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High-dimensional clustering analysis is a challenging problem in statistics and machine learning, with broad applications such as the analysis of microarray data and RNA-seq data. In this paper, we propose a new clustering procedure called…

Methodology · Statistics 2022-10-31 Tianqi Liu , Yu Lu , Biqing Zhu , Hongyu Zhao

In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global…

Machine Learning · Computer Science 2018-10-12 David Qiu , Anuran Makur , Lizhong Zheng

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…

Optimization and Control · Mathematics 2026-02-13 Aida Khajavirad

We consider the problem of estimating the discrete clustering structures under the Sub-Gaussian Mixture Model. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while…

Machine Learning · Statistics 2021-10-05 Yingjie Fei , Yudong Chen

Sparse subspace clustering (SSC) using greedy-based neighbor selection, such as matching pursuit (MP) and orthogonal matching pursuit (OMP), has been known as a popular computationally-efficient alternative to the conventional…

Machine Learning · Statistics 2020-02-04 Jwo-Yuh Wu , Wen-Hsuan Li , Liang-Chi Huang , Yen-Ping Lin , Chun-Hung Liu , Rung-Hung Gau

We consider the problem of identifying underlying community-like structures in graphs. Towards this end we study the Stochastic Block Model (SBM) on $k$-clusters: a random model on $n=km$ vertices, partitioned in $k$ equal sized clusters,…

Data Structures and Algorithms · Computer Science 2015-07-10 Naman Agarwal , Afonso S. Bandeira , Konstantinos Koiliaris , Alexandra Kolla

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…

Machine Learning · Statistics 2020-08-07 Zhendong Wang , Mingyuan Zhou

Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…

Machine Learning · Statistics 2020-10-23 Zhiyue Zhang , Kenneth Lange , Jason Xu

We study supervised learning problems using clustering constraints to impose structure on either features or samples, seeking to help both prediction and interpretation. The problem of clustering features arises naturally in text…

Machine Learning · Computer Science 2016-09-20 Vincent Roulet , Fajwel Fogel , Alexandre d'Aspremont , Francis Bach

Sparse variable selection improves interpretability and generalization in high-dimensional learning by selecting a small subset of informative features. Recent advances in Mixed Integer Programming (MIP) have enabled solving large-scale…

Machine Learning · Statistics 2025-10-28 Petros Prastakos , Kayhan Behdin , Rahul Mazumder

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

We consider the problem of model selection in a high-dimensional sparse linear regression model under privacy constraints. We propose a differentially private (DP) best subset selection method with strong statistical utility properties by…

Machine Learning · Statistics 2024-10-30 Saptarshi Roy , Zehua Wang , Ambuj Tewari

Clustering high-dimensional data often requires some form of dimensionality reduction, where clustered variables are separated from "noise-looking" variables. We cast this problem as finding a low-dimensional projection of the data which is…

Machine Learning · Statistics 2016-08-30 Nicolas Flammarion , Balamurugan Palaniappan , Francis Bach

Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…

Machine Learning · Statistics 2026-05-19 Alberto Del Pia , Dekun Zhou

In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

Machine Learning · Computer Science 2018-09-07 Mariano Tepper , Anirvan M. Sengupta , Dmitri Chklovskii

We study the statistical performance of semidefinite programming (SDP) relaxations for clustering under random graph models. Under the $\mathbb{Z}_{2}$ Synchronization model, Censored Block Model and Stochastic Block Model, we show that SDP…

Statistics Theory · Mathematics 2019-04-23 Yingjie Fei , Yudong Chen

Subspace clustering refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Current subspace clustering approaches are usually based on a two-stage framework. In the first stage, an affinity…

Machine Learning · Computer Science 2019-10-22 Shuai Yang , Wenqi Zhu , Yuesheng Zhu

Feature selection methods have an important role on the readability of data and the reduction of complexity of learning algorithms. In recent years, a variety of efforts are investigated on feature selection problems based on unsupervised…

Machine Learning · Computer Science 2019-12-12 Mohsen Ghassemi Parsa , Hadi Zare , Mehdi Ghatee

In this paper, we consider the community detection problem under either the stochastic block model (SBM) assumption or the degree-correlated stochastic block model (DCSBM) assumption. The modularity maximization formulation for the…

Optimization and Control · Mathematics 2017-08-04 Junyu Zhang , Haoyang Liu , Zaiwen Wen , Shuzhong Zhang