相关论文: Spectrally-Corrected and Regularized QDA Classifie…

We present a new method which generalizes subspace learning based on eigenvalue and generalized eigenvalue problems. This method, Roweis Discriminant Analysis (RDA), is named after Sam Roweis to whom the field of subspace learning owes…

The estimation of covariance matrices of multiple classes with limited training data is a difficult problem. The sample covariance matrix (SCM) is known to perform poorly when the number of variables is large compared to the available…

We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are…

We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in…

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

Dynamic treatment regimes (DTRs) have received an increasing interest in recent years. DTRs are sequences of treatment decision rules tailored to patient-level information. The main goal of the DTR study is to identify an optimal DTR, a…

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Researchers in the behavioral and social sciences use linear discriminant analysis (LDA) for predictions of group membership (classification) and for identifying the variables most relevant to group separation among a set of continuous…

The Engineers' Salary Prediction Challenge requires classifying salary categories into three classes based on tabular data. The job description is represented as a 300-dimensional word embedding incorporated into the tabular features,…

As an essential branch of recommender systems, sequential recommendation (SR) has received much attention due to its well-consistency with real-world situations. However, the widespread data sparsity issue limits the SR model's performance.…

The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

Digital sound synthesis presents the opportunity to explore vast parameter spaces containing millions of configurations. Quality diversity (QD) evolutionary algorithms offer a promising approach to harness this potential, yet their success…

Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…

A new procedure, called DDa-procedure, is developed to solve the problem of classifying d-dimensional objects into q >= 2 classes. The procedure is completely nonparametric; it uses q-dimensional depth plots and a very efficient algorithm…

Recently, sample-based quantum diagonalization (SQD) has emerged as a promising approach to compute ground and excited states of problem Hamiltonians.This method classically diagonalizes a Hamiltonian in a subspace that is spanned by…

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method - named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization) - for analyzing high- dimensional data. Unlike in the linear setting where…

Fisher Discriminant Analysis (FDA) is a subspace learning method which minimizes and maximizes the intra- and inter-class scatters of data, respectively. Although, in FDA, all the pairs of classes are treated the same way, some classes are…

Super-resolution (SR), a classical inverse problem in computer vision, is inherently ill-posed, inducing a distribution of plausible solutions for every input. However, the desired result is not simply the expectation of this distribution,…

Modern datasets arising from social media, genomics, and biomedical informatics are often heterogeneous and (ultra) high-dimensional, creating substantial challenges for conventional modeling techniques. Quantile regression (QR) not only…