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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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23456890 · Jun 202019922001200920182026
48 results for compressed least-squares

A new framework for efficient large-scale learning using sketching of moments.

problem Efficiently learning from large datasets with limited computational resources.
method Compressing the training data into a low-dimensional sketch and solving a nonlinear least squares problem.
result Sufficient sketch sizes to control the generalization error of the procedure.

The paper proposes a least squares method for binary compressive sampling with low intrinsic dimension signals.

problem Recovering signals from binary measurements with noise and sign flips.
method Least squares decoder for signals with low generative intrinsic dimension.
result The least squares decoder achieves a sharp estimation error of O(klog(Ln)m)O(\sqrt{\frac{k\log (Ln)}{m}}) under certain conditions.

New techniques save bits in image compression with upsampling.

problem Lack of context dependence in current image compression methods with upsampling.
method Simple, inexpensive techniques exploiting context to predict Laplace distribution parameters.
result Average savings of 0.645 bits per difference, up to 1.489 bits.

Paper analyzes convergence rates of compressed LSR algorithms in federated learning.

problem Impact of compression on convergence rates in distributed learning.
method Analyzes a general stochastic approximation algorithm for LSR with weak assumptions.
result Convergence rates depend on the covariance of additive noise and compression strategy.

The paper proposes a control strategy for systems with sparse parameters using compressed sensing.

problem Control of linear systems with unknown sparse parameters under disturbances.
method Sparse estimation using Recursive Least Squares, improved with Basis Pursuit Denoising, and reformulated probabilistic constraints.
result The proposed algorithm outperforms existing methods in control design for systems with sparse impulse response parameters.

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that 1\ell_1-regularized least squares regression can accurately estimate a sparse linear model from nn nois…

2007-06-04abs ↗pdf ↗

Efficiently price high-dimensional Bermudan options using tensor compression.

problem High-dimensional option pricing with computational complexity.
method Hierarchical tensor compression for Monte Carlo and dual martingale methods.
result Tensor compression alleviates the curse of dimensionality for Bermudan option pricing.

In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a low-dimensional space. In particular, we propose to apply the JL transforms to …

2015-07-18abs ↗pdf ↗

New compression methods outperform FEFA in ASV tasks with similar accuracy but significantly faster.

problem Improving ASV system development speed while maintaining accuracy.
method Compared and evaluated several supervector compression methods including PPCA, FA, SPPCA, and PPLS.
result Supervector compression approaches are as effective as FEFA in ASV tasks but offer significant speed improvements.

A new method extends ridge regression with stretchable parameters for high-dimensional data.

problem Handling high-dimensional data for effective learning.
method Introduces ridge regression with stretchable parameters and provides closed-form solutions.
result Empirical evaluations show the method is effective for compressive learning with high-dimensional data.

Generalization in nonlinear least squares can be studied via algorithmic stability and effective dimension.

problem Generalization in nonlinear least squares models
method Deriving error bounds for local minimizers using algorithmic stability and effective dimension
result Bounds depend on learned geometry rather than parameter count

Efficient distributed learning with Byzantine-resilient thresholding and error feedback.

problem Byzantine-resilient distributed learning with communication efficiency.
method Simple thresholding for Byzantine mitigation, compressed gradients and norms for aggregation, error feedback.
result Statistical error rate matches Yin et al.~\cite{dong} but with simpler schemes, and improved convergence with error feedback.

Article presents QR and LQ decomposition algorithms for various matrix sizes and ranks.

problem Solving least squares problems in machine learning and computer vision.
method Developed novel matrix backpropagation algorithms for QR and LQ decompositions of different matrix sizes and ranks.
result Numerical stability and computational efficiency of the proposed methods.

The paper analyzes AR model estimation with limited data, showing improved sampling requirements.

problem Estimating AR model parameters from a small number of samples.
method Analyzes 1\ell_1-regularized least squares and greedy estimators, characterizing sampling trade-offs.
result Stable AR parameter recovery is possible with sub-linearly scaled samples, improving over existing methods.

Algorithm estimates sparse signals from linear measurements, improving recovery guarantees.

problem Estimating gradient-sparse signals from noisy linear measurements.
method Iterative alpha expansion with proximal descent and geometric penalty decay.
result Global recovery guarantees under cut-restricted isometry property for Gaussian designs.

GANCS uses GANs to speed up MRI reconstruction while maintaining diagnostic quality.

problem Time and resource intensive MRI reconstruction and loss of diagnostic quality in compressed sensing.
method Generative adversarial networks (GAN) trained on historical patient data to learn diagnostic-quality MR images.
result GANCS reconstructs MRI images in a few milliseconds with high contrast and texture details.

We consider solving the 1\ell_1-regularized least-squares (1\ell_1-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative soft-thresholding when applied to this problem, has low computational cost per iteration but a r…

2012-03-14abs ↗pdf ↗

New method uses deep learning to solve linear inverse problems.

problem Solving linear inverse problems with high-dimensional signals.
method Stochastic coarse-to-fine gradient ascent procedure using implicit prior from denoising CNN.
result General algorithm for solving linear inverse problems without additional training.

Overparameterization aids in model pruning, leading to improved test accuracy.

problem Improving lightweight model performance through pruning.
method Theoretical analysis and high-dimensional asymptotics of model pruning in overparameterized neural networks.
result Even with known informative features, training a large model and then pruning leads to better test accuracy.

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary (un-regularized) least squares regression in this subspace. This note shows that …

2011-05-04abs ↗pdf ↗

Unified framework for non-compressed networks from compression bounds.

problem Generalization of large deep neural networks with huge model size.
method Unified framework converting compression based bounds to non-compressed networks.
result Unified data-dependent generalization error bound with tighter evaluation.

Paper introduces a new adaptive gradient method with gradient compression for distributed training.

problem Communication overhead in distributed machine learning systems.
method Adaptive gradient method with gradient compression, scalable system BytePS-Compress.
result Convergence rate of O(1/T)\mathcal{O}(1/\sqrt{T}) for non-convex problems.

Generalizes model compression as constrained optimization, including various techniques.

problem Large neural nets for tasks like object recognition are too big for mobile devices.
method Formulated as constrained optimization, developed a general algorithm using augmented Lagrangian and alternating optimization.
result Guaranteed to find the best compressed model for the task locally.

Galen algorithm compresses neural networks for specific hardware with reduced latency.

problem Finding optimal compression policies for neural networks on specific hardware.
method Reinforcement learning using pruning and quantization to optimize inference latency.
result Compressed ResNet18 for ARM processor reduced inference latency by 80%.

The (isothermic) compressibility of lattice knots can be examined as a model of the effects of topology and geometry on the compressibility of ring polymers. In this paper, the compressibility of minimal length lattice knots in the simple cubic, face centered cubic and body centered cubic lattices are determined. Our r…

2012-03-14abs ↗pdf ↗

New algorithm improves online binary classification with constant time complexity.

problem Online binary classification with rebalancing.
method Non-iteratively reweighted recursive least-squares.
result Exacts converges to batch formulation and outperforms existing algorithms.

Paper compresses neural network weight-updates for image artifacts removal.

problem Efficiently compressing neural network weight-updates for image artifacts removal.
method Fine-tuning a pre-trained artifact removal network on target data with a compression objective that encourages sparse and quantized weight-updates.
result Achieves reconstruction quality comparable to traditional codecs at comparable bitrates.