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Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai

We consider whether algorithmic choices in over-parameterized linear matrix factorization introduce implicit regularization. We focus on noiseless matrix sensing over rank-$r$ positive semi-definite (PSD) matrices in $\mathbb{R}^{n \times…

Machine Learning · Statistics 2019-09-16 Kelly Geyer , Anastasios Kyrillidis , Amir Kalev

Matrix-variate time series data are increasingly popular in economics, statistics, and environmental studies, among other fields. This paper develops regularized estimation methods for analyzing high-dimensional matrix-variate time series…

Methodology · Statistics 2024-10-16 Hangjin Jiang , Baining Shen , Yuzhou Li , Zhaoxing Gao

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Machine Learning · Statistics 2017-03-06 Rui Zhu , Di Niu , Linglong Kong , Zongpeng Li

We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates…

Machine Learning · Statistics 2021-06-30 Tomoharu Iwata

Compression has emerged as one of the essential deep learning research topics, especially for the edge devices that have limited computation power and storage capacity. Among the main compression techniques, low-rank compression via matrix…

Machine Learning · Computer Science 2021-12-02 Moonjung Eo , Suhyun Kang , Wonjong Rhee

Despite their promise, fair machine learning methods often yield Pareto-inefficient models, in which the performance of certain groups can be improved without degrading that of others. This issue arises frequently in traditional…

Machine Learning · Computer Science 2026-01-23 Sofiane Tanji , Samuel Vaiter , Yassine Laguel

Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…

Machine Learning · Computer Science 2020-12-02 Geoff Pleiss , Martin Jankowiak , David Eriksson , Anil Damle , Jacob R. Gardner

Optimization of machine learning models is commonly performed through stochastic gradient updates on randomly ordered training examples. This practice means that sub-epochs comprise of independent random samples of the training data that…

Machine Learning · Computer Science 2019-06-20 Eliav Buchnik , Edith Cohen , Avinatan Hassidim , Yossi Matias

We investigate the problem of maximizing the sum-rate performance of a beyond-diagonal reconfigurable intelligent surface (BD-RIS)-aided multi-user (MU)-multiple-input single-output (MISO) system using fractional programming (FP)…

Sharpe Ratio (SR) is a critical parameter in characterizing financial time series as it jointly considers the reward and the volatility of any stock/portfolio through its variance. Deriving online algorithms for optimizing the SR is…

Portfolio Management · Quantitative Finance 2024-06-12 Sabrina Khurshid , Mohammed Shahid Abdulla , Gourab Ghatak

Mixed-integer programming (MIP) has emerged as a powerful framework for learning optimal decision trees. Yet, existing MIP approaches for regression tasks are either limited to purely binary features or become computationally intractable…

Machine Learning · Computer Science 2025-10-29 Cristobal Heredia , Pedro Chumpitaz-Flores , Kaixun Hua

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…

Statistics Theory · Mathematics 2011-04-01 C. Bernard-Michel , L. Gardes , S. Girard

Binary matrix factorisation is an essential tool for identifying discrete patterns in binary data. In this paper we consider the rank-k binary matrix factorisation problem (k-BMF) under Boolean arithmetic: we are given an n x m binary…

Optimization and Control · Mathematics 2021-08-05 Reka A. Kovacs , Oktay Gunluk , Raphael A. Hauser

Matrix factorization is a very common machine learning technique in recommender systems. Bayesian Matrix Factorization (BMF) algorithms would be attractive because of their ability to quantify uncertainty in their predictions and avoid…

Machine Learning · Computer Science 2020-04-15 Tom Vander Aa , Xiangju Qin , Paul Blomstedt , Roel Wuyts , Wilfried Verachtert , Samuel Kaski

We study the multivariate square-root lasso, a method for fitting the multivariate response linear regression model with dependent errors. This estimator minimizes the nuclear norm of the residual matrix plus a convex penalty. Unlike…

Methodology · Statistics 2022-04-06 Aaron J. Molstad

In this paper, we address the challenge of differential privacy in the context of graph cuts, specifically focusing on the multiway cut and the minimum $k$-cut. We introduce edge-differentially private algorithms that achieve nearly optimal…

Cryptography and Security · Computer Science 2024-12-04 Rishi Chandra , Michael Dinitz , Chenglin Fan , Zongrui Zou

Multiple rotation averaging plays a crucial role in computer vision and robotics domains. The conventional optimization-based methods optimize a nonlinear cost function based on certain noise assumptions, while most previous learning-based…

Computer Vision and Pattern Recognition · Computer Science 2024-09-17 Shiqi Li , Jihua Zhu , Yifan Xie , Naiwen Hu , Mingchen Zhu , Zhongyu Li , Di Wang

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic…

Machine Learning · Computer Science 2025-02-10 Chris Kolb , Tobias Weber , Bernd Bischl , David Rügamer

Gradient descent for matrix factorization exhibits an implicit bias toward approximately low-rank solutions. While existing theories often assume the boundedness of iterates, empirically the bias persists even with unbounded sequences. This…

Machine Learning · Computer Science 2025-11-04 Yikun Hou , Suvrit Sra , Alp Yurtsever