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Alexandre d'Aspremont

Publications and source records attributed to Alexandre d'Aspremont.

At least 73 records · Page 4Linked to original sources
arXiv2015

Coherent Diffractive Imaging Using Randomly Coded Masks

Coherent diffractive imaging (CDI) provides new opportunities for high resolution X-ray imaging with simultaneous amplitude and phase contrast. Extensions to CDI broaden the scope of the technique for use in a wide variety of experimental geometries and physical systems. Here, we experimentally demonstrate a new extension to CDI that encodes additional information through the use of a series of randomly coded masks. The information gained from the few additional diffraction measurements removes the need for typical object-domain constraints; the algorithm uses prior information about the masks instead. The experiment is performed using a laser diode at 532.2 nm, enabling rapid prototyping for future X-ray synchrotron and even free electron laser experiments. Diffraction patterns are collected with up to 15 different masks placed between a CCD detector and a single sample. Phase retrieval is performed using a convex relaxation routine known as "PhaseCut" followed by a variation on Fienup's input-output algorithm. The reconstruction quality is judged via calculation of phase retrieval transfer functions as well as by an object-space comparison between reconstructions and a lens-based image of the sample. The results of this analysis indicate that with enough masks (in this case 3 or 4) the diffraction phases converge reliably, implying stability and uniqueness of the retrieved solution.

physics.optics↗
arXiv2015

Convex Relaxations for Permutation Problems

Seriation seeks to reconstruct a linear order between variables using unsorted, pairwise similarity information. It has direct applications in archeology and shotgun gene sequencing for example. We write seriation as an optimization problem by proving the equivalence between the seriation and combinatorial 2-SUM problems on similarity matrices (2-SUM is a quadratic minimization problem over permutations). The seriation problem can be solved exactly by a spectral algorithm in the noiseless case and we derive several convex relaxations for 2-SUM to improve the robustness of seriation solutions in noisy settings. These convex relaxations also allow us to impose structural constraints on the solution, hence solve semi-supervised seriation problems. We derive new approximation bounds for some of these relaxations and present numerical experiments on archeological data, Markov chains and DNA assembly from shotgun gene sequencing data.

math.OC↗
arXiv2014

Phase retrieval for imaging problems

We study convex relaxation algorithms for phase retrieval on imaging problems. We show that structural assumptions on the signal and the observations, such as sparsity, smoothness or positivity, can be exploited to both speed-up convergence and improve recovery performance. We detail experimental results in molecular imaging problems simulated from PDB data.

math.OC↗
arXiv2014

A Stochastic Smoothing Algorithm for Semidefinite Programming

We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient method for solving maximum eigenvalue minimization problems. We show that the complexity of this new method is lower than that of deterministic smoothing algorithms in certain precision/dimension regimes.

math.OC↗
arXiv2013

Phase Recovery, MaxCut and Complex Semidefinite Programming

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called PhaseCut) similar to the classical MaxCut semidefinite program. We solve this problem using a provably convergent block coordinate descent algorithm whose structure is similar to that of the original greedy algorithm in Gerchberg-Saxton, where each iteration is a matrix vector product. Numerical results show the performance of this approach over three different phase retrieval problems, in comparison with greedy phase retrieval algorithms and matrix completion formulations.

math.OC↗
arXiv2012

Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics

We study a weaker formulation of the nullspace property which guarantees recovery of sparse signals from linear measurements by l_1 minimization. We require this condition to hold only with high probability, given a distribution on the nullspace of the coding matrix A. Under some assumptions on the distribution of the reconstruction error, we show that testing these weak conditions means bounding the optimal value of two classical graph partitioning problems: the k-Dense-Subgraph and MaxCut problems. Both problems admit efficient, relatively tight relaxations and we use a randomization argument to produce new approximation bounds for k-Dense-Subgraph. We test the performance of our results on several families of coding matrices.

math.OC↗
arXiv2012

Convex Algorithms for Nonnegative Matrix Factorization

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which can be solved efficiently and test our algorithms on some classic numerical examples.

math.OC↗
arXiv2012

Approximation Bounds for Sparse Principal Component Analysis

We produce approximation bounds on a semidefinite programming relaxation for sparse principal component analysis. These bounds control approximation ratios for tractable statistics in hypothesis testing problems where data points are sampled from Gaussian models with a single sparse leading component.

math.OC↗
arXiv2011

Subsampling Algorithms for Semidefinite Programming

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls granularity, i.e. the tradeoff between cost per iteration and total number of iterations. Furthermore, the total computational cost is directly proportional to the complexity (i.e. rank) of the solution. We study numerical performance on some large-scale problems arising in statistical learning.

math.OC↗
arXiv2010

Sparse PCA: Convex Relaxations, Algorithms and Applications

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse principal component analysis and has a wide array of applications in machine learning and engineering. Unfortunately, this problem is also combinatorially hard and we discuss convex relaxation techniques that efficiently produce good approximate solutions. We then describe several algorithms solving these relaxations as well as greedy algorithms that iteratively improve the solution quality. Finally, we illustrate sparse PCA in several applications, ranging from senate voting and finance to news data.

math.OC↗
arXiv2010

Testing the Nullspace Property using Semidefinite Programming

Recent results in compressed sensing show that, under certain conditions, the sparsest solution to an underdetermined set of linear equations can be recovered by solving a linear program. These results either rely on computing sparse eigenvalues of the design matrix or on properties of its nullspace. So far, no tractable algorithm is known to test these conditions and most current results rely on asymptotic properties of random matrices. Given a matrix A, we use semidefinite relaxation techniques to test the nullspace property on A and show on some numerical examples that these relaxation bounds can prove perfect recovery of sparse solutions with relatively high cardinality.

math.OC↗
arXiv2010

A Pathwise Algorithm for Covariance Selection

Covariance selection seeks to estimate a covariance matrix by maximum likelihood while restricting the number of nonzero inverse covariance matrix coefficients. A single penalty parameter usually controls the tradeoff between log likelihood and sparsity in the inverse matrix. We describe an efficient algorithm for computing a full regularization path of solutions to this problem.

math.OC↗
arXiv2010

Convex Relaxations for Subset Selection

We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the quality of these relaxations by studying the approximation ratio of sparse eigenvalue relaxations. Our results are used to improve the performance of branch-and-bound algorithms to produce exact solutions to subset selection problems.

math.OC↗
arXiv2010

Second order accurate distributed eigenvector computation for extremely large matrices

We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that averaging eigenvectors of randomly subsampled matrices efficiently approximates the true eigenvectors of the original matrix under certain conditions on the incoherence of the spectral decomposition. This incoherence assumption is typically milder than those made in matrix completion and allows eigenvectors to be sparse. We discuss applications to spectral methods in dimensionality reduction and information retrieval.

math.NA↗
arXiv2009

Support Vector Machine Classification with Indefinite Kernels

We propose a method for support vector machine classification using indefinite kernels. Instead of directly minimizing or stabilizing a nonconvex loss function, our algorithm simultaneously computes support vectors and a proxy kernel matrix used in forming the loss. This can be interpreted as a penalized kernel learning problem where indefinite kernel matrices are treated as a noisy observations of a true Mercer kernel. Our formulation keeps the problem convex and relatively large problems can be solved efficiently using the projected gradient or analytic center cutting plane methods. We compare the performance of our technique with other methods on several classic data sets.

cs.LG↗
arXiv2009

Predicting Abnormal Returns From News Using Text Classification

We show how text from news articles can be used to predict intraday price movements of financial assets using support vector machines. Multiple kernel learning is used to combine equity returns with text as predictive features to increase classification performance and we develop an analytic center cutting plane method to solve the kernel learning problem efficiently. We observe that while the direction of returns is not predictable using either text or returns, their size is, with text features producing significantly better performance than historical returns alone.

cs.LG↗
arXiv2008

Clustering and Feature Selection using Sparse Principal Component Analysis

In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combinations of the data variables, explaining a maximum amount of variance in the data while having only a limited number of nonzero coefficients. PCA is often used as a simple clustering technique and sparse factors allow us here to interpret the clusters in terms of a reduced set of variables. We begin with a brief introduction and motivation on sparse PCA and detail our implementation of the algorithm in d'Aspremont et al. (2005). We then apply these results to some classic clustering and feature selection problems arising in biology.

cs.AI↗