , Zhou Liu

The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…

Data Structures and Algorithms · Computer Science 2019-07-11 Alina Ene , Adrian Vladu

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

This paper establishes unified frameworks of renewable weighted sums (RWS) for various online updating estimations in the models with streaming data sets. The newly defined RWS lays the foundation of online updating likelihood, online…

Methodology · Statistics 2020-08-21 Lu Lin , Weiyu Li , Jun Lu

In this work, we introduce a modified (rescaled) likelihood for imbalanced logistic regression. This new approach makes easier the use of exponential priors and the computation of lasso regularization path. Precisely, we study a limiting…

Methodology · Statistics 2018-04-19 Vincent Runge

We develop a Recursive $\mathcal{L}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight…

Information Theory · Computer Science 2009-01-08 Behtash Babadi , Nicholas Kalouptsidis , Vahid Tarokh

In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…

Machine Learning · Computer Science 2017-09-14 Lin Yang , Cheng Tan , Wing Shing Wong

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity; (ii) weighted…

Machine Learning · Computer Science 2019-11-19 Peilin Zhao , Yifan Zhang , Min Wu , Steven C. H. Hoi , Mingkui Tan , Junzhou Huang