arXiv Machine Learning

Robust Neural Tucker Factorization with Bias Correction and Adaptive Initialization

arXiv:2606. 16388v1 Announce Type: new Abstract: High-dimensional incomplete (HDI) tensors are widely used in traffic and climate applications, but sparse observations make accurate completion difficult.

arXiv Machine Learning
Jun 2

Spectra-Guided Neural Tucker Factorization

arXiv:2606. 00584v1 Announce Type: cross Abstract: This paper proposes Spectra-Guided Neural Tucker Factorization (SG-NTF) for High-Dimensional and Incomplete (HDI) tensor completion.

By Fusheng Wang, Yikai Hou
arXiv AI
Jul 2

SNAP-FM: Sparse Nonlinear Accelerated Projection for Physics-Constrained Generative Modeling

arXiv:2607. 00095v1 Announce Type: cross Abstract: Generative models have emerged as scalable surrogates for physical simulation, yet they offer no guarantee that their outputs respect the conservation laws, boundary conditions, and nonlinear invariants that govern the underlying physics.

By Alaina Kolli, Theodoros Xenakis, Utkarsh Utkarsh, Pengfei Cai, Rafael Gomez-Bombarelli, Alan Edelman, Christopher Vincent Rackauckas
arXiv Statistics ML
Sep 22

Tensor Completion using Subspace Information

Tensor Completion using Subspace Information (TCSI) is an algorithm that leverages side information by estimating a subspace and reformulating tensor completion as a matrix regression problem. Theoretical analysis shows that accurate subspace information reduces sample complexity to nearly linear in the uncoupled ambient dimensions and relaxes signal-to-noise ratio requirements compared to existing guarantees. Numerical simulations and an application to reconstructing global Total Electron Content (TEC) maps demonstrate lower reconstruction errors than competing methods.

By Jingyang Li, Michael K. Ng
arXiv Machine Learning
Jun 10

Interpretable deep convolutional model for nonlinear multivariate time series in complex systems

arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.

By Domjan Baric, Davor Horvatic