相关论文: Towards the optimal construction of a loss functio…

The phase retrieval problem is concerned with recovering an unknown signal $\bf{x} \in \mathbb{R}^n$ from a set of magnitude-only measurements $y_j=|\langle \bf{a}_j,\bf{x} \rangle|, \; j=1,\ldots,m$. A natural least squares formulation can…

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

This paper studies loss functions for finite sets. For a given finite set $S$, we give sum-of-square type loss functions of minimum degree. When $S$ is the vertex set of a standard simplex, we show such loss functions have no spurious…

We consider building predictors when the data have missing values. We study the seemingly-simple case where the target to predict is a linear function of the fully-observed data and we show that, in the presence of missing values, the…

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

A sampling-based optimization method for quadratic functions is proposed. Our method approximately solves the following $n$-dimensional quadratic minimization problem in constant time, which is independent of $n$: $z^*=\min_{\mathbf{v} \in…

It has been widely recognized that the 0/1 loss function is one of the most natural choices for modelling classification errors, and it has a wide range of applications including support vector machines and 1-bit compressed sensing. Due to…

In the past several years, there have been several representative attitude determination methods developed using derivative-based optimization algorithms. Optimization techniques e.g. gradient-descent algorithm (GDA), Gauss-Newton algorithm…

We study a bi-objective optimization problem, which for a given positive real number $n$ aims to find a vector $X = \{x_0,\cdots,x_{k-1}\} \in \mathbb{R}^{k}_{\ge 0}$ such that $\sum_{i=0}^{k-1} x_i = n$, minimizing the maximum of $k$…

Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…

Many problems in robotics, such as estimating the state from noisy sensor data or aligning two point clouds, can be posed and solved as least-squares problems. Unfortunately, vanilla nonminimal solvers for least-squares problems are…

Can we recover a complex signal from its Fourier magnitudes? More generally, given a set of $m$ measurements, $y_k = |\mathbf a_k^* \mathbf x|$ for $k = 1, \dots, m$, is it possible to recover $\mathbf x \in \mathbb{C}^n$ (i.e., length-$n$…

We analyze statistical features of the ``optimization landscape'' in a random version of one of the simplest constrained optimization problems of the least-square type: finding the best approximation for the solution of an overcomplete…

This paper deals with finding an $n$-dimensional solution $x$ to a system of quadratic equations of the form $y_i=|\langle{a}_i,x\rangle|^2$ for $1\le i \le m$, which is also known as phase retrieval and is NP-hard in general. We put forth…

Consider the Gaussian vector model with mean value {\theta}. We study the twin problems of estimating the number |{\theta}|_0 of non-zero components of {\theta} and testing whether |{\theta}|_0 is smaller than some value. For testing, we…

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…

For the binary classification problem, a novel nonlinear kernel-free quadratic hyper-surface support vector machine with 0-1 loss function (QSSVM$_{0/1}$) is proposed. Specifically, the task of QSSVM$_{0/1}$ is to seek a quadratic…

A loss function measures the discrepancy between the true values (observations) and their estimated fits, for a given instance of data. A loss function is said to be proper (unbiased, Fisher consistent) if the fits are defined over a unit…

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…