Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex or a nonconvex cost function, which is a generalization of the matching pursuit…
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We introduce a new convex formulation for stable principal component pursuit (SPCP) to decompose noisy signals into low-rank and sparse representations. For numerical solutions of our SPCP formulation, we first develop a convex variational framework and then accelerate it with quasi-Newton methods. We show, via synthet…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our algorithm by introducing a novel weight updating rule to reduce the time and stora…
Improved understanding of low-rank solutions in SDPs via smoothed analysis.
Paper proposes a method for estimating sparse and low-rank tensors from sketchings.
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can be solved by the natural convex joint/mixed relaxations (i.e., l_{1}-norm and tr…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on optimization problems with complexity that scales with the dimension of the data, which…
New model reconstructs networks by identifying regular components.
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate penalty term for matrix rank. The problem is that in many practical scenarios th…
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate penalty term for matrix rank. The problem is that in many practical scenarios th…
Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning, the current methods of choice are arguably K-SVD and its variants, which learn a …
Thompson Sampling improves pursuit-evasion coordination.
Unified analysis of matching pursuit and coordinate descent methods.
Isometry pursuit identifies orthonormal submatrices from wide matrices.
Efficiently recovers data corrupted by adversarial noise in structured settings.
We study a form of cyclic pursuit on Riemannian manifolds with positive injectivity radius. We conjecture that on a compact manifold, the piecewise geodesic loop formed by connecting consecutive pursuit agents either collapses in finite time or converges to a closed geodesic. The main result is that this conjecture is …
A new algorithm improves SSC clustering accuracy with low complexity.
Study of pursuit-evasion game on sphere and its relation to planar Apollonius circle.
New algorithms separate singing voices from accompaniment using complex and quaternionic principal component pursuit.
This paper closes the gap on matching pursuit's convergence rate.
New algorithm combines gradient and coordinate descent steps for faster convergence.
Generative ML learns optimal pursuit trajectories in pursuit-evasion games.
The paper finds non-Gaussian directions in high-dimensional data using Wasserstein distance.
The paper compares PCA and PP for scRNA sequencing data.
In this correspondence, we obtain exact recovery conditions for regularized modified basis pursuit (reg-mod-BP) and discuss when the obtained conditions are weaker than those for modified-CS or for basis pursuit (BP). The discussion is also supported by simulation comparisons. Reg-mod-BP provides a solution to the spar…
Recovering matrices from compressive and grossly corrupted observations is a fundamental problem in robust statistics, with rich applications in computer vision and machine learning. In theory, under certain conditions, this problem can be solved in polynomial time via a natural convex relaxation, known as Compressive …
Insurance firms use RL to optimize customer offers for desired target portfolios.
Enhances projection pursuit tree classifier with visual diagnostics for better multi-class classification.
Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming compressed sensing, matrix completion, and principal components pursuit. This paper devel…
PPF uses projections to improve classification accuracy.
Paper extends principal component pursuit to hypercomplex numbers for improved audio data analysis.
Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro…
Paper proposes an accelerated algorithm for sparse subspace clustering.
Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…
Sharp results link DLN gradient flow to basis pursuit optimization and GHA phase transitions.
Two of the most fundamental prototypes of greedy optimization are the matching pursuit and Frank-Wolfe algorithms. In this paper, we take a unified view on both classes of methods, leading to the first explicit convergence rates of matching pursuit methods in an optimization sense, for general sets of atoms. We derive …
Paper proposes a novel approach to density ratio estimation using projection pursuit.
The problem of pursuing a moving target is always one of the main topics in navigation. In the literatures, there are two well-known algorithms called Pure Pursuit and Pure Rendezvous navigation in the 3-dimensional space . In this paper, these two methods are combined to introduce a novel family of pursu…
A geometric approach to differential game theory is illustrated. The parallel pursuit is considered as a two-player zero-sum differential game. The optimal strategies of each player is designed based on Riemann-Finsler geometry. Our approach incorporates a closed loop optimal control and the presentation is familiar wi…
Projection pursuit model improves Gaussian process regression for high-dimensional data.
Improved SSC clustering with reduced computation time and accuracy.
New pursuit algorithm for ML-CSC model with improved stability and dictionary learning.
OOMP selects features online for sparse linear regression.
Paper proposes PPMM for fast estimation of large-scale OTM.
Lower bounds show OLS outperforms basis pursuit in overparameterized linear regression.
Paper develops efficient AltMin algorithm for SRPCP robust matrix recovery.
New technique RRT improves OMP performance without knowing sparsity or noise.
Paper proves noise-tolerant SSC using greedy methods under coherence conditions.