Research
On-device research index

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.

168,932 papers · 148 categories

Trend · papers per month

60119179238 · May 202619922001200920172026
48 results for subspace assumption

Reconstruction based subspace clustering methods compute a self reconstruction matrix over the samples and use it for spectral clustering to obtain the final clustering result. Their success largely relies on the assumption that the underlying subspaces are independent, which, however, does not always hold in the appli…

2012-06-18abs ↗pdf ↗

GTBO uses group testing to optimize high-dimensional functions efficiently.

problem Optimizing expensive, high-dimensional functions with limited data.
method Group testing to identify active dimensions, then guide optimization.
result GTBO outperforms state-of-the-art methods on high-dimensional benchmarks.

Dynamic robust PCA refers to the dynamic (time-varying) extension of robust PCA (RPCA). It assumes that the true (uncorrupted) data lies in a low-dimensional subspace that can change with time, albeit slowly. The goal is to track this changing subspace over time in the presence of sparse outliers. We develop and study …

2017-05-24abs ↗pdf ↗

This work takes the first steps towards solving the "phaseless subspace tracking" (PST) problem. PST involves recovering a time sequence of signals (or images) from phaseless linear projections of each signal under the following structural assumption: the signal sequence is generated from a much lower dimensional subsp…

2018-09-11abs ↗pdf ↗

In this work, we study the robust subspace tracking (RST) problem and obtain one of the first two provable guarantees for it. The goal of RST is to track sequentially arriving data vectors that lie in a slowly changing low-dimensional subspace, while being robust to corruption by additive sparse outliers. It can also b…

2017-12-17abs ↗pdf ↗

We study the problem of subspace tracking in the presence of missing data (ST-miss). In recent work, we studied a related problem called robust ST. In this work, we show that a simple modification of our robust ST solution also provably solves ST-miss and robust ST-miss. To our knowledge, our result is the first `compl…

2018-10-06abs ↗pdf ↗

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion problem to situations in which the matrix rank can be quite high or even full r…

2011-12-23abs ↗pdf ↗

Sparse subspace clustering (SSC) is an elegant approach for unsupervised segmentation if the data points of each cluster are located in linear subspaces. This model applies, for instance, in motion segmentation if some restrictions on the camera model hold. SSC requires that problems based on the l1l_1-norm are solved …

2016-09-16abs ↗pdf ↗

Algorithm finds a subspace minimizing distances to inliers with outliers.

problem Finding a kk-dimensional subspace minimizing distances to inliers with outliers.
method Extends dimension reduction techniques and bi-criteria approximations based on sampling.
result Efficient algorithm for multiplicative (1+ε)(1+ε)-approximation of optimal solution.

The Nearest subspace classifier (NSS) finds an estimation of the underlying subspace within each class and assigns data points to the class that corresponds to its nearest subspace. This paper mainly studies how well NSS can be generalized to new samples. It is proved that NSS is strongly consistent under certain assum…

2015-01-24abs ↗pdf ↗

Subspace clustering methods based on 1\ell_1, 2\ell_2 or nuclear norm regularization have become very popular due to their simplicity, theoretical guarantees and empirical success. However, the choice of the regularizer can greatly impact both theory and practice. For instance, 1\ell_1 regularization is guaranteed t…

2015-07-05abs ↗pdf ↗

Subspace clustering is the problem of clustering data points into a union of low-dimensional linear/affine subspaces. It is the mathematical abstraction of many important problems in computer vision, image processing and machine learning. A line of recent work (4, 19, 24, 20) provided strong theoretical guarantee for s…

2015-04-04abs ↗pdf ↗

Fast robust subspace tracking in sparse data-dependent noise with near-optimal delay.

problem Robustly tracking time-varying subspaces in the presence of sparse outliers.
method Introduces a fast mini-batch robust ST solution under mild assumptions.
result Provably correct subspace tracking with near-optimal delay and same time complexity as simple PCA.

GROUSE (Grassmannian Rank-One Update Subspace Estimation) is an incremental algorithm for identifying a subspace of Rn from a sequence of vectors in this subspace, where only a subset of components of each vector is revealed at each iteration. Recent analysis has shown that GROUSE converges locally at an expected linea…

2013-07-21abs ↗pdf ↗

Develops accelerated methods for optimization using low-dimensional projected-gradient information.

problem Optimization with low-dimensional projected-gradient information and Nesterov acceleration.
method Randomized-subspace Nesterov accelerated gradient methods for smooth convex and strongly convex optimization.
result Established accelerated oracle-complexity guarantees and unified basis for comparing sketch families.

Estimates shared linear subspace from noisy data with multiple users.

problem Recovering shared linear subspace from noisy data with non-isotropic noise.
method Estimates shared subspace using at least two data points per user, avoiding restrictive assumptions.
result Upper and lower bounds for estimation error match, showing no additional error due to noise irregularity.

A new method optimizes Bayesian optimization in high dimensions by focusing on low-dimensional subspaces.

problem Scaling Bayesian optimization in high-dimensional spaces with limited computational budget.
method Optimizes acquisition function in low-dimensional subspaces of a high-dimensional search space.
result The method achieves sub-linear cumulative regret, trading convergence rate for computational efficiency.

A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from samples. In this paper we introduce a general formulation of this problem and der…

2014-08-21abs ↗pdf ↗

The paper tackles subspace-preserving recovery of sparse signals from overcomplete dictionaries.

problem Recovering sparse signals from overcomplete dictionaries when the signal lies in a subspace of the dictionary.
method Geometric conditions and covering radius/angular distance to ensure subspace-preserving recovery.
result Theoretical analysis shows that subspace-preserving recovery is possible without requiring incoherence or restricted isometry of the dictionary.

We present a mathematical analysis of a non-convex energy landscape for robust subspace recovery. We prove that an underlying subspace is the only stationary point and local minimizer in a specified neighborhood under a deterministic condition on a dataset. If the deterministic condition is satisfied, we further show t…

2017-06-13abs ↗pdf ↗

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 2K2K projection vect…

2014-12-07abs ↗pdf ↗

LDAdam optimizes large models with low memory by adapting to lower-dimensional subspaces.

problem Training large models efficiently and accurately.
method Adaptive optimization in lower-dimensional subspaces with a new projection-aware update rule and error feedback mechanism.
result LDAdam achieves accurate and efficient training of language models.

Most data is multi-dimensional. Discovering whether any subset of dimensions, or subspaces, of such data is significantly correlated is a core task in data mining. To do so, we require a measure that quantifies how correlated a subspace is. For practical use, such a measure should be universal in the sense that it capt…

2015-10-28abs ↗pdf ↗

Paper improves MFC algorithm for clustering linear subspaces.

problem Challenges in subspace clustering, especially with close cluster spans.
method Integrates MFC and iPursuit algorithms, focusing on innovation components.
result MFC/iPursuit algorithms robust to cluster intersections and span closeness.

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a new approach for partitioning such high-dimensional data. Our assumption is that…

2012-03-05abs ↗pdf ↗

Projective DP-SGD reduces privacy error by identifying low-dimensional gradient subspaces.

problem Differentially private SGD's error rate scales with model's dimensionality, problematic for over-parameterized models.
method Projective DP-SGD, projecting noisy gradients to a low-dimensional subspace identified from a public dataset.
result The method reduces the dependence on model dimensionality, improving accuracy in high privacy regimes.

We study the Dictionary Learning (aka Sparse Coding) problem of obtaining a sparse representation of data points, by learning \emph{dictionary vectors} upon which the data points can be written as sparse linear combinations. We view this problem from a geometry perspective as the spanning set of a subspace arrangement,…

2014-02-28abs ↗pdf ↗

Paper extends ICA to ISA with auxiliary variables for better speech representation learning.

problem Learning unsupervised speech representations with independent subspaces.
method Theoretical framework of nonlinear ISA with auxiliary variables.
result Proposes an algorithm to learn speech representations with independent subspaces.

This work studies two interrelated problems - online robust PCA (RPCA) and online low-rank matrix completion (MC). In recent work by Candès et al., RPCA has been defined as a problem of separating a low-rank matrix (true data), L:=[1,2,t,,tmax]L:=[\ell_1, \ell_2, \dots \ell_{t}, \dots , \ell_{t_{\max}}] and a sparse matrix (outliers…

2015-03-11abs ↗pdf ↗

The high-dimensional data setting, in which p >> n, is a challenging statistical paradigm that appears in many real-world problems. In this setting, learning a compact, low-dimensional representation of the data can substantially help distinguish signal from noise. One way to achieve this goal is to perform subspace le…

2018-08-05abs ↗pdf ↗

Develops a Krylov subspace method for estimating nonlinear systems with random noise.

problem Estimating nonlinear dynamical systems with random noise.
method Lifted representation of nonlinear dynamical systems using transfer operators, extended Arnoldi method, and shift-invert Arnoldi method.
result Empirical validation of methods on synthetic and real-world healthcare data.

A new method clusters multi-view data by sharing a common trace-norm of coefficient matrices.

problem Insufficient exploitation of multi-view data due to uniform coefficient matrices.
method Imposes bilinear factorization with orthonormality and low-rank constraints on coefficient matrices.
result The proposed CBF-MSC method effectively clusters multi-view data more comprehensively.

This paper tackles unpaired data in multi-view learning, proposing a new framework and models.

problem Handling unpaired data in multi-view learning, which is more common than paired data.
method Generalized uncorrelated multi-view subspace learning framework with successive alternating approximation (SAA) method.
result Proposed models perform competitively or better than baselines in multi-view feature extraction and multi-modality classification.