We study the problem of noisy sparse array interpolation, where a large virtual array is synthetically generated by interpolating missing sensors using matrix completion techniques that promote low rank. The current understanding is quite limited regarding the effect of the (sparse) array geometry on the angle estimation error (post interpolation) of these methods. In this paper, we make advances towards solidifying this understanding by revealing the role of the physical beampattern of the sparse array on the performance of low rank matrix completion techniques. When the beampattern is analytically tractable (such as for uniform linear arrays and nested arrays), our analysis provides concrete and interpretable bounds on the scaling of the angular error as a function of the number of sensors, and demonstrates the effectiveness of nested arrays in presence of noise and a single temporal snapshot.
This paper considers the problem of completing a rating matrix based on sub-sampled matrix entries as well as observed social graphs and hypergraphs. We show that there exists a \emph{sharp threshold} on the sample probability for the task of exactly completing the rating matrix -- the task is achievable when the sample probability is above the threshold, and is impossible otherwise -- demonstrating a phase transition phenomenon. The threshold can be expressed as a function of the ``quality'' of hypergraphs, enabling us to \emph{quantify} the amount of reduction in sample probability due to the exploitation of hypergraphs. This also highlights the usefulness of hypergraphs in the matrix completion problem. En route to discovering the sharp threshold, we develop a computationally efficient matrix completion algorithm that effectively exploits the observed graphs and hypergraphs. Theoretical analyses show that our algorithm succeeds with high probability as long as the sample probability exceeds the aforementioned threshold, and this theoretical result is further validated by synthetic experiments. Moreover, our experiments on a real social network dataset (with both graphs and hypergraphs) show that our algorithm outperforms other state-of-the-art matrix completion algorithms.
A fundamental problem in machine learning is to understand how neural networks make accurate predictions, while seemingly bypassing the curse of dimensionality. A possible explanation is that common training algorithms for neural networks implicitly perform dimensionality reduction - a process called feature learning. Recent work posited that the effects of feature learning can be elicited from a classical statistical estimator called the average gradient outer product (AGOP). The authors proposed Recursive Feature Machines (RFMs) as an algorithm that explicitly performs feature learning by alternating between (1) reweighting the feature vectors by the AGOP and (2) learning the prediction function in the transformed space. In this work, we develop the first theoretical guarantees for how RFM performs dimensionality reduction by focusing on the class of overparametrized problems arising in sparse linear regression and low-rank matrix recovery. Specifically, we show that RFM restricted to linear models (lin-RFM) generalizes the well-studied Iteratively Reweighted Least Squares (IRLS) algorithm. Our results shed light on the connection between feature learning in neural networks and classical sparse recovery algorithms. In addition, we provide an implementation of lin-RFM that scales to matrices with millions of missing entries. Our implementation is faster than the standard IRLS algorithm as it is SVD-free. It also outperforms deep linear networks for sparse linear regression and low-rank matrix completion.
We present solutions to the matrix completion problems proposed by the Alignment Research Center that have a polynomial dependence on the precision $\varepsilon$. The motivation for these problems is to enable efficient computation of heuristic estimators to formally evaluate and reason about different quantities of deep neural networks in the interest of AI alignment. Our solutions involve reframing the matrix completion problems as a semidefinite program (SDP) and using recent advances in spectral bundle methods for fast, efficient, and scalable SDP solving.
Integrated Sensing and Communication (ISAC) is one of the key pillars envisioned for 6G wireless systems. ISAC systems combine communication and sensing functionalities over a single waveform, with full resource sharing. In particular, waveform design for legacy Orthogonal Frequency Division Multiplexing (OFDM) systems consists of a suitable time-frequency resource allocation policy balancing between communication and sensing performance. Over time and/or frequency, having unused resources leads to an ambiguity function with high sidelobes that significantly affect the performance of ISAC for OFDM waveforms. This paper proposes an OFDM-based ISAC waveform design that takes into account communication and resource occupancy constraints. The proposed method minimizes the Cram\'er-Rao Bound (CRB) on delay and Doppler estimation for two closely spaced targets. Moreover, the paper addresses the under-sampling issue by interpolating the estimated sensing channel based on matrix completion via Schatten $p$-norm approximation. Numerical results show that the proposed waveform outperforms the state-of-the-art methods.
This study investigates the misclassification excess risk bound in the context of 1-bit matrix completion, a significant problem in machine learning involving the recovery of an unknown matrix from a limited subset of its entries. Matrix completion has garnered considerable attention in the last two decades due to its diverse applications across various fields. Unlike conventional approaches that deal with real-valued samples, 1-bit matrix completion is concerned with binary observations. While prior research has predominantly focused on the estimation error of proposed estimators, our study shifts attention to the prediction error. This paper offers theoretical analysis regarding the prediction errors of two previous works utilizing the logistic regression model: one employing a max-norm constrained minimization and the other employing nuclear-norm penalization. Significantly, our findings demonstrate that the latter achieves the minimax-optimal rate without the need for an additional logarithmic term. These novel results contribute to a deeper understanding of 1-bit matrix completion by shedding light on the predictive performance of specific methodologies.
The design of sparse linear arrays has proven instrumental in the implementation of cost-effective and efficient automotive radar systems for high-resolution imaging. This paper investigates the impact of coarse quantization on measurements obtained from such arrays. To recover azimuth angles from quantized measurements, we leverage the low-rank properties of the constructed Hankel matrix. In particular, by addressing the one-bit Hankel matrix completion problem through a developed singular value thresholding algorithm, our proposed approach accurately estimates the azimuth angles of interest. We provide comprehensive insights into recovery performance and the required number of one-bit samples. The effectiveness of our proposed scheme is underscored by numerical results, demonstrating successful reconstruction using only one-bit data.
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff of and an intricate dependence among the estimated entries induced by the low-rank structure. In this paper, we develop a general approach to overcome these difficulties by introducing new statistics for individual tests with sharp asymptotics both marginally and jointly, and utilizing them to control the false discovery rate (FDR) via a data splitting and symmetric aggregation scheme. We show that valid FDR control can be achieved with guaranteed power under nearly optimal sample size requirements using the proposed methodology. Extensive numerical simulations and real data examples are also presented to further illustrate its practical merits.
Many datasets suffer from missing values due to various reasons,which not only increases the processing difficulty of related tasks but also reduces the accuracy of classification. To address this problem, the mainstream approach is to use missing value imputation to complete the dataset. Existing imputation methods estimate the missing parts based on the observed values in the original feature space, and they treat all features as equally important during data completion, while in fact different features have different importance. Therefore, we have designed an imputation method that considers feature importance. This algorithm iteratively performs matrix completion and feature importance learning, and specifically, matrix completion is based on a filling loss that incorporates feature importance. Our experimental analysis involves three types of datasets: synthetic datasets with different noisy features and missing values, real-world datasets with artificially generated missing values, and real-world datasets originally containing missing values. The results on these datasets consistently show that the proposed method outperforms the existing five imputation algorithms.To the best of our knowledge, this is the first work that considers feature importance in the imputation model.
In this paper, we investigate the problem of recovering the frequency components of a mixture of $K$ complex sinusoids from a random subset of $N$ equally-spaced time-domain samples. Because of the random subset, the samples are effectively non-uniform. Besides, the frequency values of each of the $K$ complex sinusoids are assumed to vary continuously within a given range. For this problem, we propose a two-step strategy: (i) we first lift the incomplete set of uniform samples (unavailable samples are treated as missing data) into a structured matrix with missing entries, which is potentially low-rank; then (ii) we complete the matrix using a weighted nuclear minimization problem. We call the method a \emph{ weighted lifted-structured (WLi) low-rank matrix recovery}. Our approach can be applied to a range of matrix structures such as Hankel and double-Hankel, among others, and provides improvement over the unweighted existing schemes such as EMaC and DEMaC. We provide theoretical guarantees for the proposed method, as well as numerical simulations in both noiseless and noisy settings. Both the theoretical and the numerical results confirm the superiority of the proposed approach.
We consider the problem of \emph{blocked} collaborative bandits where there are multiple users, each with an associated multi-armed bandit problem. These users are grouped into \emph{latent} clusters such that the mean reward vectors of users within the same cluster are identical. Our goal is to design algorithms that maximize the cumulative reward accrued by all the users over time, under the \emph{constraint} that no arm of a user is pulled more than $\mathsf{B}$ times. This problem has been originally considered by \cite{Bresler:2014}, and designing regret-optimal algorithms for it has since remained an open problem. In this work, we propose an algorithm called \texttt{B-LATTICE} (Blocked Latent bAndiTs via maTrIx ComplEtion) that collaborates across users, while simultaneously satisfying the budget constraints, to maximize their cumulative rewards. Theoretically, under certain reasonable assumptions on the latent structure, with $\mathsf{M}$ users, $\mathsf{N}$ arms, $\mathsf{T}$ rounds per user, and $\mathsf{C}=O(1)$ latent clusters, \texttt{B-LATTICE} achieves a per-user regret of $\widetilde{O}(\sqrt{\mathsf{T}(1 + \mathsf{N}\mathsf{M}^{-1})}$ under a budget constraint of $\mathsf{B}=\Theta(\log \mathsf{T})$. These are the first sub-linear regret bounds for this problem, and match the minimax regret bounds when $\mathsf{B}=\mathsf{T}$. Empirically, we demonstrate that our algorithm has superior performance over baselines even when $\mathsf{B}=1$. \texttt{B-LATTICE} runs in phases where in each phase it clusters users into groups and collaborates across users within a group to quickly learn their reward models.
Forecasting project expenses is a crucial step for businesses to avoid budget overruns and project failures. Traditionally, this has been done by financial analysts or data science techniques such as time-series analysis. However, these approaches can be uncertain and produce results that differ from the planned budget, especially at the start of a project with limited data points. This paper proposes a constrained non-negative matrix completion model that predicts expenses by learning the likelihood of the project correlating with certain expense patterns in the latent space. The model is constrained on three probability simplexes, two of which are on the factor matrices and the third on the missing entries. Additionally, the predicted expense values are guaranteed to meet the budget constraint without the need of post-processing. An inexact alternating optimization algorithm is developed to solve the associated optimization problem and is proven to converge to a stationary point. Results from two real datasets demonstrate the effectiveness of the proposed method in comparison to state-of-the-art algorithms.
This paper presents a novel loss function referred to as hybrid ordinary-Welsch (HOW) and a new sparsity-inducing regularizer associated with HOW. We theoretically show that the regularizer is quasiconvex and that the corresponding Moreau envelope is convex. Moreover, the closed-form solution to its Moreau envelope, namely, the proximity operator, is derived. Compared with nonconvex regularizers like the lp-norm with 0<p<1 that requires iterations to find the corresponding proximity operator, the developed regularizer has a closed-form proximity operator. We apply our regularizer to the robust matrix completion problem, and develop an efficient algorithm based on the alternating direction method of multipliers. The convergence of the suggested method is analyzed and we prove that any generated accumulation point is a stationary point. Finally, experimental results based on synthetic and real-world datasets demonstrate that our algorithm is superior to the state-of-the-art methods in terms of restoration performance.
M-estmators including the Welsch and Cauchy have been widely adopted for robustness against outliers, but they also down-weigh the uncontaminated data. To address this issue, we devise a framework to generate a class of nonconvex functions which only down-weigh outlier-corrupted observations. Our framework is then applied to the Welsch, Cauchy and $\ell_p$-norm functions to produce the corresponding robust loss functions. Targeting on the application of robust matrix completion, efficient algorithms based on these functions are developed and their convergence is analyzed. Finally, extensive numerical results demonstrate that the proposed methods are superior to the competitors in terms of recovery accuracy and runtime.
Applying half-quadratic optimization to loss functions can yield the corresponding regularizers, while these regularizers are usually not sparsity-inducing regularizers (SIRs). To solve this problem, we devise a framework to generate an SIR with closed-form proximity operator. Besides, we specify our framework using several commonly-used loss functions, and produce the corresponding SIRs, which are then adopted as nonconvex rank surrogates for low-rank matrix completion. Furthermore, algorithms based on the alternating direction method of multipliers are developed. Extensive numerical results show the effectiveness of our methods in terms of recovery performance and runtime.
Recently, regularization model-driven deep learning (DL) has gained significant attention due to its ability to leverage the potent representational capabilities of DL while retaining the theoretical guarantees of regularization models. However, most of these methods are tailored for supervised learning scenarios that necessitate fully sampled labels, which can pose challenges in practical MRI applications. To tackle this challenge, we propose a self-supervised DL approach for accelerated MRI that is theoretically guaranteed and does not rely on fully sampled labels. Specifically, we achieve neural network structure regularization by exploiting the inherent structural low-rankness of the $k$-space data. Simultaneously, we constrain the network structure to resemble a nonexpansive mapping, ensuring the network's convergence to a fixed point. Thanks to this well-defined network structure, this fixed point can completely reconstruct the missing $k$-space data based on matrix completion theory, even in situations where full-sampled labels are unavailable. Experiments validate the effectiveness of our proposed method and demonstrate its superiority over existing self-supervised approaches and traditional regularization methods, achieving performance comparable to that of supervised learning methods in certain scenarios.
Single-snapshot direction-of-arrival (DOA) estimation using sparse linear arrays (SLAs) has gained significant attention in the field of automotive MIMO radars. This is due to the dynamic nature of automotive settings, where multiple snapshots aren't accessible, and the importance of minimizing hardware costs. Low-rank Hankel matrix completion has been proposed to interpolate the missing elements in SLAs. However, the solvers of matrix completion, such as iterative hard thresholding (IHT), heavily rely on expert knowledge of hyperparameter tuning and lack task-specificity. Besides, IHT involves truncated-singular value decomposition (t-SVD), which has high computational cost in each iteration. In this paper, we propose an IHT-inspired neural network for single-snapshot DOA estimation with SLAs, termed IHT-Net. We utilize a recurrent neural network structure to parameterize the IHT algorithm. Additionally, we integrate shallow-layer autoencoders to replace t-SVD, reducing computational overhead while generating a novel optimizer through supervised learning. IHT-Net maintains strong interpretability as its network layer operations align with the iterations of the IHT algorithm. The learned optimizer exhibits fast convergence and higher accuracy in the full array signal reconstruction followed by single-snapshot DOA estimation. Numerical results validate the effectiveness of the proposed method.
Color image completion is a challenging problem in computer vision, but recent research has shown that quaternion representations of color images perform well in many areas. These representations consider the entire color image and effectively utilize coupling information between the three color channels. Consequently, low-rank quaternion matrix completion (LRQMC) algorithms have gained significant attention. We propose a method based on quaternion Qatar Riyal decomposition (QQR) and quaternion $L_{2,1}$-norm called QLNM-QQR. This new approach reduces computational complexity by avoiding the need to calculate the QSVD of large quaternion matrices. We also present two improvements to the QLNM-QQR method: an enhanced version called IRQLNM-QQR that uses iteratively reweighted quaternion $L_{2,1}$-norm minimization and a method called QLNM-QQR-SR that integrates sparse regularization. Our experiments on natural color images and color medical images show that IRQLNM-QQR outperforms QLNM-QQR and that the proposed QLNM-QQR-SR method is superior to several state-of-the-art methods.
We present a low-complexity widely separated multiple-input-multiple-output (WS-MIMO) radar that samples the signals at each of its multiple receivers at reduced rates. We process the low-rate samples of all transmit-receive chains at each receiver as data matrices. We demonstrate that each of these matrices is low rank as long as the target moves slowly within a coherent processing interval. We leverage matrix completion (MC) to recover the missing samples of each receiver signal matrix at the common fusion center. Subsequently, we estimate the targets' positions and Doppler velocities via the maximum likelihood method. Our MC-WS-MIMO approach recovers missing samples and thereafter target parameters at reduced rates without discretization. Our analysis using ambiguity functions shows that antenna geometry affects the performance of MC-WS-MIMO. Numerical experiments demonstrate reasonably accurate target localization at SNR of 20 dB and sampling rate reduction to 20%.
Nature-inspired metaheuristic algorithms are important components of artificial intelligence, and are increasingly used across disciplines to tackle various types of challenging optimization problems. This paper demonstrates the usefulness of such algorithms for solving a variety of challenging optimization problems in statistics using a nature-inspired metaheuristic algorithm called competitive swarm optimizer with mutated agents (CSO-MA). This algorithm was proposed by one of the authors and its superior performance relative to many of its competitors had been demonstrated in earlier work and again in this paper. The main goal of this paper is to show a typical nature-inspired metaheuristic algorithmi, like CSO-MA, is efficient for tackling many different types of optimization problems in statistics. Our applications are new and include finding maximum likelihood estimates of parameters in a single cell generalized trend model to study pseudotime in bioinformatics, estimating parameters in the commonly used Rasch model in education research, finding M-estimates for a Cox regression in a Markov renewal model, performing matrix completion tasks to impute missing data for a two compartment model, and selecting variables optimally in an ecology problem in China. To further demonstrate the flexibility of metaheuristics, we also find an optimal design for a car refueling experiment in the auto industry using a logistic model with multiple interacting factors. In addition, we show that metaheuristics can sometimes outperform optimization algorithms commonly used in statistics.