Related papers: High-dimensional random landscapes: from typical t…
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…
In this paper, we analyze deep learning from a mathematical point of view and derive several novel results. The results are based on intriguing mathematical properties of high dimensional spaces. We first look at perturbation based…
Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical…
Exploratory landscape analysis and fitness landscape analysis in general have been pivotal in facilitating problem understanding, algorithm design and endeavors such as automated algorithm selection and configuration. These techniques have…
In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response,…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression models for independent but non-identically distributed…
A good classification method should yield more accurate results than simple heuristics. But there are classification problems, especially high-dimensional ones like the ones based on image/video data, for which simple heuristics can work…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…
In this paper we present a combinatorial optimisation view on the routing problem for connectionless packet networks by using the metaphor of a landscape. We examine the main properties of the routing landscapes as we define them and how…
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…
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small…
High dimensional data analysis is known to be as a challenging problem. In this article, we give a theoretical analysis of high dimensional classification of Gaussian data which relies on a geometrical analysis of the error measure. It…
Finding the mean of the total number of stationary points for N-dimensional random Gaussian landscapes can be reduced to averaging the absolute value of characteristic polynomial of the corresponding Hessian. First such a reduction is…
One of the major concerns for neural network training is that the non-convexity of the associated loss functions may cause bad landscape. The recent success of neural networks suggests that their loss landscape is not too bad, but what…
One of the most common problem-solving heuristics is by analogy. For a given problem, a solver can be viewed as a strategic walk on its fitness landscape. Thus if a solver works for one problem instance, we expect it will also be effective…
The local geometry of high dimensional neural network loss landscapes can both challenge our cherished theoretical intuitions as well as dramatically impact the practical success of neural network training. Indeed recent works have observed…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…