{"title":"Tensor Regression","authors":"Jiani Liu, Ce Zhu, Zhen Long, Yipeng Liu","doi":"10.1561/2200000087","DOIUrl":"https://doi.org/10.1561/2200000087","url":null,"abstract":"Regression analysis is a key area of interest in the field of data analysis and machine learning which is devoted to exploring the dependencies between variables, often using vectors. The emergence of high dimensional data in technologies such as neuroimaging, computer vision, climatology and social networks, has brought challenges to traditional data representation methods. Tensors, as high dimensional extensions of vectors, are considered as natural representations of high dimensional data. In this book, the authors provide a systematic study and analysis of tensor-based regression models and their applications in recent years. It groups and illustrates the existing tensor-based regression methods and covers the basics, core ideas, and theoretical characteristics of most tensor-based regression methods. In addition, readers can learn how to use existing tensor-based regression methods to solve specific regression tasks with multiway data, what datasets can be selected, and what software packages are available to start related work as soon as possible. Tensor Regression is the first thorough overview of the fundamentals, motivations, popular algorithms, strategies for efficient implementation, related applications, available datasets, and software resources for tensor-based regression analysis. It is essential reading for all students, researchers and practitioners of working on high dimensional data.","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128073646","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Tutorial on Amortized Optimization","authors":"Brandon Amos","doi":"10.1561/9781638282099","DOIUrl":"https://doi.org/10.1561/9781638282099","url":null,"abstract":"Optimization is a ubiquitous modeling tool and is often deployed in settings which repeatedly solve similar instances of the same problem. Amortized optimization methods use learning to predict the solutions to problems in these settings, exploiting the shared structure between similar problem instances. These methods have been crucial in variational inference and reinforcement learning and are capable of solving optimization problems many orders of magnitudes times faster than traditional optimization methods that do not use amortization. This tutorial presents an introduction to the amortized optimization foundations behind these advancements and overviews their applications in variational inference, sparse coding, gradient-based meta-learning, control, reinforcement learning, convex optimization, optimal transport, and deep equilibrium networks. The source code for this tutorial is available at https://github.com/facebookresearch/amortized-optimization-tutorial.","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132460533","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Machine Learning for Automated Theorem Proving: Learning to Solve SAT and QSAT","authors":"S. Holden","doi":"10.1561/2200000081","DOIUrl":"https://doi.org/10.1561/2200000081","url":null,"abstract":"","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122192031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Oliver Y. Feng, R. Venkataramanan, Cynthia Rush, R. Samworth
{"title":"A unifying tutorial on Approximate Message Passing","authors":"Oliver Y. Feng, R. Venkataramanan, Cynthia Rush, R. Samworth","doi":"10.1561/2200000092","DOIUrl":"https://doi.org/10.1561/2200000092","url":null,"abstract":"Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions of belief propagation in the statistical physics literature lends a certain mystique to the area for many statisticians. Our goal in this work is to present the main ideas of AMP from a statistical perspective, to illustrate the power and flexibility of the AMP framework. Along the way, we strengthen and unify many of the results in the existing literature.","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131453127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Xiuyuan Lu, Benjamin Van Roy, V. Dwaracherla, M. Ibrahimi, Ian Osband, Zheng Wen
{"title":"Reinforcement Learning, Bit by Bit","authors":"Xiuyuan Lu, Benjamin Van Roy, V. Dwaracherla, M. Ibrahimi, Ian Osband, Zheng Wen","doi":"10.1561/2200000097","DOIUrl":"https://doi.org/10.1561/2200000097","url":null,"abstract":"Reinforcement learning agents have demonstrated remarkable achievements in simulated environments. Data efficiency poses an impediment to carrying this success over to real environments. The design of data-efficient agents calls for a deeper understanding of information acquisition and representation. We discuss concepts and regret analysis that together offer principled guidance. This line of thinking sheds light on questions of what information to seek, how to seek that information, and what information to retain. To illustrate concepts, we design simple agents that build on them and present computational results that highlight data efficiency.","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132683399","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
L. Stanković, D. Mandic, M. Daković, M. Brajović, Bruno Scalzo, Shengxi Li, A. Constantinides
{"title":"Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications","authors":"L. Stanković, D. Mandic, M. Daković, M. Brajović, Bruno Scalzo, Shengxi Li, A. Constantinides","doi":"10.1561/2200000078-3","DOIUrl":"https://doi.org/10.1561/2200000078-3","url":null,"abstract":"Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130477729","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
L. Stanković, D. Mandic, M. Daković, M. Brajović, Bruno Scalzo, Shengxi Li, A. Constantinides
{"title":"Data Analytics on Graphs Part II: Signals on Graphs","authors":"L. Stanković, D. Mandic, M. Daković, M. Brajović, Bruno Scalzo, Shengxi Li, A. Constantinides","doi":"10.1561/2200000078-2","DOIUrl":"https://doi.org/10.1561/2200000078-2","url":null,"abstract":"","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"58 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123033320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Spectral Methods for Data Science: A Statistical Perspective","authors":"Yuxin Chen, Yuejie Chi, Jianqing Fan, Cong Ma","doi":"10.1561/2200000079","DOIUrl":"https://doi.org/10.1561/2200000079","url":null,"abstract":"Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues (resp. singular values) and eigenvectors (resp. singular vectors) of some properly designed matrices constructed from data. A diverse array of applications have been found in machine learning, data science, and signal processing. Due to their simplicity and effectiveness, spectral methods are not only used as a stand-alone estimator, but also frequently employed to initialize other more sophisticated algorithms to improve performance. \u0000While the studies of spectral methods can be traced back to classical matrix perturbation theory and methods of moments, the past decade has witnessed tremendous theoretical advances in demystifying their efficacy through the lens of statistical modeling, with the aid of non-asymptotic random matrix theory. This monograph aims to present a systematic, comprehensive, yet accessible introduction to spectral methods from a modern statistical perspective, highlighting their algorithmic implications in diverse large-scale applications. In particular, our exposition gravitates around several central questions that span various applications: how to characterize the sample efficiency of spectral methods in reaching a target level of statistical accuracy, and how to assess their stability in the face of random noise, missing data, and adversarial corruptions? In addition to conventional $ell_2$ perturbation analysis, we present a systematic $ell_{infty}$ and $ell_{2,infty}$ perturbation theory for eigenspace and singular subspaces, which has only recently become available owing to a powerful \"leave-one-out\" analysis framework.","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"66 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131488777","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems","authors":"R. Tibshirani","doi":"10.1561/2200000099","DOIUrl":"https://doi.org/10.1561/2200000099","url":null,"abstract":"This paper serves as a postscript of sorts to Tibshirani (2014); Wang et al. (2014), who developed continuous-time formulations and properties of trend filtering, a discrete-time smoothing tool proposed (independently) by Steidl et al. (2006); Kim et al. (2009). The central object of study is the falling factorial basis, as it was called by Tibshirani (2014); Wang et al. (2014). Its span turns out to be a space of piecewise polynomials that has a classical place in spline theory, called discrete splines (Mangasarian and Schumaker, 1971, 1973; Schumaker, 2007). At the Tibshirani (2014); Wang et al. (2014), we were not fully aware of these connections. The current paper attempts to rectify this by making these connections explicit, reviewing (and making use of) some of the important existing work on discrete splines, and contributing several new perspectives and new results on discrete splines along the way.","PeriodicalId":431372,"journal":{"name":"Found. Trends Mach. Learn.","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130686908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}