Related papers: Procrustes Problems on Random Matrices
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…
We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…
Solutions of an optimization problem are sensitive to changes caused by approximations or parametric perturbations, especially in the nonconvex setting. This paper shows that solutions of substitute problems, constructed from Rockafellian…
The Procrustes-Wasserstein problem consists in matching two high-dimensional point clouds in an unsupervised setting, and has many applications in natural language processing and computer vision. We consider a planted model with two…
We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…
In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…
In this paper, we study a number of well-known combinatorial optimization problems that fit in the following paradigm: the input is a collection of (potentially inconsistent) local relationships between the elements of a ground set (e.g.,…
We consider the problem of minimal correction of the training set to make it consistent with monotonic constraints. This problem arises during analysis of data sets via techniques that require monotone data. We show that this problem is…
This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…
As science and engineering have become increasingly data-driven, the role of optimization has expanded to touch almost every stage of the data analysis pipeline, from signal and data acquisition to modeling and prediction. The optimization…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…
The (constrained) minimization of a ratio of set functions is a problem frequently occurring in clustering and community detection. As these optimization problems are typically NP-hard, one uses convex or spectral relaxations in practice.…
Estimating the orientations of nodes in a pose graph from relative angular measurements is challenging because the variables live on a manifold product with nontrivial topology and the maximum-likelihood objective function is non-convex and…
In this correspondence, we introduce a minimax regret criteria to the least squares problems with bounded data uncertainties and solve it using semi-definite programming. We investigate a robust minimax least squares approach that minimizes…
Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…
We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the…
Composite optimization problems involve minimizing the composition of a smooth map with a convex function. Such objectives arise in numerous data science and signal processing applications, including phase retrieval, blind deconvolution,…