Related papers: Expectation Maximization (EM) Converges for Genera…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…
The EM algorithm is a popular tool for maximum likelihood estimation but has not been used much for high-dimensional regularization problems in linear mixed-effects models. In this paper, we introduce the EMLMLasso algorithm, which combines…
Equalisation Maximisation (EqM) is an algorithm for estimating parameters in auto-regressive (AR) models where some fraction of the data is missing. It has previously been shown that the EqM algorithm is a competitive alternative to…
We prove the quasi-optimal convergence of a standard adaptive finite element method (AFEM) for nonlinear elliptic second-order equations of monotone type. The adaptive algorithm is based on residual-type a posteriori error estimators and…
Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…
In transfer learning, the learner leverages auxiliary data to improve generalization on a main task. However, the precise theoretical understanding of when and how auxiliary data help remains incomplete. We provide new insights on this…
While optimizing convex objective (loss) functions has been a powerhouse for machine learning for at least two decades, non-convex loss functions have attracted fast growing interests recently, due to many desirable properties such as…
This work investigates the structural properties, cycloid trajectories, and non-asymptotic convergence guarantees of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR) with unknown mixing weights…
This work proposes an $r$-adaptive finite element method (FEM) using neural networks (NNs). The method employs the Ritz energy functional as the loss function, currently limiting its applicability to symmetric and coercive problems, such as…
Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…
In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…
We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special…
We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…
It is well understood that neural networks with carefully hand-picked weights provide powerful function approximation and that they can be successfully trained in over-parametrized regimes. Since over-parametrization ensures zero training…
End member analysis (EMA) unmixes grain size distribution (GSD) data into a mixture of end members (EMs), thus helping understand sediment provenance and depositional regimes and processes. In highly mixed data sets, however, many EMA…
Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…
Mixture models postulate the overall population as a mixture of finite subpopulations with unobserved membership. Fitting mixture models usually requires large sample sizes and combining data from multiple sites can be beneficial. However,…