arXiv Machine Learning

Spectral DPPs via NEPv: A Scalable Continuous Relaxation of Determinantal MAP for Diversity-Aware Data Selection

arXiv:2606. 19411v1 Announce Type: new Abstract: Selecting a small, diverse, high-quality subset from a massive pool of candidates is a recurring primitive in modern machine learning -- data curation and coreset selection for training and fine-tuning large models, active-learning batch acquisition, prompt and exemplar selection for in-context learning, retrieval diversification, and experimental design.

arXiv Machine Learning
Aug 20

Fair Multi-View Determinantal Coresets via Adaptive NEPv

The paper introduces a method for selecting a small, diverse subset from a large pool by addressing multiple, potentially conflicting notions of diversity. It formulates a fair multi‑view determinant selection problem that maximizes the weakest per‑view log determinant of a size‑k subset, smooths and relaxes the objective to the Stiefel manifold, and derives an adaptive self‑consistent‑field solver with damping and level shifting. The solver operates using only feature‑map products for each view and includes a rounding step via leverage‑score screening followed by fair local refinement.

By Richard Yi Da Xu
arXiv Machine Learning
Aug 24

Query Efficient Structured Matrix Learning

arXiv:2507.19290v2 Announce Type: replace-cross Abstract: We study the problem of learning a structured approximation (low-rank, sparse, banded, etc.) to an unknown matrix $A$ given access to matrix-...

By Noah Amsel, Pratyush Avi, Tyler Chen, Feyza Duman Keles, Chinmay Hegde, Cameron Musco, Christopher Musco, David Persson
Hugging Face Trending Papers
Sep 3

Projected Riemannian Gradient Descent for the Bures-Wasserstein Barycenter: Dimension-Independent Linear Convergence at Unit Step Size

The paper introduces a Projected Riemannian Gradient Descent (RGD) algorithm for computing the Bures‑Wasserstein barycenter of positive definite matrices, achieving dimension‑independent linear convergence at unit step size. It resolves a previous dichotomy by showing that clipping eigenvalues to a fixed interval yields a closed‑form, non‑expansive projection in the BW metric, allowing the algorithm to match the empirical speed of unit‑step RGD while maintaining theoretical guarantees. The method also extends to the invariant matrix projection problem, providing a unified dimension‑independent analysis.

arXiv Machine Learning
Jun 16

Active Learning with Low-Rank Structure for Data Selection

arXiv:2606. 16045v1 Announce Type: new Abstract: In the data selection problem, the objective is to choose a small, representative subset of data that can be used to efficiently train a machine learning model.

By Vincent Cohen-Addad, Sasidhar Kunapuli, Vahab Mirrokni, Mahdi Nikdan, David P. Woodruff, Samson Zhou
arXiv Machine Learning
Sep 15

Eigenvalue-Decomposition Cost Denoising as an Alternative to Predict-then-Optimize for Shortest-Path Problems

The paper proposes using eigenvalue decomposition (or PCA) to denoise noisy cost observations for shortest‑path problems, instead of the traditional predict‑then‑optimize approach. By projecting new cost vectors onto the top‑k eigenvectors of the training covariance matrix before running Dijkstra’s algorithm, the method can recover the true underlying costs. Experiments on a 5×5 grid benchmark show that choosing k equal to the true latent feature dimension (k=5) yields the best performance, outperforming the SPO+ method especially under high model misspecification.

By Henry Aldridge-Krawciw, Irene Aldridge