SearcharxivSearch

arXiv subjects

George Luta

Publications and source records attributed to George Luta.

5 recordsLinked to original sources

The Target Polish: A New Approach to Outlier-Resistant Non-Negative Matrix Factorization

This paper introduces the "Target Polish," a robust and computationally efficient framework for Non-Negative Matrix Factorization (NMF). Although conventional weighted NMF approaches are resistant to outliers, they converge slowly due to the use of multiplicative updates to minimize the objective criterion. In contrast, the Target Polish approach remains compatible with the Fast-HALS algorithm, which is renowned for its speed, by adaptively "polishing" the data with a weighted median-based transformation. This innovation provides outlier resistance while maintaining the highly efficient additive update structure of Fast-HALS. Empirical evaluations using image datasets corrupted with structured (block) and unstructured (salt) noise demonstrate that the Target Polish approach matches or exceeds the accuracy of state-of-the-art robust NMF methods while reducing computational time by an order of magnitude in the studied scenarios.

cs.LG

CoxNTF: A New Approach for Joint Clustering and Prediction in Survival Analysis

The interpretation of the results of survival analysis often benefits from latent factor representations of baseline covariates. However, existing methods, such as Nonnegative Matrix Factorization (NMF), do not incorporate survival information, limiting their predictive power. We present CoxNTF, a novel approach that uses non-negative tensor factorization (NTF) to derive meaningful latent representations that are closely associated with survival outcomes. CoxNTF constructs a weighted covariate tensor in which survival probabilities derived from the Coxnet model are used to guide the tensorization process. Our results show that CoxNTF achieves survival prediction performance comparable to using Coxnet with the original covariates, while providing a structured and interpretable clustering framework. In addition, the new approach effectively handles feature redundancy, making it a powerful tool for joint clustering and prediction in survival analysis.

cs.LG

Maximum Agreement Linear Predictors

This paper studies predictor functions motivated by maximizing a measure of agreement with the predictand. Specifically, it examines distributional properties and predictive performance of the estimated maximum agreement linear predictor (MALP), the linear predictor maximizing Lin's concordance correlation coefficient (CCC) between the predictor and the predictand. It is compared and contrasted, theoretically and through computer experiments, with the estimated least-squares linear predictor (LSLP), with respect to some performance measures. Finite-sample and asymptotic properties are obtained, and confidence intervals and prediction intervals are also presented. Predictors are illustrated using two real data sets: an eye data set and a body fat data set. Results indicate that the estimated MALP is a viable alternative to the estimated LSLP if one desires a predictor whose predicted values possesses higher agreement with the predictand values, as measured by the CCC.

stat.ME

A New Method to Compare the Interpretability of Rule-based Algorithms

Interpretability is becoming increasingly important for predictive model analysis. Unfortunately, as remarked by many authors, there is still no consensus regarding this notion. The goal of this paper is to propose the definition of a score that allows to quickly compare interpretable algorithms. This definition consists of three terms, each one being quantitatively measured with a simple formula: predictivity, stability and simplicity. While predictivity has been extensively studied to measure the accuracy of predictive algorithms, stability is based on the Dice-Sorensen index for comparing two rule sets generated by an algorithm using two independent samples. The simplicity is based on the sum of the lengths of the rules derived from the predictive model. The proposed score is a weighted sum of the three terms mentioned above. We use this score to compare the interpretability of a set of rule-based algorithms and tree-based algorithms for the regression case and for the classification case.

stat.ML

Tensor Networks for Latent Variable Analysis. Part I: Algorithms for Tensor Train Decomposition

Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of sub-tensors of order-2 or order-3 has, so far, not been widely considered in these fields, although this so-called tensor network decomposition has been long studied in quantum physics and scientific computing. In this study, we present novel algorithms and applications of tensor network decompositions, with a particular focus on the tensor train decomposition and its variants. The novel algorithms developed for the tensor train decomposition update, in an alternating way, one or several core tensors at each iteration, and exhibit enhanced mathematical tractability and scalability to exceedingly large-scale data tensors. The proposed algorithms are tested in classic paradigms of blind source separation from a single mixture, denoising, and feature extraction, and achieve superior performance over the widely used truncated algorithms for tensor train decomposition.

math.NA