arXiv Machine Learning

Doubly robust nearest neighbors in factor models

arXiv:2211. 14297v4 Announce Type: replace-cross Abstract: We introduce and analyze an improved variant of nearest neighbors (NN) for estimation with missing data in latent factor models.

arXiv Machine Learning
Sep 3

Exact Limits of Random Projections for Preserving Geometry: Distance Recovery, Nearest-Neighbor Rankings, and Covariance Shape in Gaussian Models

arXiv:2609. 02155v1 Announce Type: new Abstract: The Johnson-Lindenstrauss (JL) lemma guarantees that a random projection of $n$ points to $m=O(\varepsilon^{-2}\log n)$ dimensions preserves pairwise squared distances within relative error $\varepsilon$ with high probability, and this dimension order is asymptotically optimal.

By Piyush Sao
arXiv Machine Learning
Aug 13

A Factor Graph Approach to Scalable Multi-Output Gaussian Process Regression

arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.

By Wouter W. L. Nuijten, Esther G. van Pelt, Albert Podusenko, \.Ismail \c{S}en\"oz, Wouter M. Kouw
arXiv Machine Learning
2d ago

Near-Optimal Nonconvex Matrix Completion

arXiv:2609. 17048v1 Announce Type: cross Abstract: We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries.

By Jian-Feng Cai, Xiliang Lu, Juntao You