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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.

168,742 papers · 148 categories

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60120179239 · Jun 202019922001200920172026
48 results for subspace selection

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.

One-pass algorithm finds small subset for p\ell_p subspace approximation with additive error.

problem Finding a small subset of data points for p\ell_p subspace approximation.
method One-pass subset selection with additive approximation guarantee for p[1,)p \in [1, \infty).
result First one-pass algorithm with additive error for p\ell_p subspace approximation.

A novel unsupervised feature selection method using subspace clustering and self-expressive model.

problem Feature selection for large datasets with minimal labeling effort.
method Subspace clustering with adaptive representation learning and regularized regression.
result The method effectively captures sample similarities and discriminative information.

LOFT separates subspace rotation and transformation for orthogonal fine-tuning.

problem Conflating subspace rotation and transformation in orthogonal fine-tuning.
method LOFT explicitly separates subspace rotation and transformation, using task-aware support selection.
result LOFT recovers principal-subspace orthogonal adaptation and improves efficiency-performance trade-off.

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace s…

2013-03-19abs ↗pdf ↗

New method reduces high-dimensional data to key features.

problem Challenges of high-dimensional data analysis and interpretability.
method Randomized search to produce subspaces, ensemble of models for variable selection.
result Outperforms existing methods in prediction and variable selection.

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.

Paper proves noise-tolerant SSC using greedy methods under coherence conditions.

problem Proving noise-tolerant SSC using greedy methods under coherence conditions.
method Derives coherence-based sufficient conditions for correct neighbor identification using MP/OMP in the presence of bounded noise.
result MP/OMP succeed in identifying correct neighbors under certain noise levels, leading to higher clustering accuracy.

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 ↗

Regularized M-estimators are used in diverse areas of science and engineering to fit high-dimensional models with some low-dimensional structure. Usually the low-dimensional structure is encoded by the presence of the (unknown) parameters in some low-dimensional model subspace. In such settings, it is desirable for est…

2013-05-31abs ↗pdf ↗

Active sampling selects few points for accurate model reduction of high-fidelity systems.

problem Efficiently identify dominant subspaces for model reduction of large training sets.
method Proposes an active sampling strategy to select a few points from the training set to estimate dominant subspaces accurately.
result Active sampling can provide 17x speed-up without sacrificing accuracy.

Subspace clustering methods based on expressing each data point as a linear combination of all other points in a dataset are popular unsupervised learning techniques. However, existing methods incur high computational complexity on large-scale datasets as they require solving an expensive optimization problem and perfo…

2019-08-02abs ↗pdf ↗

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.

Subspace clustering refers to the problem of clustering high-dimensional data points into a union of low-dimensional linear subspaces, where the number of subspaces, their dimensions and orientations are all unknown. In this paper, we propose a variation of the recently introduced thresholding-based subspace clustering…

2014-03-13abs ↗pdf ↗

GPS model predicts subspace-valued functions efficiently.

problem Accurate and efficient prediction of subspace-valued functions.
method Gaussian Process Subspace regression (GPS) model, using multivariate Gaussian distributions on Euclidean space.
result GPS provides accurate, smooth predictions with uncertainty quantification.

Improved Nyström approximation for kernel quadrature with theoretical guarantees.

problem Efficiently approximating positive definite kernels for large datasets.
method Refined sampling and subspace selection in Nyström approximation.
result Novel theoretical guarantees for non-i.i.d. landmark points in kernel quadrature.

Networked sensing, where the goal is to perform complex inference using a large number of inexpensive and decentralized sensors, has become an increasingly attractive research topic due to its applications in wireless sensor networks and internet-of-things. To reduce the communication, sensing and storage complexity, t…

2014-07-23abs ↗pdf ↗

Paper extends multivariate rank tests for robust subspace detection.

problem Testing distributional similarity in multivariate data.
method Soft and subspace robust multivariate rank tests based on entropy regularized optimal transport.
result Trade-off between detection power and false alarm rate via projections.

We propose a conjugate gradient type optimization technique for the computation of the Karcher mean on the set of complex linear subspaces of fixed dimension, modeled by the so-called Grassmannian. The identification of the Grassmannian with Hermitian projection matrices allows an accessible introduction of the geometr…

2012-09-14abs ↗pdf ↗

SSVI efficiently trains sparse Bayesian neural networks with minimal compression and performance loss.

problem Efficiently training Bayesian neural networks with uncertainty quantification.
method SSVI optimizes a sparse subspace basis selection and its parameters alternately, guided by weight distribution statistics.
result SSVI achieves significant compression (10-20x model size reduction) with minimal performance drop (under 3%) and FLOPs reduction (up to 20x) compared to dense Variational Inference.

We present a simple and fast geometric method for modeling data by a union of affine subspaces. The method begins by forming a collection of local best-fit affine subspaces, i.e., subspaces approximating the data in local neighborhoods. The correct sizes of the local neighborhoods are determined automatically by the Jo…

2010-10-17abs ↗pdf ↗

Paper analyzes and improves GPSP algorithm for block sparse signal recovery.

problem Recovering block sparse signals from noisy data.
method Group Projected Subspace Pursuit (GPSP) with convergence analysis and feature selection criteria.
result GPSP exactly recovers true block sparse signals under certain conditions.

CobBO optimizes expensive functions in high dimensions by using a two-stage kernel approach.

problem Bayesian optimization struggles in high dimensions due to computational inefficiency.
method Coordinate backoff Bayesian Optimization with two-stage kernels.
result CobBO finds solutions comparable to or better than other methods in high dimensions.

New algorithm reduces dimensionality in federated learning.

problem Estimating central dimension reduction subspace and variable selection in federated learning.
method Federated sparse sliced inverse regression, convex optimization, linearized alternating direction method of multipliers.
result Upper bound of statistical error rate established under heterogeneous setting.

Proposes a neural network model to learn active subspaces and interpret important features.

problem Achieving strong predictive performance and human-interpretable models in machine learning.
method Modified Gaussian radial basis function neural network with learnable precision matrix.
result Extracts active subspaces and interpretable rankings of input variables.

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with supervised tools. However, some data can be missing, compromising the validity o…

2019-01-14abs ↗pdf ↗

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 ↗

Paper introduces S-SSE for stable sparse subspace embedding.

problem Inefficient sparse random projection matrices with uneven non-zero distribution.
method Uses uniform sampling without replacement to create a stable sparse subspace embedded matrix (S-SSE).
result S-SSE maintains Euclidean distance better after dimension reduction.

Paper develops a consistent model selection framework for learning Hypotheses Space from data.

problem Avoiding overfitting in complex spaces with limited data.
method Develops a model selection framework based on Learning Spaces, selecting a Hypotheses Space from data.
result The method converges with probability one to a target Hypotheses Space, providing a consistent framework for model selection.

In many real-world problems, we are dealing with collections of high-dimensional data, such as images, videos, text and web documents, DNA microarray data, and more. Often, high-dimensional data lie close to low-dimensional structures corresponding to several classes or categories the data belongs to. In this paper, we…

2012-03-05abs ↗pdf ↗

A new method routes EEG covariance matrices across domains using adaptive subspace selection.

problem Challenges in cross-domain EEG decoding due to distinct SPD manifold regions.
method Dynamic Stiefel routing with expert filters and cross-attention for adaptive subspace projection.
result Consistent gains across three datasets: balanced accuracy improves from 0.773 to 0.823, 0.757 to 0.809, and 0.801 to 0.839.