6,431 research outputs found
A Max-Norm Constrained Minimization Approach to 1-Bit Matrix Completion
We consider in this paper the problem of noisy 1-bit matrix completion under
a general non-uniform sampling distribution using the max-norm as a convex
relaxation for the rank. A max-norm constrained maximum likelihood estimate is
introduced and studied. The rate of convergence for the estimate is obtained.
Information-theoretical methods are used to establish a minimax lower bound
under the general sampling model. The minimax upper and lower bounds together
yield the optimal rate of convergence for the Frobenius norm loss.
Computational algorithms and numerical performance are also discussed.Comment: 33 pages, 3 figure
Online Active Linear Regression via Thresholding
We consider the problem of online active learning to collect data for
regression modeling. Specifically, we consider a decision maker with a limited
experimentation budget who must efficiently learn an underlying linear
population model. Our main contribution is a novel threshold-based algorithm
for selection of most informative observations; we characterize its performance
and fundamental lower bounds. We extend the algorithm and its guarantees to
sparse linear regression in high-dimensional settings. Simulations suggest the
algorithm is remarkably robust: it provides significant benefits over passive
random sampling in real-world datasets that exhibit high nonlinearity and high
dimensionality --- significantly reducing both the mean and variance of the
squared error.Comment: Published in AAAI 201
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