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Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…
Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…
We derive sharp approximation error bounds for inverse block Toeplitz matrices associated with multivariate long-memory stationary processes. The error bounds are evaluated for both column and row sums. These results are used to prove the…
An important task in computational statistics and machine learning is to approximate a posterior distribution $p(x)$ with an empirical measure supported on a set of representative points $\{x_i\}_{i=1}^n$. This paper focuses on methods…
Matrices with low numerical rank are omnipresent in many signal processing and data analysis applications. The pivoted QLP (p-QLP) algorithm constructs a highly accurate approximation to an input low-rank matrix. However, it is…
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We…
Multifidelity and multioutput optimisation algorithms are of active interest in many areas of computational design as they allow cheaper computational proxies to be used intelligently to aid experimental searches for high-performing…
A novel search method for large polarization kernels is proposed. The algorithm produces a kernel with given partial distances by employing the depth-first search combined with the computation of coset leaders weight tables and sufficient…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
For the past 30 years or so, machine learning has stimulated a great deal of research in the study of approximation capabilities (expressive power) of a multitude of processes, such as approximation by shallow or deep neural networks,…
Evaluating fairness can be challenging in practice because the sensitive attributes of data are often inaccessible due to privacy constraints. The go-to approach that the industry frequently adopts is using off-the-shelf proxy models to…
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…
The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…
Low-rank approximations of large kernel matrices are ubiquitous in machine learning, particularly for scaling Gaussian Processes to massive datasets. The Pivoted Cholesky decomposition is a standard tool for this task, offering a…
An important pillar for safe machine learning (ML) is the systematic mitigation of weaknesses in neural networks to afford their deployment in critical applications. An ubiquitous class of safety risks are learned shortcuts, i.e. spurious…
We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based…
Toeplitz operators are met in different fields of mathematics such as stochastic processes, signal theory, completeness problems, operator theory, etc. In applications, spectral and mapping properties are of particular interest. In this…
The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…
Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…
The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…