Related papers: Recursive Least Squares with Fading Regularization…

In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…

Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning (RL). When the state space is large or continuous, traditional tabular approaches are unfeasible and some form of function approximation is mandatory.…

Random forest (RF) is one of the most popular methods for estimating regression functions. The local nature of the RF algorithm, based on intra-node means and variances, is ideal when errors are i.i.d. For dependent error processes like…

We provide the first global model recovery results for the IRLS (iteratively reweighted least squares) heuristic for robust regression problems. IRLS is known to offer excellent performance, despite bad initializations and data corruption,…

Model editing updates a pre-trained LLM with new facts or rules without retraining while preserving unrelated behavior. In real deployment, edits arrive as long streams, creating a plasticity-stability dilemma: repeated locate-then-edit…

This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…

Classical shadows (CS) offer a resource-efficient means to estimate quantum observables, circumventing the need for exhaustive state tomography. Here, we clarify and explore the connection between CS techniques and least squares (LS) and…

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional…

The affine rank minimization (ARM) problem is well known for both its applications and the fact that it is NP-hard. One of the most successful approaches, yet arguably underrepresented, is iteratively reweighted least squares (IRLS), more…

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

Learning depends on the ability to acquire and assimilate new information. This ability depends---somewhat counterintuitively---on the ability to forget. In particular, effective forgetting requires the ability to recognize and utilize new…

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

The recursive least-squares algorithm with $\ell_1$-norm regularization ($\ell_1$-RLS) exhibits excellent performance in terms of convergence rate and steady-state error in identification of sparse systems. Nevertheless few works have…

We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estimate its local rate. We show how the algorithm can be…