Related papers: A Unified Regularization Approach to High-Dimensio…

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Tensor completion is a challenging problem with various applications. Many related models based on the low-rank prior of the tensor have been proposed. However, the low-rank prior may not be enough to recover the original tensor from the…

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

This paper is motivated by recent research in the $d$-dimensional stochastic linear bandit literature, which has revealed an unsettling discrepancy: algorithms like Thompson sampling and Greedy demonstrate promising empirical performance,…

Dimension reduction techniques are often used when the high-dimensional tensor has relatively low intrinsic rank compared to the ambient dimension of the tensor. The CANDECOMP/PARAFAC (CP) tensor completion is a widely used approach to find…

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…

We propose defensive tensorization, an adversarial defence technique that leverages a latent high-order factorization of the network. The layers of a network are first expressed as factorized tensor layers. Tensor dropout is then applied in…

We shall investigate randomized algorithms for solving large-scale linear inverse problems with general regularizations. We first present some techniques to transform inverse problems of general form into the ones of standard form, then…

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

We consider a commonly studied supervised classification of a synthetic dataset whose labels are generated by feeding a one-layer neural network with random iid inputs. We study the generalization performances of standard classifiers in the…

This document proposes a Unified Robust Framework that re-engineers the estimation of the Average Treatment Effect on the Overlap (ATO). It synthesizes gamma-Divergence for outlier robustness, Graduated Non-Convexity (GNC) for global…

In this paper we review basic and emerging models and associated algorithms for large-scale tensor networks, especially Tensor Train (TT) decompositions using novel mathematical and graphical representations. We discus the concept of…

In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization model. The proposed scheme has the advantage of not needing to…

We propose a new framework for contextual multi-armed bandits based on tree ensembles. Our framework adapts two widely used bandit methods, Upper Confidence Bound and Thompson Sampling, for both standard and combinatorial settings. As part…

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…

Generative Adversarial Network (GAN) and its variants exhibit state-of-the-art performance in the class of generative models. To capture higher-dimensional distributions, the common learning procedure requires high computational complexity…

Generalized Linear Bandits (GLBs), a natural extension of the stochastic linear bandits, has been popular and successful in recent years. However, existing GLBs scale poorly with the number of rounds and the number of arms, limiting their…