Related papers: Deflation-Free Optimal Scoring
Few-shot object detection (FSOD) aims to detect objects with limited samples for novel classes, while relying on abundant data for base classes. Existing FSOD approaches, predominantly built on the Faster R-CNN detector, entangle objectness…
In this paper, we propose a novel variable-separation (NVS) method for generic multivariate functions. The idea of NVS is extended to to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs).…
Stochastic zeroth-order (SZO), or gradient-free, optimization allows to optimize arbitrary functions by relying only on function evaluations under parameter perturbations, however, the iteration complexity of SZO methods suffers a factor…
This paper considers the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of design parameters which affect it. Problems of this class, derived from physical or numerical…
Effective features can improve the performance of a model, which can thus help us understand the characteristics and underlying structure of complex data. Previous feature selection methods usually cannot keep more local structure…
Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…
We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…
We introduce a global, gradient-free surrogate optimization strategy for expensive black-box functions inspired by the Fokker-Planck and Langevin equations. These can be written as an optimization problem where the objective is the target…
The uncertainty quantification and error control of classifiers are crucial in many high-consequence decision-making scenarios. We propose a selective classification framework that provides an indecision option for any observations that…
In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…
This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…
Due to the computational complexity of 3D medical image segmentation, training with downsampled images is a common remedy for out-of-memory errors in deep learning. Nevertheless, as standard spatial convolution is sensitive to variations in…
In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish the optimal convergence rates for the classification error. Minimax lower bounds are established to demonstrate the necessity of…
Score Distillation Sampling (SDS) is a recent but already widely popular method that relies on an image diffusion model to control optimization problems using text prompts. In this paper, we conduct an in-depth analysis of the SDS loss…
We propose a method to optimally position a sensor system, which consists of multiple sensors, each has limited range and viewing angle, and they may fail with a certain failure rate. The goal is to find the optimal locations as well as the…
In this paper, we leverage existing statistical methods to better understand feature learning from data. We tackle this by modifying the model-free variable selection method, Feature Ordering by Conditional Independence (FOCI), which is…
Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…
In the context of unconstraint numerical optimization, this paper investigates the global linear convergence of a simple probabilistic derivative-free optimization algorithm (DFO). The algorithm samples a candidate solution from a standard…
This paper is concerned with high-dimensional panel data models where the number of regressors can be much larger than the sample size. Under the assumption that the true parameter vector is sparse we propose a panel-Lasso estimator and…
We describe a fast method to eliminate features (variables) in l1 -penalized least-square regression (or LASSO) problems. The elimination of features leads to a potentially substantial reduction in running time, specially for large values…