Related papers: Implicit High-Order Moment Tensor Estimation and L…

In traditional models of supervised learning, the goal of a learner -- given examples from an arbitrary joint distribution on $\mathbb{R}^d \times \{\pm 1\}$ -- is to output a hypothesis that is competitive (to within $\epsilon$) of the…

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

In this work we study the {\it moment estimation} problem using weighted sampling. Given sample access to a set $A$ with $n$ weighted elements, and a parameter $t>0$, we estimate the $t$-th moment of $A$ given as $S_t=\sum_{a\in A} w(a)^t$.…

Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps…

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

We study the problem of propagating the mean and covariance of a general multivariate Gaussian distribution through a deep (residual) neural network using layer-by-layer moment matching. We close a longstanding gap by deriving exact moment…

We study the best low-rank Tucker decomposition of symmetric tensors. The motivating application is decomposing higher-order multivariate moments. Moment tensors have special structure and are important to various data science problems. We…

We study symmetric tensor decompositions, i.e. decompositions of the input symmetric tensor T of order 3 as sum of r 3rd-order tensor powers of u_i where u_i are vectors in \C^n. In order to obtain efficient decomposition algorithms, it is…

Numerical methods for obtaining exact dynamics of non-Markovian open quantum systems are mostly limited to either small systems or to short-time evolution only. Here, we propose a new algorithm for computing process tensors--matrix product…

The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…

Motivated by the sampling problems and heterogeneity issues common in high- dimensional big datasets, we consider a class of discordant additive index models. We propose method of moments based procedures for estimating the indices of such…

We present classical sublinear-time algorithms for solving low-rank linear systems of equations. Our algorithms are inspired by the HHL quantum algorithm for solving linear systems and the recent breakthrough by Tang of dequantizing the…

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…

We propose a machine learning method to model molecular tensorial quantities, namely the magnetic anisotropy tensor, based on the Gaussian-moment neural-network approach. We demonstrate that the proposed methodology can achieve an accuracy…

Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…

Programming a robot manipulator should be as intuitive as possible. To achieve that, the paradigm of teaching motion skills by providing few demonstrations has become widely popular in recent years. Probabilistic versions thereof take into…

We revisit the problem of learning mixtures of spherical Gaussians. Given samples from mixture $\frac{1}{k}\sum_{j=1}^{k}\mathcal{N}(\mu_j, I_d)$, the goal is to estimate the means $\mu_1, \mu_2, \ldots, \mu_k \in \mathbb{R}^d$ up to a…

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…

This work presents a fast and scalable algorithm for incremental learning of Gaussian mixture models. By performing rank-one updates on its precision matrices and determinants, its asymptotic time complexity is of \BigO{NKD^2} for $N$ data…

We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a \emph{corrupted} set of samples from $\mathcal{N}(\mu,\mathbf{I}_d)$, where the unknown mean $\mu \in…