Dimensionality reduction methods are very common in the field of high dimensional data analysis. Typically, algorithms for dimensionality reduction are computationally expensive. Therefore, their applications for the analysis of massive amounts of data are impractical. For example, repeated computations due to accumula…
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New algorithm reduces optimization complexity in adaptive mirror descent.
This paper proposes BRIEF, a backward reduction algorithm that explores compact CNN-model designs from the information flow perspective. This algorithm can remove substantial non-zero weighting parameters (redundant neural channels) of a network by considering its dynamic behavior, which traditional model-compaction te…
This work examines consistency issues in Gaussian Mixture Model reduction algorithms.
Paper develops momentum schemes with variance reduction for non-convex composition optimization.
We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have been shown to outperform SGD, both theoretically and empirically. However, asynchro…
Develops a new SPP algorithm with variance reduction for weakly convex optimization.
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for machine learning by reductions: we develop reductions that take a method develo…
Introduces a reduction system for Artin-Tits groups, improving algorithms and proving periodicity results.
We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm is distinct from the well-known Runnalls' KLD based method since it is not restricted to merging operations. The capability of pruning (in …
Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…
New algorithm for context bandits with continuous actions.
New algorithm balances spatial data approximation and prediction accuracy.
FibeRed reduces complex data dimensions while preserving topology.
MARS optimizes large model training by reducing variance, outperforming AdamW.
Ensemble learning has had many successes in supervised learning, but it has been rare in unsupervised learning and dimensionality reduction. This study explores dimensionality reduction ensembles, using principal component analysis and manifold learning techniques to capture linear, nonlinear, local, and global feature…
Stochastic variance reduction algorithms have recently become popular for minimizing the average of a large, but finite number of loss functions. The present paper proposes a Riemannian stochastic quasi-Newton algorithm with variance reduction (R-SQN-VR). The key challenges of averaging, adding, and subtracting multipl…
Ant colonies and boosting algorithms both reduce bias and variance through adaptive mechanisms.
New algorithms for clustering and dimension reduction using relative von Neumann entropy.
Paper identifies reductive MDPs, solving them in polynomial time.
Proposes a faster Isomap algorithm by reducing eigenvalue decomposition complexity.
Study reduces dimensions for -means clustering for better accuracy.
This thesis explores fast algorithms for large matrices and data augmentation to improve model efficiency.
TrIM improves gradient-based dimension reduction and regression.
This paper proposes a new dimensionality reduction algorithm named branching embedding (BE). It converts a dendrogram to a two-dimensional scatter plot, and visualizes the inherent structures of the original high-dimensional data. Since the conversion part is not computationally demanding, the BE algorithm would be ben…
UMAP (Uniform Manifold Approximation and Projection) is a novel manifold learning technique for dimension reduction. UMAP is constructed from a theoretical framework based in Riemannian geometry and algebraic topology. The result is a practical scalable algorithm that applies to real world data. The UMAP algorithm is c…
Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear convergence with the Fletcher and Reeves method for strongly convex and smooth functi…
New DR method uses Gromov-Wasserstein distance for high-dimensional data.
Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction and temporal clustering into a single end-to-end learning framework, fully unsupe…
Novel technique reduces Bayesian network complexity while preserving inference accuracy.
A new framework for bilevel optimization tackles stochastic and global variance reduction.
Dimensionality reduction is a topic of recent interest. In this paper, we present the classification constrained dimensionality reduction (CCDR) algorithm to account for label information. The algorithm can account for multiple classes as well as the semi-supervised setting. We present an out-of-sample expressions for …
Extends boosting to multiclass online agnostic classification.
This work improves understanding of dimension reduction algorithms and their probabilistic embeddings.
BlosSOM improves data visualization for large datasets.
A new framework learns clustering and dimensionality reduction together.
Stochastic gradient Markov Chain Monte Carlo (SG-MCMC) has been developed as a flexible family of scalable Bayesian sampling algorithms. However, there has been little theoretical analysis of the impact of minibatch size to the algorithm's convergence rate. In this paper, we prove that under a limited computational bud…
Paper proposes a method to estimate variance reduction in DNN training using importance sampling.
It is difficult to find the optimal sparse solution of a manifold learning based dimensionality reduction algorithm. The lasso or the elastic net penalized manifold learning based dimensionality reduction is not directly a lasso penalized least square problem and thus the least angle regression (LARS) (Efron et al. \ci…
Adaptive reduction scheme approximates optimal policy in regularized MDPs.
Enhances option pricing for American-style options using JDOI method.
New algorithms reduce variance in solving complex mathematical problems.
We propose a reduction for non-convex optimization that can (1) turn an stationary-point finding algorithm into an local-minimum finding one, and (2) replace the Hessian-vector product computations with only gradient computations. It works both in the stochastic and the deterministic settings, without hurting the algor…
We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.
Efficiently reduces tensor ranks using mean-field approximation.
Dictionary leaning (DL) and dimensionality reduction (DR) are powerful tools to analyze high-dimensional noisy signals. This paper presents a proposal of a novel Riemannian joint dimensionality reduction and dictionary learning (R-JDRDL) on symmetric positive definite (SPD) manifolds for classification tasks. The joint…
Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as symmetric generalized eigendecomposition problems. In this paper we outline how t…
Modeling data as being sampled from a union of independent subspaces has been widely applied to a number of real world applications. However, dimensionality reduction approaches that theoretically preserve this independence assumption have not been well studied. Our key contribution is to show that projection vect…