arXiv Machine Learning
Sep 16

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
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 11

A Riemannian Approach to Low-Rank Optimal Transport

arXiv:2606. 12120v1 Announce Type: new Abstract: Low-rank optimal transport (OT) mitigates the quadratic scaling of classical solvers, yet existing approaches rely heavily on first-order mirror-descent updates that require careful hyperparameter tuning and ignore the optimization landscape's curvature.

By Pratik Jawanpuria, Bamdev Mishra
arXiv Statistics ML
Sep 25

Riemannian Gradient Descent for Gaussian Mixture Models with unknown diagonal covariances

The paper studies the numerical solution of the Beurling‑LASSO (BLASSO) for estimating Gaussian mixture models (GMMs) with unknown numbers of components and unknown diagonal covariance matrices. It introduces a Conic Particle Gradient Descent (CPGD) algorithm that incorporates Riemannian gradient descent to respect the Fisher‑Rao geometry of Gaussian distributions. The authors provide theoretical convergence guarantees, including exponential local convergence under a non‑degeneracy condition related to component separation, and demonstrate through numerical experiments that CPGD is more robust to overspecification of components than the EM algorithm.

By Romane Giard, Yohann De Castro, Roland Denis, Cl\'ement Marteau