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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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8152330 · Jun 202619922001200920182026
48 results for trace-norm ball

Improved Frank-Wolfe algorithm solves convex trace-norm ball problems.

problem Optimizing convex functions over trace-norm balls.
method Rank-k variant of Frank-Wolfe algorithm using top-k singular-vector computation.
result Linear convergence rate for smooth and strongly convex objectives with rank-limited solutions.

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-no…

2011-02-18abs ↗pdf ↗

We study the problem of learning a tensor from a set of linear measurements. A prominent methodology for this problem is based on a generalization of trace norm regularization, which has been used extensively for learning low rank matrices, to the tensor setting. In this paper, we highlight some limitations of this app…

2013-07-17abs ↗pdf ↗

Proposes GTTN for discovering all low-rank structures in deep multi-task learning.

problem Discovering all low-rank structures among tasks in deep multi-task models.
method Introduces GTTN, a convex combination of matrix trace norms of all tensor flattenings, to automatically determine the importance of components.
result Demonstrates the effectiveness of GTTN on real-world datasets.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

New algorithms solve large-scale rank minimization problems efficiently.

problem Large-scale rank minimization problems.
method Define and apply bi-trace and tri-trace norms to rank minimization problems; design efficient linearized alternating minimization algorithms.
result Proved algorithms converge to critical points; provide RSC and MC error bounds.

New pivoting strategy improves trace norm contraction in low-rank approximation.

problem Finding good low-rank approximations of symmetric, positive-definite matrices.
method Choosing rows with likelihood proportional to Aii2A_{ii}^2 for randomly pivoted partial Cholesky algorithm.
result Same trace norm contraction result in Frobenius norm for improved pivoting strategy.

Spectral regularization simplifies sequence models by focusing on grammatical simplicity.

problem Sequence modeling challenges in learning tasks.
method Introduces spectral regularization based on Hankel matrices and trace norm, addressing bi-infinite matrices with an unbiased estimator.
result Demonstrates spectral regularization's potential benefits on Tomita grammars.

Proposes a new tensor completion method using dual framework and Riemannian optimization.

problem Low-rank tensor completion with sparse or non-sparse tensor combinations.
method Dual framework, latent trace norm, Riemannian optimization, trust region algorithm.
result Shows the optimal solution lies on a Cartesian product of Riemannian manifolds.

Algorithm leverages low-rank relations between surrogate tasks for structured prediction.

problem Structured prediction with large or infinite-dimensional surrogate spaces.
method Trace norm regularization to leverage relationships between surrogate outputs without explicit coding/decoding functions.
result Our algorithm can improve generalization performance over previous methods.

New techniques for faster and more compact speech recognition models.

problem Efficiency and compactness in speech recognition neural networks.
method Trace norm regularization for low rank factoring and ARM optimized kernels for faster inference.
result 3x to 7x speed up in inference on ARM processors compared to gemmlowp.

A distributed algorithm for learning low-rank matrices from large datasets.

problem Learning high-dimensional low-rank matrices from distributed data with trace norm constraint.
method DFW-Trace, a distributed Frank-Wolfe algorithm using power method approximations.
result DFW-Trace achieves sublinear convergence to optimal solutions with few power iterations.

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.

Paper extends principal component pursuit to hypercomplex numbers for improved audio data analysis.

problem Improving robust principal component analysis for audio data.
method Extends principal component pursuit to polar nn-complex and nn-bicomplex numbers, deriving proximity operators for 1\ell_1- and trace-norm regularizers.
result Our approach outperforms tensor robust principal component analysis on audio data.

Paper tackles clipped matrix recovery from scientific areas with theoretical and practical methods.

problem Recovering low-rank matrices from clipped observations in scientific areas.
method Trace-norm minimization algorithm and squared hinge loss with a novel regularization term.
result Theoretical guarantee and practical algorithms for exact recovery of clipped matrix completion.

Using the 1\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…

2011-09-09abs ↗pdf ↗

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly …

2013-03-02abs ↗pdf ↗

We consider the problem of unveiling the implicit network structure of node interactions (such as user interactions in a social network), based only on high-frequency timestamps. Our inference is based on the minimization of the least-squares loss associated with a multivariate Hawkes model, penalized by 1\ell_1 and t…

2015-01-04abs ↗pdf ↗

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a linear combination of the basis functions. By assuming that the coefficient matrix …

2012-06-02abs ↗pdf ↗

Study multi-task learning with low-rank representation in stochastic linear bandits.

problem Transfer learning across multiple linear bandit tasks with shared low-dimensional representation.
method Proposes a greedy policy with trace norm regularization to implicitly learn a low-rank representation without knowing the rank.
result Upper bound on multi-task regret of NdT(T+d)r\sqrt{NdT(T+d)r}, showing benefit over independent task solving.

Most traditional online learning algorithms are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, tailored for transductive settings, which combines "random playout" and randomized rounding of loss subgradients. As an applic…

2011-06-13abs ↗pdf ↗

Efficiently learns distributions corrupted by both global and local adversarial modifications.

problem Learning distributions with both global and local adversarial corruptions.
method Develops an efficient algorithm to minimize Wasserstein distance with orthogonal projections.
result Achieves optimal risk bounds with error εk+ρ+ildeO(dkn1/(k2))\sqrt{\varepsilon k} + ρ+ ilde{O}(d\sqrt{k}n^{-1/(k \lor 2)}).

The paper extends the spacetime positive mass theorem to multiple time dimensions.

problem Proving the nonnegativity of mass in spacetimes with multiple time dimensions.
method Generalizing the spacetime positive mass theorem to include multiple time dimensions and showing mass nonnegativity through energy inequalities.
result Equality in the energy inequality implies a foliation by flat submanifolds.

The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have adjacency matrices which are block-diagonal in the appropriate basis. We introduce…

2012-06-27abs ↗pdf ↗

Paper proposes method to recover quantized data with missing info.

problem Recovering quantized data with missing information.
method Regularized convex cost function with Bi-factorization and Augmented Lagrangian Method.
result The method finds global minimizer of the cost function.

This paper describes a method to construct standard 4-balls from homotopy 4-balls in C2\mathbb{C}^2.

problem The problem is whether every homotopy 4-ball in S4S^4 is standard.
method The approach is to use Stein surfaces and pseudoconvex domains to construct a diffeomorphic domain that is the union of three pseudoconvex domains, ensuring it is a standard 4-ball.
result The construction method ensures that the domain is a standard 4-ball, providing a compelling reimbedding construction for homotopy 4-balls in C2\mathbb{C}^2.

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and low-rank sparse bilinear regression as potential ap…

2014-07-19abs ↗pdf ↗

Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have applications in a variety of numerical problems including system identification, latent var…

2010-11-05abs ↗pdf ↗

New surface area measures defined for ball-convex bodies, leading to entropy and inequalities.

problem Defining and analyzing surface area measures for ball-convex bodies.
method Introducing LpL_p relative surface areas, proving invariance and inequalities, and using geometric interpretations.
result Established inequalities and a new notion of entropy for ball-convex bodies.