Structured Learning with Parsimony in Measurements and Computations: Theory, Algorithms, and Applications

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Structured Learning with Parsimony in Measurements and Computations: Theory, Algorithms, and Applications

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2018-07

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Abstract

In modern ``Big Data'' applications, structured learning is the most widely employed methodology. Within this paradigm, the fundamental challenge lies in developing practical, effective algorithmic inference methods. Often (e.g., deep learning) successful heuristic-based approaches exist but theoretical studies are far behind, limiting understanding and potential improvements. In other settings (e.g., recommender systems) provably effective algorithmic methods exist, but the sheer sizes of datasets can limit their applicability. This twofold challenge motivates this work on developing new analytical and algorithmic methods for structured learning, with a particular focus on parsimony in measurements and computation, i.e., those requiring low storage and computational costs. Toward this end, we make efforts to investigate the theoretical properties of models and algorithms that present significant improvement in measurement and computation requirement. In particular, we first develop randomized approaches for dimensionality reduction on matrix and tensor data, which allow accurate estimation and inference procedures using significantly smaller data sizes that only depend on the intrinsic dimension (e.g., the rank of matrix/tensor) rather than the ambient ones. Our next effort is to study iterative algorithms for solving high dimensional learning problems, including both convex and nonconvex optimization. Using contemporary analysis techniques, we demonstrate guarantees of iteration complexities that are analogous to the low dimensional cases. In addition, we explore the landscape of nonconvex optimizations that exhibit computational advantages over their convex counterparts and characterize their properties from a general point of view in theory.

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University of Minnesota Ph.D. dissertation. July 2018. Major: Electrical Engineering. Advisor: Jarvis Haupt. 1 computer file (PDF); xvi, 289 pages.

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