This paper proposes to control ridge estimation with nonlinear transformations. We establish an inclusion relationship between ridges with/without transformations:${\mathcal R}(f\circ p)\subseteq {\mathcal R}(p)$, where${\mathcal R}(p)$is the$d$-dimensional ridge of$p:\mathbb {R}^{D}\to \mathbb {R}$and$f$is a strictly increasing and concave map defined on range$(p)$. This finding reveals the benefit of applying an increasing and concave transformation before ridge estimation. As$f^{q}(y)=y^{q}/q, q\leq 1$are increasing and concave on$\mathbb {R}_+$, we use these power transformations to positive density functions, and then perform ridge estimation. The algorithm, named power-transformed subspace-constrained mean-shift (PSCMS), outperforms its competitors in numerical experiments.

Gradient Descent (GD) has been proven effective in solving various matrix factorization problems. However, its optimization behavior with large initial values remains less understood. To address this gap, this paper presents a novel theoretical framework for examining the convergence trajectory of GD with a large initialization. The framework is grounded in signal-to-noise ratio concepts and inductive arguments. The results uncover an implicit incremental learning phenomenon in GD and offer a deeper understanding of its performance in large initialization scenarios.

Matrix factorization is a popular framework for modeling low-rank data matrices. Motivated by manifold learning problems, this paper proposes a quadratic matrix factorization (QMF) framework to learn the curved manifold on which the dataset lies. Unlike local linear methods such as the local principal component analysis, QMF can better exploit the curved structure of the underlying manifold. Algorithmically, we propose an alternating minimization algorithm to optimize QMF and establish its theoretical convergence properties. To avoid possible over-fitting, we then propose a regularized QMF algorithm and discuss how to tune its regularization parameter. Finally, we elaborate how to apply the regularized QMF to manifold learning problems. Experiments on a synthetic manifold learning dataset and three real-world datasets, including the MNIST handwritten dataset, a cryogenic electron microscopy dataset, and the Frey Face dataset, demonstrate the superiority of the proposed method over its competitors.

Non-asymptotic statistical analysis is often missing for modern geometry-aware machine learning algorithms due to the possibly intricate non-linear manifold structure. This paper studies an intrinsic mean model on the manifold of restricted positive semi-definite matrices and provides a non-asymptotic statistical analysis of the Karcher mean. We also consider a general extrinsic signal-plus-noise model, under which a deterministic error bound of the Karcher mean is provided. As an application, we show that the distributed principal component analysis algorithm, LRC-dPCA, achieves the same performance as the full sample PCA algorithm. Numerical experiments lend strong support to our theories.

Community detection is an important problem in unsupervised learning. This letter proposes to solve a projection matrix approximation problem with an additional entrywise bounded constraint. Algorithmically, we introduce a new differentiable convex penalty and derive an alternating direction method of multipliers (ADMM) algorithm. Theoretically, we establish the convergence properties of the proposed algorithm. Numerical experiments demonstrate the superiority of our algorithm over its competitors.

This paper proposes a convex formulation for sparse multicategory linear discriminant analysis and then extend it to the distributed setting when data are stored across multiple sites. The key observation is that for the purpose of classification it suffices to recover the discriminant subspace which is invariant to orthogonal transformations. Theoretically, we establish statistical properties ensuring that the distributed sparse multicategory linear discriminant analysis performs as good as the centralized version after a few rounds of communications. Numerical studies lend strong support to our methodology and theory.