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We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

Machine Learning · Computer Science 2014-10-08 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

We introduce a data-driven framework for approximating the convex set of $N$-representable two-electron reduced density matrices (2-RDMs). Traditional approaches characterize this set through linear matrix inequalities that define its…

Chemical Physics · Physics 2026-03-09 Luis H. Delgado-Granados , David A. Mazziotti

We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…

Methodology · Statistics 2025-10-28 Di Wang , Xiaoyu Zhang , Guodong Li , Wenyang Zhang

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre

We theoretically and experimentally investigate tensor-based regression and classification. Our focus is regularization with various tensor norms, including the overlapped trace norm, the latent trace norm, and the scaled latent trace norm.…

Machine Learning · Computer Science 2015-09-08 Kishan Wimalawarne , Ryota Tomioka , Masashi Sugiyama

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Statistics Theory · Mathematics 2011-09-14 Olga Klopp

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

Let (V, E) be a graph with vertex set V and edge set E. Let (X, X', Y) \in V \times V \times {-1, 1} be a random triple, where X, X' are independent uniformly distributed vertices and Y is a label indicating whether X, X' are "similar" (Y =…

Statistics Theory · Mathematics 2012-05-15 Vladimir Koltchinskii , Pedro Rangel

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li

Many machine learning tasks that involve predicting an output response can be solved by training a weighted regression model. Unfortunately, the predictive power of this type of models may severely deteriorate under low sample sizes or…

Machine Learning · Statistics 2021-10-01 Tam Le , Truyen Nguyen , Makoto Yamada , Jose Blanchet , Viet Anh Nguyen

Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…

Statistics Theory · Mathematics 2017-10-13 Efstathia Bura , Sabrina Duarte , Liliana Forzani , Ezequiel Smucler , Mariela Sued

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

Machine Learning · Statistics 2018-05-04 Yudong Chen , Yuejie Chi

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa