相关论文: Fitting Spectral Decay with the $k$-Support Norm

The spectral bundle method proposed by Helmberg and Rendl is well established for solving large-scale semidefinite programs (SDP) thanks to its low per iteration computational complexity and strong practical performance. In this paper, we…

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as…

This work considers the nonconvex, nonsmooth problem of minimizing a composite objective of the form $f(g(x))+h(x)$ where the inner mapping $g$ is a smooth finite summation or expectation amenable to variance reduction. In such settings,…

A basic problem in spectral clustering is the following. If a solution obtained from the spectral relaxation is close to an integral solution, is it possible to find this integral solution even though they might be in completely different…

We demonstrate an application of the spectral method as a numerical approximation for solving Hyperbolic PDEs. In this method a finite basis is used for approximating the solutions. In particular, we demonstrate a set of such solutions for…

Recently, $l_{2,1}$ matrix norm has been widely applied to many areas such as computer vision, pattern recognition, biological study and etc. As an extension of $l_1$ vector norm, the mixed $l_{2,1}$ matrix norm is often used to find…

Precise continuum normalisation of merged \'{e}chelle spectra is a demanding task necessary for various detailed spectroscopic analyses. Automatic methods have limited effectiveness due to the variety of features present in the spectra of…

We consider the problem of rank-$1$ low-rank approximation (LRA) in the matrix-vector product model under various Schatten norms: $$ \min_{\|u\|_2=1} \|A (I - u u^\top)\|_{\mathcal{S}_p} , $$ where $\|M\|_{\mathcal{S}_p}$ denotes the…

The paper introduces a new adaptive version of the Frank-Wolfe algorithm for relatively smooth convex functions. It is proposed to use the Bregman divergence other than half the square of the Euclidean norm in the formula for step-size.…

Spectral algorithms leverage spectral regularization techniques to analyze and process data, providing a flexible framework for addressing supervised learning problems. To deepen our understanding of their performance in real-world…

We study the convergence rate of the proximal-gradient homotopy algorithm applied to norm-regularized linear least squares problems, for a general class of norms. The homotopy algorithm reduces the regularization parameter in a series of…

In functional linear regression, the slope ``parameter'' is a function. Therefore, in a nonparametric context, it is determined by an infinite number of unknowns. Its estimation involves solving an ill-posed problem and has points of…

The support vector machine (SVM) and minimum Euclidean norm least squares regression are two fundamentally different approaches to fitting linear models, but they have recently been connected in models for very high-dimensional data through…

We investigate algorithms for reconstructing a convex body $K$ in $\mathbb {R}^n$ from noisy measurements of its support function or its brightness function in $k$ directions $u_1,...,u_k$. The key idea of these algorithms is to construct a…

The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection…

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

We develop a unified framework to characterize the power of higher-level algorithms for the constraint satisfaction problem (CSP), such as $k$-consistency, the Sherali-Adams LP hierarchy, and the affine IP hierarchy. As a result,…

Clustering is a fundamental unsupervised learning approach. Many clustering algorithms -- such as $k$-means -- rely on the euclidean distance as a similarity measure, which is often not the most relevant metric for high dimensional data…

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…