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In this paper we propose a methodology to accelerate the resolution of the so-called "Sorted L-One Penalized Estimation" (SLOPE) problem. Our method leverages the concept of "safe screening", well-studied in the literature for \textit{group-separable} sparsity-inducing norms, and aims at identifying the zeros in the solution of SLOPE. More specifically, we derive a set of \(\tfrac{n(n+1)}{2}\) inequalities for each element of the \(n\)-dimensional primal vector and prove that the latter can be safely screened if some subsets of these inequalities are verified. We propose moreover an efficient algorithm to jointly apply the proposed procedure to all the primal variables. Our procedure has a complexity \(\mathcal{O}(n\log n + LT)\) where \(T\leq n\) is a problem-dependent constant and \(L\) is the number of zeros identified by the tests. Numerical experiments confirm that, for a prescribed computational budget, the proposed methodology leads to significant improvements of the solving precision.

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Factorization of matrices where the rank of the two factors diverges linearly with their sizes has many applications in diverse areas such as unsupervised representation learning, dictionary learning or sparse coding. We consider a setting where the two factors are generated from known component-wise independent prior distributions, and the statistician observes a (possibly noisy) component-wise function of their matrix product. In the limit where the dimensions of the matrices tend to infinity, but their ratios remain fixed, we expect to be able to derive closed form expressions for the optimal mean squared error on the estimation of the two factors. However, this remains a very involved mathematical and algorithmic problem. A related, but simpler, problem is extensive-rank matrix denoising, where one aims to reconstruct a matrix with extensive but usually small rank from noisy measurements. In this paper, we approach both these problems using high-temperature expansions at fixed order parameters. This allows to clarify how previous attempts at solving these problems failed at finding an asymptotically exact solution. We provide a systematic way to derive the corrections to these existing approximations, taking into account the structure of correlations particular to the problem. Finally, we illustrate our approach in detail on the case of extensive-rank matrix denoising. We compare our results with known optimal rotationally-invariant estimators, and show how exact asymptotic calculations of the minimal error can be performed using extensive-rank matrix integrals.

Estimation of a conditional mean (linking a set of features to an outcome of interest) is a fundamental statistical task. While there is an appeal to flexible nonparametric procedures, effective estimation in many classical nonparametric function spaces (e.g., multivariate Sobolev spaces) can be prohibitively difficult -- both statistically and computationally -- especially when the number of features is large. In this paper, we present (penalized) sieve estimators for regression in nonparametric tensor product spaces: These spaces are more amenable to multivariate regression, and allow us to, in-part, avoid the curse of dimensionality. Our estimators can be easily applied to multivariate nonparametric problems and have appealing statistical and computational properties. Moreover, they can effectively leverage additional structures such as feature sparsity. In this manuscript, we give theoretical guarantees, indicating that the predictive performance of our estimators scale favorably in dimension. In addition, we also present numerical examples to compare the finite-sample performance of the proposed estimators with several popular machine learning methods.

In this paper, we consider the prediction of the helium concentrations as function of a spatially variable source term perturbed by fractional Brownian motion. For the direct problem, we show that it is well-posed and has a unique mild solution under some conditions. For the inverse problem, the uniqueness and the instability are given. In the meanwhile, we determine the statistical properties of the source from the expectation and covariance of the final-time data u(r,T). Finally, numerical implements are given to verify the effectiveness of the proposed reconstruction.

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate stochastic processes. Parameters like the spectral density matrix and its inverse, the coherence or the partial coherence, encode comprehensively the complex linear relations between the component processes of the multivariate system. In this paper, we develop inference procedures for such parameters in a high-dimensional, time series setup. In particular, we first focus on the derivation of consistent estimators of the coherence and, more importantly, of the partial coherence which possess manageable limiting distributions that are suitable for testing purposes. Statistical tests of the hypothesis that the maximum over frequencies of the coherence, respectively, of the partial coherence, do not exceed a prespecified threshold value are developed. Our approach allows for testing hypotheses for individual coherences and/or partial coherences as well as for multiple testing of large sets of such parameters. In the latter case, a consistent procedure to control the false discovery rate is developed. The finite sample performance of the inference procedures proposed is investigated by means of simulations and applications to the construction of graphical interaction models for brain connectivity based on EEG data are presented.

The utility of reinforcement learning is limited by the alignment of reward functions with the interests of human stakeholders. One promising method for alignment is to learn the reward function from human-generated preferences between pairs of trajectory segments. These human preferences are typically assumed to be informed solely by partial return, the sum of rewards along each segment. We find this assumption to be flawed and propose modeling preferences instead as arising from a different statistic: each segment's regret, a measure of a segment's deviation from optimal decision-making. Given infinitely many preferences generated according to regret, we prove that we can identify a reward function equivalent to the reward function that generated those preferences. We also prove that the previous partial return model lacks this identifiability property without preference noise that reveals rewards' relative proportions, and we empirically show that our proposed regret preference model outperforms it with finite training data in otherwise the same setting. Additionally, our proposed regret preference model better predicts real human preferences and also learns reward functions from these preferences that lead to policies that are better human-aligned. Overall, this work establishes that the choice of preference model is impactful, and our proposed regret preference model provides an improvement upon a core assumption of recent research.

The availability of massive image databases resulted in the development of scalable machine learning methods such as convolutional neural network (CNNs) filtering and processing these data. While the very recent theoretical work on CNNs focuses on standard nonparametric denoising problems, the variability in image classification datasets does, however, not originate from additive noise but from variation of the shape and other characteristics of the same object across different images. To address this problem, we consider a simple supervised classification problem for object detection on grayscale images. While from the function estimation point of view, every pixel is a variable and large images lead to high-dimensional function recovery tasks suffering from the curse of dimensionality, increasing the number of pixels in our image deformation model enhances the image resolution and makes the object classification problem easier. We propose and theoretically analyze two different procedures. The first method estimates the image deformation by support alignment. Under a minimal separation condition, it is shown that perfect classification is possible. The second method fits a CNN to the data. We derive a rate for the misclassification error depending on the sample size and the number of pixels. Both classifiers are empirically compared on images generated from the MNIST handwritten digit database. The obtained results corroborate the theoretical findings.

Peskin's Immersed Boundary (IB) model and method are among one of the most important modeling tools and numerical methods. The IB method has been known to be first order accurate in the velocity. However, almost no rigorous theoretical proof can be found in the literature for Stokes equations with a prescribed velocity boundary condition. In this paper, it has been shown that the pressure of the Stokes equation has a convergence order $O(\sqrt{h} |\log h| )$ in the $L^2$ norm while the velocity has an $O(h |\log h| )$ convergence order in the infinity norm in two-space dimensions. The proofs are based on splitting the singular source terms, discrete Green functions on finite lattices with homogeneous and Neumann boundary conditions, a new discovered simplest $L^2$ discrete delta function, and the convergence proof of the IB method for elliptic interface problems \cite{li:mathcom}. The conclusion in this paper can apply to problems with different boundary conditions as long as the problems are wellposed. The proof process also provides an efficient way to decouple the system into three Helmholtz/Poisson equations without affecting the order of convergence. A non-trivial numerical example is also provided to confirm the theoretical analysis and the simple new discrete delta function.

Hierarchical matrices provide a powerful representation for significantly reducing the computational complexity associated with dense kernel matrices. For general kernel functions, interpolation-based methods are widely used for the efficient construction of hierarchical matrices. In this paper, we present a fast hierarchical data reduction (HiDR) procedure with $O(n)$ complexity for the memory-efficient construction of hierarchical matrices with nested bases where $n$ is the number of data points. HiDR aims to reduce the given data in a hierarchical way so as to obtain $O(1)$ representations for all nearfield and farfield interactions. Based on HiDR, a linear complexity $\mathcal{H}^2$ matrix construction algorithm is proposed. The use of data-driven methods enables {better efficiency than other general-purpose methods} and flexible computation without accessing the kernel function. Experiments demonstrate significantly improved memory efficiency of the proposed data-driven method compared to interpolation-based methods over a wide range of kernels. Though the method is not optimized for any special kernel, benchmark experiments for the Coulomb kernel show that the proposed general-purpose algorithm offers competitive performance for hierarchical matrix construction compared to several state-of-the-art algorithms for the Coulomb kernel.

We present a solver for Mixed Integer Programs (MIP) developed for the MIP competition 2022. Given the 10 minutes bound on the computational time established by the rules of the competition, our method focuses on finding a feasible solution and improves it through a Branch-and-Bound algorithm. Another rule of the competition allows the use of up to 8 threads. Each thread is given a different primal heuristic, which has been tuned by hyper-parameters, to find a feasible solution. In every thread, once a feasible solution is found, we stop and we use a Branch-and-Bound method, embedded with local search heuristics, to ameliorate the incumbent solution. The three variants of the Diving heuristic that we implemented manage to find a feasible solution for 10 instances of the training data set. These heuristics are the best performing among the heuristics that we implemented. Our Branch-and-Bound algorithm is effective on a small portion of the training data set, and it manages to find an incumbent feasible solution for an instance that we could not solve with the Diving heuristics. Overall, our combined methods, when implemented with extensive computational power, can solve 11 of the 19 problems of the training data set within the time limit. Our submission to the MIP competition was awarded the "Outstanding Student Submission" honorable mention.

Deep neural networks have achieved remarkable success in computer vision tasks. Existing neural networks mainly operate in the spatial domain with fixed input sizes. For practical applications, images are usually large and have to be downsampled to the predetermined input size of neural networks. Even though the downsampling operations reduce computation and the required communication bandwidth, it removes both redundant and salient information obliviously, which results in accuracy degradation. Inspired by digital signal processing theories, we analyze the spectral bias from the frequency perspective and propose a learning-based frequency selection method to identify the trivial frequency components which can be removed without accuracy loss. The proposed method of learning in the frequency domain leverages identical structures of the well-known neural networks, such as ResNet-50, MobileNetV2, and Mask R-CNN, while accepting the frequency-domain information as the input. Experiment results show that learning in the frequency domain with static channel selection can achieve higher accuracy than the conventional spatial downsampling approach and meanwhile further reduce the input data size. Specifically for ImageNet classification with the same input size, the proposed method achieves 1.41% and 0.66% top-1 accuracy improvements on ResNet-50 and MobileNetV2, respectively. Even with half input size, the proposed method still improves the top-1 accuracy on ResNet-50 by 1%. In addition, we observe a 0.8% average precision improvement on Mask R-CNN for instance segmentation on the COCO dataset.

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