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We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…

最优化与控制 · 数学 2019-02-26 Wooseok Ha , Rina Foygel Barber

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

数值分析 · 数学 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

It is not an exaggeration to say that the recent progress in artificial intelligence technology depends on large-scale and high-quality data. Simultaneously, a prevalent issue exists everywhere: the budget for data labeling is constrained.…

机器学习 · 计算机科学 2023-08-22 Yujin Hwang , Won Jo , Juyoung Hong , Yukyung Choi

We study the column subset selection problem with respect to the entrywise $\ell_1$-norm loss. It is known that in the worst case, to obtain a good rank-$k$ approximation to a matrix, one needs an arbitrarily large $n^{\Omega(1)}$ number of…

数据结构与算法 · 计算机科学 2020-04-20 Zhao Song , David P. Woodruff , Peilin Zhong

Annotating large collections of textual data can be time consuming and expensive. That is why the ability to train models with limited annotation budgets is of great importance. In this context, it has been shown that under tight annotation…

计算与语言 · 计算机科学 2022-10-13 César González-Gutiérrez , Audi Primadhanty , Francesco Cazzaro , Ariadna Quattoni

The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…

机器学习 · 计算机科学 2018-04-13 Bruno Ordozgoiti , Alberto Mozo , Jesús García López de Lacalle

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

最优化与控制 · 数学 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…

最优化与控制 · 数学 2021-02-22 Marc Goerigk , Stefan Lendl , Lasse Wulf

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

机器学习 · 计算机科学 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…

统计方法学 · 统计学 2026-04-13 Ziyuan Chen , Ying Yang , Fang Yao

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

数值分析 · 数学 2018-10-30 Simon Foucart , Srinivas Subramanian

Designing computational experiments involving $\ell_1$ minimization with linear constraints in a finite-dimensional, real-valued space for receiving a sparse solution with a precise number $k$ of nonzero entries is, in general, difficult.…

最优化与控制 · 数学 2013-09-11 Christian Kruschel , Dirk A. Lorenz

We develop computational methods for approximating the solution of a linear multi-term matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and…

数值分析 · 数学 2020-06-16 Kookjin Lee , Howard C. Elman , Catherine E. Powell , Dongeun Lee

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

机器学习 · 计算机科学 2015-07-08 Bo Xin , David Wipf

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion…

信息论 · 计算机科学 2011-12-30 Brian Eriksson , Laura Balzano , Robert Nowak

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…

信息论 · 计算机科学 2016-05-25 Mark A. Davenport , Justin Romberg

In recent years, many recommender systems have utilized textual data for topic extraction to enhance interpretability. However, our findings reveal a noticeable deficiency in the coherence of keywords within topics, resulting in low…

计算与语言 · 计算机科学 2023-06-14 Xuefei Jiang , Dairui Liu , Ruihai Dong

We consider the problem of sparse coding, where each sample consists of a sparse linear combination of a set of dictionary atoms, and the task is to learn both the dictionary elements and the mixing coefficients. Alternating minimization is…

机器学习 · 计算机科学 2014-07-30 Alekh Agarwal , Animashree Anandkumar , Prateek Jain , Praneeth Netrapalli

In many practical applications including remote sensing, multi-task learning, and multi-spectrum imaging, data are described as a set of matrices sharing a common column space. We consider the joint estimation of such matrices from their…

统计理论 · 数学 2023-06-07 Rakshith S Srinivasa , Seonho Kim , Kiryung Lee

Efficiently allocating treatments with a budget constraint constitutes an important challenge across various domains. In marketing, for example, the use of promotions to target potential customers and boost conversions is limited by the…

机器学习 · 计算机科学 2024-05-06 Toon Vanderschueren , Wouter Verbeke , Felipe Moraes , Hugo Manuel Proença