On the minimax risk of dictionary learning
Web3 de abr. de 2024 · The NEUSS model first derives the asset embeddings for each asset (ETF) based on its financial news and machine learning methods such as UMAP, paragraph models and word embeddings. Then we obtain a collection of the basis assets based on their asset embeddings. After that, for each stock, we select the basis assets to … Web9 de mar. de 2024 · The lower bound follows from a lower bound on the minimax risk for general coefficient distributions and can be further specialized to sparse-Gaussian coefficients. This bound scales linearly with the sum of the product of the dimensions of the (smaller) coordinate dictionaries for tensor data.
On the minimax risk of dictionary learning
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WebWe consider the problem of learning a dictionary matrix from a number of observed signals, which are assumed to be generated via a linear model with a comm. Skip to Main Content. IEEE.org; IEEE Xplore Digital Library; IEEE-SA; IEEE ... On the Minimax Risk of Dictionary Learning Webminimax risk for the dictionary identifiability problem showed that the necessary number of samples for reliable reconstruction, ... 2 A Dictionary Learning AlgorithmforTensorial Data 2.1 (R,K)-KS dictionary learning model Given …
WebDownload scientific diagram Examples of R( q) and corresponding η(x) leading to different convergence rates from publication: Minimax-Optimal Bounds for Detectors Based on Estimated Prior ... Web17 de fev. de 2014 · By following an established information-theoretic method based on Fanos inequality, we derive a lower bound on the minimax risk for a given dictionary learning problem. This lower bound yields a characterization of the sample-complexity, i.e., a lower bound on the required number of observations such that consistent dictionary …
Web17 de fev. de 2014 · Prior theoretical studies of dictionary learning have either focused on existing algorithms for non-KS dictionaries [5,[16][17][18][19][20][21] or lower bounds on … WebWe consider the problem of dictionary learning under the assumption that the observed signals can be represented as sparse linear combinations of the columns of a single …
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Web30 de jan. de 2024 · Minimax Lower Bounds on Dictionary Learning for Tensor Data Abstract: This paper provides fundamental limits on the sample complexity of estimating … christian rokitta getquinWebDictionary learning is the problem of estimating the collection of atomic elements that provide a sparse representation of measured/collected signals or data. This paper finds fundamental limits on the sample complexity of estimating dictionaries for tensor data by proving a lower bound on the minimax risk. This lower bound depends on the … christian reisen tirolWeb20 de jul. de 2015 · On the Minimax Risk of Dictionary Learning arXiv Authors: Alexander Jung Aalto University Yonina Eldar Weizmann Institute of Science Norbert Görtz Abstract … christian rojas usmWebthe information theory literature; these include restating the dictionary learning problem as a channel coding problem and connecting the analysis of minimax risk in statistical estimation to Fano’s inequality. In addition to highlighting the effects of different parameters on the sample complexity of dictionary learning, christian robinson pajamasWebminimax risk have direct implications on the required sample size of accurate DL schemes. In particular our analysis reveals that, for a sufficiently incoherent underlying … christian rosankaWeb1 de mar. de 2024 · This paper provides fundamental limits on the sample complexity of estimating dictionaries for tensor data. The specific focus of this work is on $K$th-order tensor data and the case where the... christian ronjatWebBibliographic details on On the Minimax Risk of Dictionary Learning. DOI: — access: open type: Informal or Other Publication metadata version: 2024-08-13 christian rudenäs