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For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…

Information Theory · Computer Science 2015-06-18 Justin Ziniel , Philip Schniter , Per Sederberg

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

Compressed sensing (CS) deals with the problem of reconstructing a sparse vector from an under-determined set of observations. Approximate message passing (AMP) is a technique used in CS based on iterative thresholding and inspired by…

Signal Processing · Electrical Eng. & Systems 2019-07-12 Viktoria Schram , Ali Bereyhi , Jan-Nico Zaech , Ralf R. Müller , Wolfgang H. Gerstacker

We consider the problem of inferring the input and hidden variables of a stochastic multi-layer neural network from an observation of the output. The hidden variables in each layer are represented as matrices. This problem applies to signal…

Machine Learning · Computer Science 2020-01-28 Parthe Pandit , Mojtaba Sahraee-Ardakan , Sundeep Rangan , Philip Schniter , Alyson K. Fletcher

Compressed sensing (CS) is a challenging problem in image processing due to reconstructing an almost complete image from a limited measurement. To achieve fast and accurate CS reconstruction, we synthesize the advantages of two well-known…

Computer Vision and Pattern Recognition · Computer Science 2020-11-17 Nanyu Li , Charles C. Zhou

It is widely believed that given the same labeling budget, active learning (AL) algorithms like margin-based active learning achieve better predictive performance than passive learning (PL), albeit at a higher computational cost. Recent…

Machine Learning · Computer Science 2023-06-05 Alexandru Tifrea , Jacob Clarysse , Fanny Yang

Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal $\mathbf{x}$ from noisy linear measurements $\mathbf{y}=\mathbf{Ax}+\mathbf{w}$. Like the AMP proposed by Donoho, Maleki, and…

Information Theory · Computer Science 2018-03-09 Alyson K. Fletcher , Philip Schniter

We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…

Information Theory · Computer Science 2018-02-27 Junjie Ma , Ji Xu , Arian Maleki

Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions…

Statistics Theory · Mathematics 2021-05-11 Oliver Y. Feng , Ramji Venkataramanan , Cynthia Rush , Richard J. Samworth

Generalized approximate message passing (GAMP) is a promising technique for unknown signal reconstruction of generalized linear models (GLM). However, it requires that the transformation matrix has independent and identically distributed…

Information Theory · Computer Science 2021-10-18 Feiyan Tian , Lei Liu , Xiaoming Chen

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

Motivated by the recent application of approximate message passing (AMP) to the analysis of convex optimizations in multi-class classifications [Loureiro, et. al., 2021], we present a convergence analysis of AMP dynamics with non-separable…

Machine Learning · Computer Science 2024-02-14 Burak Çakmak , Yue M. Lu , Manfred Opper

This article addresses the problem of multiple preamble detection in random access systems based on orthogonal time frequency space (OTFS) signaling. This challenge is formulated as a structured sparse recovery problem in the complex…

Signal Processing · Electrical Eng. & Systems 2025-09-05 Alessandro Mirri , Vishnu Teja Kunde , Enrico Paolini , Jean-Francois Chamberland

We introduce Tree-AMP, standing for Tree Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides a unifying framework to study several approximate message…

Machine Learning · Statistics 2023-04-19 Antoine Baker , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

A common sparse linear regression formulation is the l1 regularized least squares, which is also known as least absolute shrinkage and selection operator (LASSO). Approximate message passing (AMP) has been proved to asymptotically achieve…

Information Theory · Computer Science 2021-07-01 Yanting Ma , Min Kang , Jack W. Silverstein , Dror Baron

Scaling up model sizes can lead to fundamentally new capabilities in many machine learning (ML) tasks. However, training big models requires strong distributed system expertise to carefully design model-parallel execution strategies that…

Machine Learning · Computer Science 2022-10-17 Dacheng Li , Hongyi Wang , Eric Xing , Hao Zhang

In this extended abstract, we report on ongoing work towards an approximate multimodal optimization algorithm with asymptotic guarantees. Multimodal optimization is the problem of finding all local optimal solutions (modes) to a path…

Robotics · Computer Science 2021-07-07 Andreas Orthey , Florian T. Pokorny , Marc Toussaint

Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions.…

Statistics Theory · Mathematics 2017-08-16 Jelena Bradic

This paper considers the massive connectivity problem in an asynchronous grant-free random access system, where a huge number of devices sporadically transmit data to a base station (BS) with imperfect synchronization. The goal is to design…

Information Theory · Computer Science 2021-01-05 Weifeng Zhu , Meixia Tao , Xiaojun Yuan , Yunfeng Guan

This paper considers joint active user detection (AUD) and channel estimation (CE) for massive connectivity scenarios with sporadic traffic. The state-of-art method under a Bayesian framework to perform joint AUD and CE in such scenarios is…

Information Theory · Computer Science 2022-08-10 Jia-Cheng Jiang , Hui-Ming Wang , H. Vincent Poor