arXiv research

Noiseless linear estimation results are found to be universal across various structured matrices.

Stochastic gradient descent achieves polynomial convergence rates for noiseless linear models.

Study shows efficient algorithms for noiseless linear regression require quadratic sample complexity in contamination rate.

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general case with noisy observations, we show that our algorithm is guaranteed to linearl…

This work precisely characterizes and improves the tradeoff between robustness and accuracy in linear regression.

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex optimization problem of matrix sensing. Our algorithm is applicable to both noisy and…

Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the minimax error rate that is sharp up to logarithmic factors. We also analyze the p…

Unified framework for pattern recovery in penalized and thresholded estimation.

This paper analyzes divide-and-conquer estimators for functional linear regression without assuming target function in the RKHS.

Noiseless IO bounds inferred from demonstrations, matching adversarial settings.

We introduce a convex approach for mixed linear regression over $d$ features. This approach is a second-order cone program, based on L1 minimization, which assigns an estimate regression coefficient in $\mathbb{R}^{d}$ for each data point. These estimates can then be clustered using, for example, $k$-means. For problem…

Paper improves learning mixtures of sparse signals from noisy measurements.

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels (which sample corresponds to which model) are not observed. We give a tractable a…

We study the problem of robust subspace recovery (RSR) in the presence of adversarial outliers. That is, we seek a subspace that contains a large portion of a dataset when some fraction of the data points are arbitrarily corrupted. We first examine a theoretical estimator that is intractable to calculate and use it to …

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy cas…

Modern deep neural network models suffer from adversarial examples, i.e. confidently misclassified points in the input space. It has been shown that Bayesian neural networks are a promising approach for detecting adversarial points, but careful analysis is problematic due to the complexity of these models. Recently Gil…

Improved GP bandit algorithms for noiseless, varying noise, and RKHS norms.

New bounds prevent degradation in high-dimensional signal estimation.

The study examines Kernel Ridge Regression error rates across noiseless and noisy conditions.

This paper introduces SRPR for robust phase retrieval with smoothed loss functions.

Noiseless KRR achieves optimal rates and exhibits saturation effects.

Deep neural networks can generalize well even with perfect fits to noisy data.

Sparse group Lasso optimizes sparse and grouped parameters in high-dimensional data.

Paper presents ABGD for efficient piecewise linear regression in high dimensions.

We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs projected gradient descent based on a novel semi-stochastic gradient specifically desi…

Paper addresses linear regression with partially mismatched data using local search with theoretical guarantees.

Nonlinear SGD achieves high-probability rates in non-convex optimization with heavy-tailed noise.

We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares (OLS) algorithm while requiring significantly lower computational costs. While OL…

Preconditioned non-convex gradient descent improves noisy matrix estimation.

NOMU improves neural network uncertainty estimation.

Self-training in linear models shows a U-shaped test-risk curve due to signal forgetting and denoising.

We provide high-probability sample complexity guarantees for exact structure recovery and accurate predictive learning using noise-corrupted samples from an acyclic (tree-shaped) graphical model. The hidden variables follow a tree-structured Ising model distribution, whereas the observable variables are generated by a …

The homology groups of a manifold are important topological invariants that provide an algebraic summary of the manifold. These groups contain rich topological information, for instance, about the connected components, holes, tunnels and sometimes the dimension of the manifold. In earlier work, we have considered the s…

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising it; and a priori bounds on the error of each entry, individually. In the noiseless…

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to estimate transformation coefficients using unordered multisets of covariates and r…

Paper tackles phase retrieval with robust gradient descent for noisy data.

We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is based on a random walk (the \emph{Ball Walk}) on the epigraph of the function. Th…

We study contextual linear bandit problems under feature uncertainty, where the features are noisy and have missing entries. To address the challenges posed by this noise, we analyze Bayesian oracles given the observed noisy features. Our Bayesian analysis reveals that the optimal hypothesis can significantly deviate f…

Deep neural networks achieve optimal learning rates for high-dimensional classification.

Quantum computing improves fill probability estimation in bond trading.

Adversarial training can hurt robust accuracy in small sample size scenarios.

Recently developed deep-learning-based denoisers often outperform state-of-the-art conventional denoisers such as the BM3D. They are typically trained to minimize the mean squared error (MSE) between the output image of a deep neural network (DNN) and a ground truth image. Thus, it is important for deep-learning-based …

Among the plethora of techniques devised to curb the prevalence of noise in medical images, deep learning based approaches have shown the most promise. However, one critical limitation of these deep learning based denoisers is the requirement of high-quality noiseless ground truth images that are difficult to obtain in…

Paper solves graph matching problem using convex relaxation to the simplex.

Paper introduces a neural network training algorithm for noisy data that achieves optimal parameters and replicates real-world behaviors.

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tildeΩ(k)$, well-initialized EM converges to the true regression parameters. Previous results for $k \geq 3$ hav…

This paper considers compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key technical tool which represents points in a polytope by convex combinations of sparse v…