相关论文: On the numeric stability of the SFA implementation…

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…

Slow Feature Analysis is a unsupervised representation learning method that extracts slowly varying features from temporal data and can be used as a basis for subsequent reinforcement learning. Often, the behavior that generates the data on…

Traditional semi-supervised learning (SSL) assumes that the feature distributions of labeled and unlabeled data are consistent which rarely holds in realistic scenarios. In this paper, we propose a novel SSL setting, where unlabeled samples…

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

We investigate unsupervised pre-training of deep architectures as feature generators for "shallow" classifiers. Stacked Denoising Autoencoders (SdA), when used as feature pre-processing tools for SVM classification, can lead to significant…

Suppose x is any exactly k-sparse vector in R^n. We present a class of sparse matrices A, and a corresponding algorithm that we call SHO-FA (for Short and Fast) that, with high probability over A, can reconstruct x from Ax. The SHO-FA…

Estimating singular subspaces from noisy matrices is a fundamental problem with wide-ranging applications across various fields. Driven by the challenges of data integration and multi-view analysis, this study focuses on estimating shared…

Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Given a set of data points belonging to the convex hull of a set of vertices, a key problem in linear algebra, signal processing, data analysis and machine learning is to estimate these vertices in the presence of noise. Many algorithms…

Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

How can unlabeled video augment visual learning? Existing methods perform "slow" feature analysis, encouraging the representations of temporally close frames to exhibit only small differences. While this standard approach captures the fact…

Transformers are state-of-the-art models for a variety of sequence modeling tasks. At their core is an attention function which models pairwise interactions between the inputs at every timestep. While attention is powerful, it does not…

Recent studies suggest that context-aware low-rank approximation is a useful tool for compression and fine-tuning of modern large-scale neural networks. In this type of approximation, a norm is weighted by a matrix of input activations,…

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

For subspace estimation with an unknown colored noise, Factor Analysis (FA) is a good candidate for replacing the popular eigenvalue decomposition (EVD). Finding the unknowns in factor analysis can be done by solving a non-linear least…

Various problems in data analysis and statistical genetics call for recovery of a column-sparse, low-rank matrix from noisy observations. We propose ReFACTor, a simple variation of the classical Truncated Singular Value Decomposition (TSVD)…

Existing fine-tuning methods either tune all parameters of the pre-trained model (full fine-tuning), which is not efficient, or only tune the last linear layer (linear probing), which suffers a significant accuracy drop compared to the full…