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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.

169,181 papers · 148 categories

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4998147196 · Jun 202019922001200920182026
48 results for subspace iterations

New method improves subspace iteration for eigenvectors in machine learning.

problem Computing eigenvectors for large-scale problems in machine learning.
method Subspace iteration with 2o\ell_{2 o \infty} norm convergence analysis.
result Deterministic bounds and practical stopping criterion for improved performance.

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

problem Robust subspace estimation in machine learning.
method Iteratively Reweighted Least Squares (IRLS) with dynamic smoothing regularization.
result IRLS converges linearly to the underlying subspace from any initialization under deterministic conditions.

AdaSub optimizes with second-order info in low-dims subspace.

problem Efficiently use second-order optimization methods with low computational cost.
method Adaptive subspace selection for second-order optimization.
result AdaSub outperforms other stochastic optimizers in time and iterations.

In subspace clustering, a group of data points belonging to a union of subspaces are assigned membership to their respective subspaces. This paper presents a new approach dubbed Innovation Pursuit (iPursuit) to the problem of subspace clustering using a new geometrical idea whereby subspaces are identified based on the…

2015-12-02abs ↗pdf ↗

This work presents a fast and non-convex algorithm for robust subspace recovery. The data sets considered include inliers drawn around a low-dimensional subspace of a higher dimensional ambient space, and a possibly large portion of outliers that do not lie nearby this subspace. The proposed algorithm, which we refer t…

2014-06-24abs ↗pdf ↗

Paper proposes a deep subspace clustering method using multi-level representations.

problem Deep subspace clustering of images.
method Convolutional autoencoders with multiple fully-connected layers for multi-level representations, loss minimization with iterative updates.
result The method outperforms state-of-the-art methods on real-world datasets.

TrIM improves gradient-based dimension reduction and regression.

problem Efficiently identifying relevant feature subspace for high-dimensional regression.
method Introduced TrIM forest, an iterative approach using Mondrian forest and EGOP estimate.
result Consistency guarantees and convergence rates for EGOP matrix and random forest estimator.

Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a non-Gaussian distribution. In this paper, we propose a novel NGCA algorithm based on log-density gradient estimation. Unlike existing methods, the proposed NGCA algorithm identifies the linear subspac…

2016-01-28abs ↗pdf ↗

New method guarantees simultaneous decomposition of tensor components.

problem Existing methods fail to recover all tensor components simultaneously.
method S-ASI method using slicing initialization and subspace iterations.
result Guaranteed recovery of top r components simultaneously for symmetric tensors.

KSS method converges and recovers correct clustering under certain conditions.

problem Subspace clustering for semi-randomly sampled data.
method Local convergence analysis and recovery guarantee for KSS method.
result KSS method converges superlinearly and finds correct clustering within loglog N iterations.

Efficiently compress pretrained models using RSI for improved predictive accuracy.

problem Efficiently compressing large pretrained models for practical deployment.
method Randomized subspace iteration (RSI) for low-rank approximation of pretrained models.
result RSI achieves near-optimal approximation quality and outperforms RSVD in predictive accuracy.

LASER compresses recursive model activations by exploiting their low-dimensional structure.

problem Understanding and optimizing the geometric structure of recursive reasoning trajectories.
method Dynamic low-rank basis tracking via matrix-free subspace tracking with a fidelity-triggered reset mechanism.
result Recursive activations occupy a linear, low-dimensional subspace that can be compressed efficiently.

Novel tensor perturbation bounds for orthogonal iteration methods.

problem Developing robust bounds for tensor reconstruction and subspace estimation.
method Blockwise tensor perturbation bounds for high-order orthogonal iteration (HOOI).
result Upper bounds for singular subspace estimation converge linearly and tensor reconstruction error bound is characterized by a simple quantity.

Online tensor subspace tracking algorithm for incomplete data.

problem Online subspace tracking of partially observed high-dimensional data.
method OLSTEC algorithm based on CP decomposition and recursive least squares.
result OLSTEC outperforms state-of-the-art algorithms in convergence rate.

A new method for fair PCA ensures balanced error across groups.

problem Balancing approximation error across different groups in multi-group data.
method Iterative method to compute fair principal components minimizing max group-wise reconstruction error.
result Preserves the containment property of standard PCA and reduces to standard PCA for single-group data.

Paper models dynamic multivariate functional data with sparse subspace learning.

problem Complex, high-dimensional multivariate functional data with evolving cross-correlations.
method Sparse subspace learning for automatic subspaces formulation and cross-correlation dynamics description.
result Efficient estimation and feature extraction of multivariate functional data.

Algorithm selects public datasets for private machine learning.

problem Choosing the most suitable public dataset for private machine learning.
method Measures gradient subspace distance between public and private datasets.
result Excess risk scales with the subspace distance between gradients.

Active learning improves subspace clustering with less labeled data.

problem Efficiently incorporating labeled data to improve subspace clustering models.
method Proposes an active learning framework for subspace clustering that queries informative points and updates the subspace model.
result Demonstrates the advantage of the proposed active strategy over state-of-the-art methods.

A new method for projecting multimodal data to a common subspace for one-class classification.

problem Classifying data from multiple sources with varying features.
method Iterative transformation to a common subspace, separate transformations for each modality, regularization strategies.
result Outperforms competing methods across multiple datasets.

A new method for clustering high-dimensional data into subspaces efficiently and accurately.

problem Inaccurate clustering due to poor intra-subspace similarity in existing methods.
method Iterative Maximum Correlation (IMC) for affinity matrix learning and Piecewise Correlation Estimation (PCE) for densification.
result SDSC framework improves clustering accuracy and efficiency for large-scale data.

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 ↗

Improved direction finding for closely-spaced sources using iterative ESPRIT.

problem Improving DOA estimation for closely-spaced, uncorrelated and correlated sources.
method Iterative ESPRIT algorithm that incorporates prior knowledge and reduces covariance matrix disturbance.
result Improves DOA estimation accuracy for closely-spaced sources.

Proposes a new algorithm to estimate invariant subspaces across multilayer networks.

problem Estimating invariant subspaces across heterogeneous multiple networks.
method Bias-corrected joint spectral embedding algorithm that recursively calibrates diagonal bias and iteratively updates the subspace estimator.
result Established entrywise subspace perturbation bound and entrywise eigenvector central limit theorem for the algorithm.

With the scale of data growing every day, reducing the dimensionality (a.k.a. sketching) of high-dimensional data has emerged as a task of paramount importance. Relevant issues to address in this context include the sheer volume of data that may consist of categorical samples, the typically streaming format of acquisit…

2016-09-27abs ↗pdf ↗

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.

Paper analyzes convergence of PAM method for low-rank factorization models.

problem Convergence analysis of PAM method with subspace correction for low-rank factorization models.
method Majorized proximal alternating minimization (PAM) method with subspace correction.
result Established full convergence of PAM method under KL property and column 2,0\ell_{2,0}-norm condition.

SNAP improves robust computation by emphasizing trustworthy items and downweighting outliers.

problem Improving robustness in computation, especially in high-dimensional settings.
method SNAP assigns weights based on mutual agreement, suppressing outlier contributions.
result SNAP ensures outliers contribute negligibly to computations, even in high-dimensional settings.

SLMC improves sampling efficiency for high-dimensional distributions.

problem Sampling from high-dimensional distributions is computationally challenging.
method SLMC projects Langevin updates onto subsampled eigenblocks of a time-varying preconditioner.
result SLMC offers superior adaptability and computational efficiency compared to traditional methods.

We study the basic problem of robust subspace recovery. That is, we assume a data set that some of its points are sampled around a fixed subspace and the rest of them are spread in the whole ambient space, and we aim to recover the fixed underlying subspace. We first estimate "robust inverse sample covariance" by solvi…

2011-12-20abs ↗pdf ↗

An axiomatic approach to signal reconstruction is formulated, involving a sample consistent set and a guiding set, describing desired reconstructions. New frame-less reconstruction methods are proposed, based on a novel concept of a reconstruction set, defined as a shortest pathway between the sample consistent set and…

2017-02-02abs ↗pdf ↗

Sparse spectral decomposition identifies overlapping communities in networks.

problem Estimating overlapping community memberships in networks where nodes can belong to multiple communities.
method Sparse principal subspace estimation with iterative thresholding.
result The fixed point of the algorithm corresponds to correct node memberships under the stochastic block model.

Robust high-dimensional data processing has witnessed an exciting development in recent years, as theoretical results have shown that it is possible using convex programming to optimize data fit to a low-rank component plus a sparse outlier component. This problem is also known as Robust PCA, and it has found applicati…

2013-06-03abs ↗pdf ↗

New MCMC algorithm reduces subset selection passes to 2 for optimal kk-dimensional subspace approximation.

problem Subset selection for kk-dimensional subspace approximation with εε-approximation.
method MCMC sampling algorithm reducing passes to 2 for p=2p=2 case, poly(k/ε) size subset.
result Subset selection of nearly optimal size in 2 passes, (1+ε)(1+ε) approximation.