arXiv research

New algorithm improves online binary classification with constant time complexity.

Unified analysis of reweighted least-squares algorithms for linear models.

Federated learning is protected against adversarial attacks with residual-based reweighting.

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the conventional PCA uses the L2 norm. For the L1 PCA problem minimizing the fitting error of…

Improved matching for multiple objects using a novel reweighting method.

Support vector machines (SVMs) are an important tool in modern data analysis. Traditionally, support vector machines have been fitted via quadratic programming, either using purpose-built or off-the-shelf algorithms. We present an alternative approach to SVM fitting via the majorization--minimization (MM) paradigm. Alg…

Least squares kernel based methods have been widely used in regression problems due to the simple implementation and good generalization performance. Among them, least squares support vector regression (LS-SVR) and extreme learning machine (ELM) are popular techniques. However, the noise sensitivity is a major bottlene…

Method improves SINDy for noisy nonlinear systems.

Paper proves IRLS converges to subspace from any start, with practical benefits.

The paper improves sample reweighting methods for adapting to covariate shifts.

Simplifies neural regression by combining two sub-networks for predictions and uncertainties.

Efficiently estimates rotations with corrupted data.

Iteratively reweighted $\ell_1$ algorithm is a popular algorithm for solving a large class of optimization problems whose objective is the sum of a Lipschitz differentiable loss function and a possibly nonconvex sparsity inducing regularizer. In this paper, motivated by the success of extrapolation techniques in accele…

Global convergence for robust regression problems via IRLS with enhancements.

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables an…

A novel AIRLS algorithm for multiaffine variable relations in high-dimensional problems.

New robust MPCA method handles casewise and cellwise outliers in tensor data.

Iteratively reweighted least squares (IRLS) is a widely-used method in machine learning to estimate the parameters in the generalised linear models. In particular, IRLS for L1 minimisation under the linear model provides a closed-form solution in each step, which is a simple multiplication between the inverse of the we…

A new approach for signal parametrization, which consists of a specific regression model incorporating a discrete hidden logistic process, is proposed. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The parameters of the hidden logis…

We prove that, under low noise assumptions, the support vector machine with $N\ll m$ random features (RFSVM) can achieve the learning rate faster than $O(1/\sqrt{m})$ on a training set with $m$ samples when an optimized feature map is used. Our work extends the previous fast rate analysis of random features method from…

We obtain an improved finite-sample guarantee on the linear convergence of stochastic gradient descent for smooth and strongly convex objectives, improving from a quadratic dependence on the conditioning $(L/μ)^2$ (where $L$ is a bound on the smoothness and $μ$ on the strong convexity) to a linear dependence on $L/μ$. …

A new approach for feature extraction from time series is proposed in this paper. This approach consists of a specific regression model incorporating a discrete hidden logistic process. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. …

We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the subproblems separately, obtaining a coefficient vector for each one. Then, it uses n…

A new framework detects changepoints in complex data.

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of $\ell_1$-norm along-wi…

Iterative reweighted algorithms, as a class of algorithms for sparse signal recovery, have been found to have better performance than their non-reweighted counterparts. However, for solving the problem of multiple measurement vectors (MMVs), all the existing reweighted algorithms do not account for temporal correlation…

This paper addresses the problem of blind and fully constrained unmixing of hyperspectral images. Unmixing is performed without the use of any dictionary, and assumes that the number of constituent materials in the scene and their spectral signatures are unknown. The estimated abundances satisfy the desired sum-to-one …

Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account the correlation of the design matrix to stabilize the estimation. This norm, ca…

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…

This paper develops a novel deep recurrent neural network for sequential signal reconstruction.

Robust method estimates state, input, and parameters of linear systems online.

Reweighted l1-algorithms have attracted a lot of attention in the field of applied mathematics. A unified framework of such algorithms has been recently proposed by Zhao and Li. In this paper we construct a few new examples of reweighted l1-methods. These functions are certain concave approximations of the l0-norm func…

Proposes a new method to improve regression models with reweighted samples.

Improved learning to reweight using deep interactions between student and teacher models.

Defense against user shilling attacks in collaborative filtering using edge reweighting.

In this paper, we introduce the problem of jointly learning feed-forward neural networks across a set of relevant but diverse datasets. Compared to learning a separate network from each dataset in isolation, joint learning enables us to extract correlated information across multiple datasets to significantly improve th…

RFM reduces feature space for linear models, improving sparse recovery.

We analyze a reweighted version of the Kikuchi approximation for estimating the log partition function of a product distribution defined over a region graph. We establish sufficient conditions for the concavity of our reweighted objective function in terms of weight assignments in the Kikuchi expansion, and show that a…

In this paper we present a connection between two dynamical systems arising in entirely different contexts: one in signal processing and the other in biology. The first is the famous Iteratively Reweighted Least Squares (IRLS) algorithm used in compressed sensing and sparse recovery while the second is the dynamics of …

CurveRL optimizes large model reasoning by reweighting prompts based on their rank and density.

New reweighted losses improve diffusion model training and image quality.

Exact LAD line fitting via PALB with linear scaling and speed.

Domain adaptation provides a powerful set of model training techniques given domain-specific training data and supplemental data with unknown relevance. The techniques are useful when users need to develop models with data from varying sources, of varying quality, or from different time ranges. We build CrossTrainer, a…

Reweighting improves GAN accuracy without sacrificing statistical power.

Recently, the paradigm of unfolding iterative algorithms into finite-length feed-forward neural networks has achieved a great success in the area of sparse recovery. Benefit from available training data, the learned networks have achieved state-of-the-art performance in respect of both speed and accuracy. However, the …

Resampling outperforms reweighting for correcting biased data in machine learning models.

Toy model study shows resampling/reweighting can improve feature learning in imbalanced classification.

Machine learning tools are commonly used in modern high energy physics (HEP) experiments. Different models, such as boosted decision trees (BDT) and artificial neural networks (ANN), are widely used in analyses and even in the software triggers. In most cases, these are classification models used to select the "signal"…