Least Squares

This paper proposes a least squares approach for the training of quadratic neural networks with regularization. The proposed methodology yields a lower bound on the solution of the training optimization problem for the case where the regularization coefficient is positive. Moreover, it yields closed-form expressions for the approximate solution and its sensitivity The lower bound is tight and the approximate solution is the optimal solution when the regularization coefficient is zero. Having a closed-form expression for the weights reduces considerably the computational time when compared with iterative numerical methods such as backpropagation that can get stuck in local minima. The proposed approach has three main contributions, namely, (i) it yields an analytical expression for the weights, (ii) an analytical expression for the sensitivity of the weights to errors in the data is also provided, (iii) it establishes a connection between the optimization to compute a lower bound and nuclear norm minimization. The proposed least squares training is successfully applied to a nonlinear system identification example where the proposed lower bound is compared with the optimal value.

The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and solves a sequence of weighted quadratic flow subproblems. Each subproblem is solved by a warm-started dual semismooth Newton method whose Newton systems have weighted graph-Laplacian structure, enabling the use of modern Laplacian solvers. To further improve the discovered arc supports of the challenging underlying combinatorial problem, we also develop an algorithmic variant that incorporates objective-driven perturbation restarts and an anchor-union restricted search that jointly leverages supports discovered by IRLS and by complementary FCNFP heuristics. Computational experiments on 410 benchmark, synthetic, and large-scale instances show that our method obtains the best objective quality among the evaluated scalable FCNFP algorithms, with a mean gap of $1.316\%$ to a time-limited MILP reference and a win-or-tie rate of $90.0\%$ among the non-MILP methods. The results indicate that combining smooth continuous optimization with support-level search is an effective strategy for producing high-quality feasible solutions to large-scale FCNFP.

Phase retrieval in broadband coherent anti-Stokes Raman spectroscopy (BCARS) is an ill-posed inverse problem. The Raman-like signal is encoded in the imaginary part of the resonant susceptibility, which mixes coherently with a non-resonant background (NRB) that varies across acquisitions. We introduce an inverse physics-informed neural network (iPINN) that predicts Lorentzian peak parameters from raw BCARS spectra and reconstructs the resonant susceptibility through a differentiable analytical forward model. A transformer encoder assigns spectral features to 24 learnable peak slots, and a multi-view consistency loss enforces invariance across NRB pattern, NRB strength, and noise. Unlike direct spectral regression approaches, the method retains accuracy under varying acquisition conditions. On a public benchmark, iPINN achieves the lowest error among the tested baselines (MAE 0.016 vs. next-best 0.046). On 28 zero-shot test spectra acquired across seven solvents and four focal positions, accuracy is depth-invariant in five of seven solvents. These results show that inverse parametric prediction with a differentiable physical decoder supports robust phase retrieval across measurement conditions.

Global sharpness of a sampling bound does not determine whether the bound is attainable on a particular fixed design. We study ordinary fixed-size volume sampling followed by selected unweighted least squares, with the feature pool and response fixed; subset selection is the only randomness. We first prove a globally sharp all-budget Loewner envelope for centered, full-Gram-whitened coefficient covariance. We then characterize the fixed-design question left open by global sharpness. On the positive-loss, no-coloop strict-interior domain, a feature-only geometric margin is positive if and only if every compatible residual has strict covariance slack at every strict-interior budget, whereas zero margin holds if and only if one compatible residual reaches the Loewner ceiling in at least one coefficient direction at every strict-interior budget. For real whitened designs without coloops, the phase sign is equivalently determined by a pairwise Naimark-complement minor test, which also yields an explicit lower slack certificate. Residual augmentation exposes the response-aware contraction, and a critical equal-leverage specialization identifies an explicit geometric boundary. Any verified positive lower bound on the margin therefore yields a conservative certificate for strictness and for the subset-refit variance term in fixed-query squared loss. Together, these results give a design-specific phase characterization for this finite-pool randomized linear-readout primitive.

We develop the Sparse Orthogonal Regression Technique (SORT), a sparse spectral framework for learning orthonormal-basis expansions from noisy and irregularly sampled data. SORT estimates expansion coefficients directly from observations using L1-regularized regression, avoiding explicit quadrature or analytic inner-product evaluation. The central application is data-driven discovery of ordinary differential equations: vector fields are represented in chosen orthogonal bases and learned as sparse coefficient expansions. This provides a complementary route to symbolic regression, grammar-based discovery, and SINDy-style sparse identification by first recovering a compact spectral representation, which can later guide searches for simpler analytic forms. Across the dynamical-system experiments, SORT matches or improves upon library-based sparse-regression baselines when the basis is well adapted to the problem, and shows more stable degradation under sparse sampling, noisy derivative estimates, and representation mismatch. Specific examples illustrate why this representation is useful: if a finite library misses the problem-specific nonlinearity, the resulting model can fail. SORT is not immune to mismatch, but it shifts the problem away from brittle selection among generic terms to basis design adapted to the problem domain. The experiments also show that dominant low-order coefficients persist as model order increases, supporting order-consistent model growth. Beyond equation discovery, the same learned expansion supports nonlinear approximation and estimation of complex, high-dimensional integrals by coefficient readout. Overall, SORT provides a reusable intermediate representation for system identification, approximation, and integration, while making basis design an explicit part of the scientific modeling problem.

We develop a rigorous theory of discrete residual least-squares approximation for elliptic spectral equations $\mathfrak L_βu=f$ using linearized ReLU$^k$ neural networks on the sphere, where $\mathfrak L_β$ is a positive elliptic spectral multiplier of order $β$. Given a parameter set $Θ_n=\{θ_{j}^*\}_{j=1}^n\subset\mathbb S^d$, we approximate $u$ in the linearized network space $L_n^k(Θ_n)$ by the discrete residual on the collocation points $\{η_i^*\}_{i=1}^m$ \begin{equation*} u_{n,m}\in\arg\min_{v_n\in L_n^k(Θ_n)}\frac1m\sum_{i=1}^m\left(f(η_i^)-\mathfrak L_βv_n(η_i^)\right)^2. \end{equation*} With $k>\frac{d-1}{2}+β$, for antipodally quasi-uniform network parameter sets and any quasi-uniform collocation points with $m\gtrsim n$, we prove that \begin{equation*} |u-u_{n,m}|{\mathcal H^β(\mathbb S^d)}\eqsim|f-\mathfrak L_βu{n,m}|{\mathcal L^2(\mathbb S^d)}\lesssim n^{-\frac{r}{d}} \begin{cases} |f|{\mathcal W^{r,p}(\mathbb S^d)},&\frac{d}{p}<r\leq \frac{d}{2},~p>2,\ |f|{\mathcal H^r(\mathbb S^d)},&r>\frac{d}{2}. \end{cases} \end{equation*} We also establish a high-probability residual estimate, up to a logarithmic factor and an arbitrarily small smoothness loss, for i.i.d.\ uniformly distributed collocation points. The key analytical ingredient is a Bernstein inequality for linearized ReLU$^k$ network spaces. If $\underline h$ denotes the antipodal separation distance of the network parameters, then \begin{equation*} |v_n|{\mathcal H^r(\mathbb S^d)}\lesssim\underline h^{-(r-s)}|v_n|_{\mathcal H^s(\mathbb S^d)},\qquad 0\leq s<r<k+\tfrac12. \end{equation*}

Can nonlinear dynamical systems be learned through a compact linear state-space representation, without directly solving a non-convex system-identification problem? We give a provable pipeline for doing so. Starting from observations of an unknown nonlinear dynamical system, we first learn an implicit spectral predictor using Observation Spectral Filtering (OSF), a convex method that competes with the best linear observer for the system. We then apply spectral-to-LDS distillation to convert this predictor into an explicit recurrent linear dynamical system. Our main theorem shows that the average prediction error of the distilled LDS decomposes into an exponentially-small distillation term and the OSF learning term governed by the Luenberger complexity of the best observer. The guarantee is dimension-free: it depends on observer complexity rather than on the latent dimension needed to represent the nonlinear system. To our knowledge, this yields the first end-to-end provable method for extracting a best-in-hindsight LDS representation of nonlinear dynamics through convex learning followed by provable distillation. Experiments on linear LDS benchmarks and MuJoCo behavior cloning show that the train-then-distill pipeline produces compact LDS predictors that match or outperform directly trained baselines.

Accurate extrinsic rotation calibration between sensors is fundamental to the performance of robotic perception systems. However, most existing calibration techniques rely on full 6-DoF motion to excite all degrees of freedom, which is often infeasible for ground-constrained robots with limited motion capabilities. Recent approaches designed for such restricted settings, such as Canonical Correlation Analysis (CCA)-based methods, suffer from ill-conditioned covariance matrices that lead to numerical instability and suboptimal calibration accuracy. To overcome these limitations, we present a novel rotation calibration framework named PLS-Calib that, for the first time, leverages Partial Least Squares (PLS) regression to model the latent kinematic correlations between asynchronous, heterogeneous sensor streams. Specifically, we apply our method to the calibration of an event camera and an odometry onboard a ground robot. To improve event-based pattern detection, we introduce a polarity-aware event representation, which enhances spatiotemporal contrast in circular calibration targets. Our PLS-based formulation yields a closed-form, stable solution that avoids matrix singularities inherent in CCA-based approaches. Extensive experiments on both synthetic and real-world datasets validate the effectiveness of our approach, demonstrating significant improvements in calibration robustness and accuracy over state-of-the-art methods. This work offers a practical and theoretically grounded solution for rotation calibration in constrained robotic systems and opens up new directions for applying statistical learning techniques in neuromorphic vision.

In [AS21], Axiotis and Sviridenko conjectured that the linear dependence on the restricted condition number in sparse convex optimization cannot be improved by a polynomial-time algorithm. We establish their conjectured lower bound for least-squares objectives, conditional on the randomized exact-volume Small-Set Expansion Hypothesis in the weighted regular-graph formulation of Raghavendra, Steurer, and Tulsiani [RST12]. Concretely, for every fixed $γ\in(0,1]$, there is no randomized polynomial-time algorithm that, with probability at least $2/3$, returns a vector $x$ such that, writing $s=\lVert x\rVert_0$, $$\lVert Ax-b\rVert_2^2 \leq \min_{\lVert z\rVert_0\leq k}\lVert Az-b\rVert_2^2+\varepsilon \quad\text{and}\quad s=O\!\left(k\,κ_{s+k}^{\,1-γ}\right),$$ where $κ_r$ is the restricted condition number at sparsity level $r$. The result holds even on rational instances with $A$ of full column rank. The proof was first obtained using a fully automated Gemini-based agentic system developed internally at Google. The authors have verified the proof and edited it for clarity of presentation.

Visible and near-infrared (vis-NIR) and mid-infrared (MIR) spectroscopy enable rapid, cost-effective prediction of soil properties. Yet, translating high-dimensional, highly collinear spectra into accurate soil property predictions remains challenging, particularly when employing machine learning. We systematically investigated regression models and dimensionality reduction approaches for spectroscopic modeling across 85 regression tasks from open benchmark datasets in pedometrics spanning field-scale digital soil mapping and a global soil spectral library. We compared an in-context learning tabular foundation model (TabPFN), a convolutional neural network (CNN), rule-based regression (Cubist), Random Forest, and partial least squares regression (PLSR) using full spectra as well as features derived from principal component analysis (PCA) and partial least squares (PLS) latent variables. TabPFN consistently delivered the best overall performance across scales, including large spectral library tasks with tens of thousands of soil samples. Notably, TabPFN applied directly to full spectra already surpassed all classical baselines, showing that explicit dimensionality reduction is not strictly required for strong performance. Further improvements were achieved through PLS, which proved to be an effective dimensionality reduction strategy for all models. Combining PLS latent variables with TabPFN yielded the best predictions overall. Our findings provide evidence-based guidance for spectroscopic calibration model selection across operational scales, demonstrating that the long-standing advantages of PLSR and modern tabular foundation models complement each other in chemometrics.

Wavelength selection is one of the important preprocessing methods in near-infrared spectroscopy to improve prediction accuracy and interpretability of spectral data. We formulate wavelength-region selection for sugar content estimation as a binary black-box optimization problem and propose a method based on Bayesian optimization. The proposed method constructs a sparse quadratic surrogate model and sequentially extracts interested wavelength regions by Thompson sampling. Minimizing an acquisition function is performed as a quadratic unconstrained binary optimization problem by simulated or quantum annealing. Experiments show that the proposed method improves the prediction accuracy of partial least squares regression and yields more consistent wavelength regions than genetic-algorithm-based selection and simulated annealing. Under one-bit local perturbations, the selected wavelength regions show minimal fluctuations in root mean square errors between observed and predicted values of a validation set. This local stability suggests that our method converges to a smoother error landscape and avoids isolated overfitted solutions. These results indicate that combinatorial Bayesian optimization is a useful framework for robust feature selection in spectroscopic prediction tasks.

Latent low-dimensional structure in datasets of natural and engineered systems enables their sparse sensing, or full-state reconstruction from historical data and very few carefully chosen localized measurements. Depending on the reconstruction algorithm, sensor locations, and measurement noise, the reconstruction risk curves demonstrate a diversity of patterns including a dramatic peak in error known as double descent in Machine Learning literature. Here we explore those scenarios under a unified Data-Noise Averaging theory. Qualitatively, we formulate sufficient criteria for double descent to emerge through a catastrophic amplification of a pathological signal in reconstruction. Quantitatively, we predict the detailed risk curves at a fraction of computational cost, trace reconstruction instability to individual sensors and their combinations, and provide regularization mechanisms to mitigate the instability. We demonstrate results for both static reconstruction of Sea Surface Temperature patterns and time integration of a reduced order model of a PDE.

Brain-machine interfaces (BMIs) can assist individuals with limited mobility, such as stroke survivors or amputees. One of the key challenges in developing BMIs is expanding their usability and control, which can be achieved by accurately decoding multiple kinematic and kinetic parameters. To address this, we propose three regression models: partial least squares regressor, multilayered perceptron, and attention based regressor, to decode multiple movement parameters from EEG signals. We evaluated these models on the WAY EEG GAL dataset, focusing on their performance under subject specific and subject independent conditions with two strategies: a single model for all parameters and a baseline with separate models for each parameter. Among all regressors, the attention based regressor achieved the best performance, with an $R^2$ of 0.8 and a latency of 29.2 milliseconds, demonstrating significant improvement in simultaneous multi parameter decoding. However, its performance dropped for single parameter decoding. The multi layered perceptron showed more consistent but lower accuracy across both decoding types ($R^2$ = 0.49). These findings highlight the potential of attention based models for real time multi command BMI systems and contribute to the development of more intuitive control devices.

We introduce a new research area that is called Asymptotics Learning Theory (ALT) and combines optimization with asymptotic analysis. In particular, ALT provides a unified approach for computing unknown constants/parameters in proven asymptotic expansions using optimization theory. In this paper, we focus on a general asymptotic form which includes a broad class of asymptotics. Furthermore, we study two powerful numerical methods, namely, sliding Linear Least Squares (sLLSQ) and sliding Tikhonov Linear Least Squares (sT-LLSQ). For these techniques we rigorously prove asymptotic estimates that lead to sufficient conditions for convergence (to the correct values of unknown parameters) and convergence-rate guarantees. Despite their strengths, both methods have also limitations, e.g., slow convergence---or even, counterintuitively, divergence---in some cases. Moreover, we present fundamental applications in analytic combinatorics, a beautiful field of mathematics that deals with asymptotic enumeration of discrete structures using complex analysis. The proposed techniques complement existing approaches, such as the ratio method and its variants. Numerical examples also verify the theoretical results. Finally, we discuss interesting research directions in ALT.

Analytic Continual Learning (ACL) offers a computationally efficient alternative to gradient-based approaches. Recent ACL methods are based on Recursive Least Squares (RLS) and have achieved the state-of-the-art results compared to other alternatives. However, they falter significantly in Class-Incremental Learning scenarios characterized by Long-Tailed distributions. While the ill-conditioning of the autocorrelation (Gram) matrix is a known limitation of RLS, we demonstrate that class imbalance exacerbates this issue into a distinct spectral pathology: "tail" classes suffer from severe spectral collapse, rendering their subspaces numerically indistinguishable from noise. Standard Ridge Regression ($L_2$) fails to address this effectively as it applies isotropic regularization - a uniform penalty that is insufficient to stabilize the tail without over-shrinking the head. To address this, we propose Geometry-Spectral Rectification (GSR), a theoretically grounded framework that treats long-tailed learning as a spectral regularization problem. Unlike standard isotropic regularization (Ridge) which uniformly penalizes all eigenvalues, GSR acts as an anisotropic spectral filter, selectively inflating the collapsed eigenvalues of tail classes. We construct a structured, data-dependent spectral perturbation matrix $Δ$ that selectively inflates collapsed tail eigen-directions of the Gram matrix. Theoretical analysis proves that GSR guarantees an improved stable rank for the Gram matrix, ensuring numerical stability. Extensive experiments show that GSR establishes a new state-of-the-art for analytic CIL, offering a superior trade-off between computational efficiency and robust generalization in long-tailed settings.

Mobile network operators monitor aggregated traffic volumes to assess the operational health of core network infrastructure. Reliable failure detection is challenging due to strong temporal structure, non-stationarity, measurement artefacts, and extreme class imbalance, which limit static threshold-based monitoring. This paper proposes a two-stage online learning framework for traffic-based failure detection in mobile core networks. Stage I incrementally models normal traffic dynamics using lightweight regression with time-aware features. Stage II analyses prediction residuals together with contextual indicators to detect genuine service-affecting network failures. The framework operates fully online under a prequential evaluation protocol, enabling continuous adaptation with low computational overhead. Across linear and non-linear models, the proposed two-stage architecture achieves the best precision-recall trade-off, attaining the highest recall, F1-score, and AUC at acceptable false positive rates. These results demonstrate the importance of explicit residual decomposition for reliable failure detection in streaming mobile core network data.

Improved Kernel Partial Least Squares (IKPLS) algorithms 1 and 2 are among the fastest PLS calibration algorithms. This article focuses on two shared steps, the computation of the $\mathbf{X}$ rotations, $\mathbf{R}$, and the $\mathbf{Y}$ loadings, $\mathbf{Q}$, and accelerates both. For $\mathbf{R}$, term-by-term accumulation is replaced by a direct evaluation strategy that requires the same number of multiplications but parallelizes better on modern hardware. For $\mathbf{Q}$, I identify - to the best of my knowledge, for the first time - equivalences showing that each $\mathbf{Y}$ loading is obtainable, up to explicitly derived constants, from quantities already computed earlier in the same iteration, and I exploit them in IKPLS to reduce the cost of each loading from $Θ\left(KM\right)$ to $Θ\left(M\right)$ operations whenever $M = 1$ or $2 \leq M < K$, with $K$ predictor variables (number of columns in $\mathbf{X}$) and $M$ response variables (number of columns in $\mathbf{Y}$). Both improvements provably yield exactly the same $\mathbf{W}$, $\mathbf{P}$, $\mathbf{Q}$, $\mathbf{R}$, and $\mathbf{T}$ as the original algorithms. Benchmarks with NumPy (CPU) and JAX (GPU) show speedups of up to two orders of magnitude for the isolated steps and of approximately $2\times$ (CPU) and $6\times$ (GPU) for entire fits. Both improvements are implemented in the free, open-source Python package \texttt{ikpls}.

Extreme Learning Machine (ELM) computes output weights analytically using the Moore-Penrose pseudoinverse. Although this leads to fast training, its numerical stability depends strongly on the conditioning of the hidden layer matrix. This paper studies pseudoinverse-based ELM from a spectral perspective. We show that the smallest singular value governs perturbation amplification in the output weights, while the condition number provides a quantitative measure of hidden-layer instability. We compare SVD-based pseudoinverse computation with iterative hyperpower methods and discuss width-dependent conditioning through a random feature interpretation. Experiments on synthetic matrices and ELM benchmarks show that SVD-based methods remain the most reliable under ill conditioning, while iterative methods are more sensitive to spectral properties. The results suggest that ELM stability is fundamentally governed by the singular value structure of the hidden layer matrix.

An important quantity in the theory of gradient descent (GD) is the \emph{sharpness}, defined as the largest eigenvalue of the objective Hessian. Classical analyses typically require the step size to be uniformly smaller than twice the reciprocal of the sharpness, but this condition is frequently violated in the training of deep neural networks. Recent work bridges this gap in the setting of overparametrised least-squares with a \emph{single scalar output}, providing a normal form for large-step GD in a neighbourhood of an \emph{isolated} flat minimum and establishing three corresponding convergence results. In this paper, we extend this theory in two directions: (1) to overparametrised least-squares with \emph{vector-valued outputs} (including regression with arbitrarily many observations), and (2) to a neighbourhood of a \emph{manifold} of flat minima (which we show is essential for applications such as matrix factorisation). We generalise both the normal form and all three convergence theorems of \cite{macdonaldeos} to this broader setting, overcoming several technical challenges, including the solution of a singular partial differential equation via a novel method that may be of independent interest. We further show that our framework applies to deep matrix factorisation under mild assumptions, yielding several new structural results. In particular, we prove that the set of flat minima forms a fibre bundle over a product of spheres, and that the sharpness is Morse-Bott along this manifold.

This paper studies distributed sketching for ordinary least squares (OLS) regression, an approach that distributes small sketches of a large data set over multiple machines to separately construct OLS estimators and average them. Unlike prior studies that consider sketching on the whole data set, we consider sketching on partitioned subsets to further reduce computational cost. Under the fixed design setting, we characterize the exact excess loss of the averaged OLS estimator. Results show that this loss is comparable to the established loss for sketching on the whole data set when the divergence among subset covariances is small.

Nonlinear least-squares optimization is central to regression, physics-informed neural networks, and other machine-learning tasks. Such problems have a natural geometric interpretation, model predictions form a manifold in data space, while the chosen parameterization can introduce parameter-effects curvature that becomes a dominant source of nonlinearity. This exposes a limitation of the Levenberg-Marquardt (LM) method, its tangent-space step is applied as a straight update in parameter coordinates. Geodesic acceleration gives a second-order correction, but its removal of parameter-effect curvature is exact only in the infinitesimal-step limit. We propose a Riemann-normal-coordinate Levenberg-Marquardt method (RNC-LM) to improve this consistency for finite optimization steps. By reformulating the geodesic equation, RNC-LM extends geodesic acceleration to arbitrary-order corrections and constructs finite-step updates with progressively higher reparameterization consistency. A line search along the resulting RNC curve controls the traveled distance while keeping the cost close to standard LM. The method eliminates the tangential component of residual acceleration order by order in a moving tangent frame, making the actual objective reduction more consistent with the linear model prediction of LM. On classical nonlinear least-squares benchmarks, RNC-LM improves convergence and robustness in curved valleys and rank-deficient problems. On a reaction-diffusion PINN failure-mode benchmark, it reduces the relative L2 error to the order of 1e-3 and recovers a physically meaningful solution. On a large-scale machine-learning potential-energy-surface fitting task, it achieves a 34-fold speedup over standard LM.

In this paper, we propose an efficient hybrid least squares/gradient descent (LSGD) method for MIONets to accelerate training. This method generalizes the LSGD method for DeepONets. Since MIONet is the sum of the entrywise product of multiple branch networks and a trunk network, it can be viewed as a multilinear function with respect to the last layer parameters of each branch network. These sets of parameters can be optimized using the alternating least squares method, where we solve the LS system for a single branch network in turn. To handle the large-sized system matrix, we introduce Kronecker and Khatri-Rao products and tensor permutation matrices to factor the large matrix into small ones. Our method is compatible with a general type of $L^2$ loss with regularization terms for the last layer parameters of each branch, where linear operators can be applied to the MIONet output in each loss term.

Motivated by the challenge of stabilizing a general unknown linear dynamical system (LDS) from observations, we study the natural prerequisite of online prediction. Our goal is to achieve sublinear regret with a memory footprint that adapts to the intrinsic complexity of the dynamics rather than the full hidden-state dimension. We focus on the practically central regime of systems with low instability complexity -- eigenvalues outside the real stable interval that do not decay rapidly, together with non-semisimple modes -- potentially embedded in an otherwise stable real spectrum of much higher dimension; we write $k$ for this count. This regime is the primary setting in which stabilization is plausible: we show that many systems with high instability complexity cannot be stabilized without exponentially large controls. Thus, prediction is meaningful for stabilization precisely when the instability complexity is small. Within this regime, we introduce a unified online algorithm that handles every LDS (including non-diagonalizable systems with complex or exploding modes) with a learnable parameter count of $\widetilde{O}(k)$. Finally, we prove a lower bound showing that $k$ is a valid complexity measure: any filter-based predictor needs at least $k$ filters. Experiments corroborate our theory: on a high-dimensional system, our predictor sharply outperforms prior methods at an equal parameter budget.

We present an algorithm for the group distributionally robust (GDR) least squares problem. Given $m$ groups, a parameter vector in $\mathbb{R}^d$, and stacked design matrices and responses $\mathbf{A}$ and $\mathbf{b}$, our algorithm obtains a $(1+\varepsilon)$-multiplicative optimal solution using $\widetilde{O}(\min\{\mathsf{rank}(\mathbf{A}),m\}^{1/3}\varepsilon^{-2/3})$ linear-system-solves of matrices of the form $\mathbf{A}^{\top}\mathbf{B}\mathbf{A}$ for block-diagonal $\mathbf{B}$. Our technical methods follow from a recent geometric construction, block Lewis weights, that relates the empirical GDR problem to a carefully chosen least squares problem and an application of accelerated proximal methods. Our algorithm improves over known interior point methods for moderate accuracy regimes and matches the state-of-the-art guarantees for the special case of $\ell_{\infty}$ regression. We also give algorithms that smoothly interpolate between minimizing the average least squares loss and the distributionally robust loss.

Repeatedly solving parametric PDEs is essential for uncertainty quantification, design optimization and inverse problems, but conventional neural operators require expensive non-convex training. We introduce PCA--RaNN, a randomized latent neural operator that combines PCA-based dimensionality reduction with fixed random features and a closed-form least-squares readout. It recasts latent operator learning as fixed-feature linear regression, reducing training time by one to three orders of magnitude across benchmarks while maintaining competitive accuracy. We introduce an energy-matched scaling rule and a lightweight two-parameter BFGS refinement to correct suboptimal feature scales. Ensemble averaging reduces predictive variance. On Burgers, Darcy, Navier--Stokes and backward heat equation benchmarks, PCA--RaNN provides a favorable speed--accuracy trade-off against operator-learning baselines. The ensemble supports split-conformal prediction intervals, and the linear readout enables rapid online adaptation via recursive least squares without retraining hidden features. This provides an efficient, uncertainty-aware surrogate for many-query scientific workflows.

We study operator learning for random obstacle-to-solution maps arising from elliptic variational inequalities with finite-band self-affine random obstacle fields. Instead of introducing an explicit truncated stochastic parametrization of the random input, we learn the map directly from sampled obstacle realizations on a fixed grid. This problem is challenging because the solution is governed not only by the obstacle field itself, but also by the induced contact set and free-boundary geometry. We introduce a post-training least-squares readout refit for the Fourier neural operator (FNO). After the FNO is trained end to end, its nonlinear backbone is frozen and the final affine readout is recomputed by solving the induced linear least-squares problem over all training samples and grid points. The refit yields the empirical squared-error optimal readout for the learned frozen features while leaving the nonlinear representation unchanged. We compare vanilla DeepONet, POD-DeepONet, a two-stage DeepONet baseline, FNO, and FNO with least-squares readout refit (FNO-LS) on two obstacle ensembles with different amplitude levels. Numerical results show that FNO-LS achieves the strongest overall performance among the tested models, particularly for higher-amplitude obstacles with more complex contact geometry. The method improves average field accuracy, contact-set recovery, and obstacle-violation metrics at low additional cost, especially when the FNO backbone is informative but not fully converged. These results suggest that least-squares readout refit is a simple and effective post-training enhancement for learning random obstacle-to-solution maps.

Variable projection is a classical technique for separable nonlinear least-squares problems, in which variables that enter linearly are eliminated exactly, yielding a reduced nonlinear problem. By expressing this framework as a particular instance of a broader class of bilevel optimization problems, we develop a constrained variable-projection framework for data-science models, where the remaining variables are subject to convex constraints and the eliminated variables arise from a lower-level least-squares problem. In particular, by interpreting variable projection as a collapsed bilevel optimization problem, we derive exact reduced-gradient formulas compatible with automatic differentiation and propose a conditional-gradient algorithm for the resulting constrained reduced problem. We establish convergence guarantees under standard smoothness and compactness assumptions, and discuss extensions to structured lower-level variables. Numerical experiments on sparse autoencoding, dictionary learning, blind deconvolution, and few-shot learning suggest that the method can improve wall-clock efficiency and data efficiency relative to natural joint-optimization baselines.

Adaptive room equalization remains challenging under time-varying acoustic conditions and complex excitation signals, such as music. In these scenarios, classical filtered-x least mean squares (Fx-LMS) methods falter due to their rigid formulation. We present a modular differentiable digital signal processing (DDSP) framework for closed-loop adaptive room equalization that recovers Fx-LMS as a special case through automatic differentiation. The framework supports interchangeable EQ structures, response estimation methods, loss functions, and optimizers. Experiments with time-varying measured room impulse responses show that frequency-domain objectives provide more stable adaptation than time-domain objectives in the considered scenarios. Relative to the non-equalized response, system distance is reduced by 70% and mel-spectral distance by 13% (worst-case scenario). We further examine how online room response estimation accuracy and frame length affect the trade-off between responsiveness and convergence stability. Overall, the framework provides a unified open-source basis for exploring synergies between classical adaptive filtering and DDSP-based optimization.

Partial differential equations (PDEs) play a central role in modeling complex physical, biological, and engineering systems. While traditional numerical solvers are robust, they often incur prohibitive computational costs due to mesh dependencies, whereas recent Physics-Informed Neural Networks (PINNs) offer a mesh-free alternative but frequently suffer from slow convergence and optimization instability. To bridge this gap, this article proposes the Physics-Informed Broad Learning System (PIBLS), a novel backpropagation-free framework that reformulates PDE solving as a direct least-squares optimization. We improved an algorithm within this framework to handle nonlinear PDEs efficiently and provide a rigorous mathematical proof establishing the universal approximation property of PIBLS for these equations. Experiments on linear and nonlinear PDEs demonstrate that PIBLS is one to three orders of magnitude faster than conventional PINNs while achieving significantly higher solution accuracy. This framework provides a computationally efficient paradigm for scientific machine learning, offering a practical, high-speed alternative for real-time simulation and design optimization tasks.

Reference-based adaptive interference cancellation is evaluated for stereo audio recordings corrupted by real train noise and environmental background. The observed signal is modeled as a clean stereo program contaminated by an additive disturbance generated by an external acoustic source through unknown propagation paths. A second stereo recording, representing another filtered observation of the same physical noise source, is used as the reference input of a multi-reference recursive least-squares (RLS) estimator. The estimated train-interference component is subtracted from the noisy audio and followed by a finite-impulse-response low-pass postfilter. Three 74.01 s real audio sequences sampled at 11.025 kHz are processed under identical algorithmic parameters. Since clean ground truth is not available, performance is assessed with no-reference indicators: waveform behavior, Welch spectral estimates, RMS change, and residual normalized correlation with the reference. With 30 taps per reference channel, 15 anti-causal taps, and forgetting factor 0.999, the maximum reference correlation is reduced from 0.386--0.832 before processing to 0.011--0.016 after processing. The corresponding correlation-ratio reduction is approximately 30.6--34.1 dB, while the output RMS decreases by 1.8--4.8 dB depending on section and stereo channel. The results demonstrate that real train interference, including environmental acoustic effects, can be substantially attenuated when a correlated reference recording is available.

Remaining Useful Life (RUL) prediction is essential for industrial predictive maintenance, yet many learning-based approaches rely on extensive feature engineering or large labeled datasets to train task-specific sequence models. In this work, we introduce a lightweight learning approach, in which we leverage a frozen pretrained time-series foundation model (TSFM) and combine it with a small regression head for RUL estimation from multivariate sensor streams. More specifically, we use Chronos-2 as a frozen backbone to extract context window features and train a lightweight regression neural network for RUL prediction. Experiments on real-world industrial sensor data from two device types show that Chronos-2 features consistently improve over recurrent, convolutional, Transformer-based, and gradient-boosting baselines under the same preprocessing and evaluation protocol. We further analyze the impact of context length and find that performance improves significantly with longer histories, indicating that TSFM representation offer a practical and data-efficient alternative for RUL estimation in industrial settings.

This paper analyzes bidirectional random projections for ordinary least squares (OLS) regression under the fixed design setting. Let $(X,Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n$ be a sample and $R \in \mathbb{R}^{n_1 \times n}, W \in \mathbb{R}^{p \times p_1}$ be two properly distributed random projections. We develop an expected excess loss bound for the OLS estimator built on $(WXR, WY)$. Compared to an established bound for OLS estimator built on $(XR, Y)$, the gap is approximately $O\left( p_1 + C \frac{1}{p_1} \right)$, where $C$ scales with $n_1/n$ and can be negative for small $n_1/n$. Its implications are confirmed by numerical results on real-world data.

We study the generalization of ridge-regularized nonlinear least-squares models via on-average algorithmic stability, deriving error bounds for local minimizers in terms of a data-dependent effective dimension that reflects the geometry of the gradient model at the trained parameters, through the empirical Jacobian Gram matrix and a residual-curvature term. In the linear case, where the curvature term vanishes, this recovers the classical effective dimension of the Jacobian kernel covariance, but evaluated at the trained model rather than at initialization as is typical in neural tangent kernel analyses. We further bound this effective dimension via covering complexity of the gradient features, leading to guarantees that depend on learned geometry rather than parameter count. In particular, for manifold-supported data and piecewise Lipschitz Jacobians, the bounds scale with intrinsic dimension, while for one-hidden-layer ReLU networks, the mechanism can be made explicit through counts of activation-stable regions. Experiments on synthetic manifolds, clustered distributions, and benchmark datasets illustrate trained-Jacobian compression, the tightness of the residual-curvature linearization, and agreement between the stability bound and observed generalization gaps. A key feature of our bounds is the simplicity of their derivation, which follows from first principles using the Brascamp-Lieb inequality under strongly log-concave noise.

Prosthetic socket fitting remains largely manual and iterative, and objective fit metrics are still limited. Part of the challenge is the lack of long-term real-life pressure data at the residual limb--socket interface. Traditional pressure sensors are prone to drift over time, and capture only normal pressures at sparse locations within the socket, missing a critical component for biomechanical analysis: shear. Although some sensors can report both normal and shear interface stresses, these components are often difficult to decouple because of measurement crosstalk. One potential path forward is to develop models that can augment available measurements. This work introduces a testbed to evaluate model performance under sparse pressure sensing using two complementary validation signals: (i) the global wrench (\ie, total forces and moments expressed in an orthonormal frame) transmitted through the socket, by an artificial residual-limb, and (ii) local interface loads (\ie, decoupled normal and shear pressure components in a right-hand-rule orthogonal frame that lives in each instrumented location) measured by sparse sensing clusters, each composed of four capacitance-sensing channels. Rather than presenting full-field pressure estimates, the focus is on an analysis sequence that quantifies how well candidate mechanical models explain both global and local measurements under controlled conditions. A quasi-static spring--mass contact model is evaluated, and its parameters are identified via a two-stage convex least-squares problem. Validation under static loading shows that estimating constant bias terms reduces steady offsets in the wrench channels and improves agreement with local measurements. A Pareto-front sensitivity analysis further illustrates how the trade-off between global and local objectives changes when bias terms are included.

This note provides an interesting observation on casting partial least square (PLS) as a linearized self-attention so that PLS may be studied within the neural network paradigm. On the other hand, the dimensionality reduction and selection of predictors in PLS may indicate that self-attention includes certain degree of dimensionality normalization toward improved learning.

We introduce AdvantageFlow, a forward-process reinforcement learning algorithm for rectified flow models. Unlike Flow-GRPO, which optimizes the reverse process, we optimize an advantage-weighted forward-process prediction loss. This optimization problem is unstable when advantages are negative and the loss becomes non-convex. We stabilize it by rollout policy regularization, which reduces variance and arises from fitting a local reward-improving target distribution. We evaluate AdvantageFlow on image generation tasks with Stable Diffusion 3.5 Medium. It outperforms both Flow-GRPO and a state-of-the-art forward-process RL baseline based on negative-aware fine-tuning.

In Global Navigation Satellite System (GNSS)-degraded environments, pseudolites (PLs) provide additional signal sources to enhance positioning performance, but their integration in optimization-based frameworks remains limited. This paper presents a loosely coupled factor graph optimization (FGO) framework that fuses the GNSS/PL least-squares (LS) solutions with inertial measurement unit (IMU) data. The evaluation considers low GNSS visibility scenarios with four high-elevation GNSS satellites and up to two PL transmitters over an 80~s window. FGO achieves a 22.8% to 41.3% reduction in mean 3D error compared to standard LS methods. Compared to a GNSS-IMU baseline, incorporating PL transmitters further improves positioning accuracy, with performance depending on geometry.

Global Navigation Satellite Systems (GNSS) are widely used to provide position, velocity, and timing (PVT) information for various applications, including transportation, location-based communication services, and intelligent agriculture. In urban canyons, high-rise buildings and narrow streets can cause signal obstruction, non-line-of-sight (NLOS) reception, and multipath effects that introduce errors in GNSS pseudorange measurements. Although multi-constellations GNSS effectively increase the number of available satellites, the inclusion of degraded signals can lead to severe positioning errors. This study proposes a machine learning framework for the weighted least squares (WLS) algorithm incorporating activation functions to enhance positioning accuracy. Several signal quality indicators are employed as training features for ensemble learning algorithms to identify poor quality signals by providing quality scores. Then, activation functions are employed to transform the machine learning predicted scores to appropriate weights for WLS positioning. To evaluate the performance of our approach, experiments are conducted using real-world datasets from Hong Kong and Tokyo urban areas. Comparative analysis of activation functions reveals that sigmoid functions consistently yield the greatest improvements with different machine learning algorithms and GNSS constellation configurations. The proposed algorithm demonstrates substantial reductions in positioning errors for both single- and multiconstellation scenarios. Furthermore, our results indicate that the proposed algorithm exhibits strong geographical transferability. The proposed algorithm maintains comparable level of performance when trained on data from other regions with similar levels of urbanization.

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the proposed model accommodates a broad class of noise distributions, including generalized Gaussian and radial Laplace models. This generalization enables reliable performance under both heavy-tailed and light-tailed noise, thereby substantially enhancing robustness across diverse data regimes. To efficiently address the resulting nonconvex optimization problem, we develop a gradient-based algorithm equipped with a backtracking line-search strategy that ensures stable and efficient convergence. In addition, we present a sensitivity analysis of the $\ell_p^p$ and $\ell_2$ loss functions, elucidating their distinct behaviors under varying noise characteristics. Extensive numerical experiments corroborate the theoretical analysis and demonstrate that the proposed approach consistently outperforms existing methods in terms of robustness and reconstruction accuracy.

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et al.\ (2018), existing fitting pipelines still face two practical bottlenecks: noise--signal coupling under joint EM/ECM updates and nontrivial handling of orthogonality constraints. Following the fixed-noise scalar-likelihood protocol, we develop an end-to-end framework that combines noise pre-estimation, constrained likelihood optimization, and prediction calibration in one pipeline. We estimate the observation noise from the low-eigenvalue noise subspace and enforce orthogonality through exact Stiefel-manifold optimization. The noise-subspace estimator attains a signal-strength-independent leading finite-sample rate and matches a minimax lower bound, whereas a full-spectrum noise estimator carries a deterministic bias under the same model. We further extend the framework to sub-Gaussian settings via optional Gaussianization and provide closed-form standard errors through a block-structured Fisher analysis. Across synthetic high-noise settings and two multi-omics benchmarks (TCGA-BRCA and PBMC CITE-seq), the method achieves near-nominal coverage without post-hoc recalibration, reaches Ridge-level point accuracy on TCGA-BRCA at rank $r=3$, matches or exceeds PO2PLS on cross-view prediction while providing native calibrated uncertainty, and improves stability of parameter recovery.

We study online prediction for marginally stable, partially observed linear dynamical systems under nonstochastic disturbances. Our objective is to minimize the cumulative squared prediction loss and compete with the best-in-hindsight Luenberger predictor. Standard online learning methods typically rely on bounded domains/gradients, and thus their guarantees may fail to deal with potentially unbounded trajectories in marginally stable systems. In this paper, we introduce an unconstrained online least squares method that stabilizes the learning process via tailored predictive hints. With model knowledge, we prove that hints constructed from any stabilizing Luenberger predictor render the hint residuals uniformly bounded, achieving logarithmic regret despite unbounded trajectory growth. We also discuss model-free prediction and introduce a simple universal hint for symmetric systems, under which logarithmic regret is maintained without model knowledge. Our results provide an adaptive, instance-wise optimal online predictor compared to classical fixed-gain observers under nonstochastic disturbances.

Conformal prediction (CP) provides powerful, distribution-free prediction sets, but its guarantees rely on the exchangeability of training and test data, which is often violated in practice due to covariate shifts. While weighted conformal prediction (WCP) is designed to handle such shifts, it can suffer from significant undercoverage when the density ratio between the distributions is unbounded and/or must be learned. This is because of both overfitting in learning the density ratio, and high variance in estimating the nonconformity score threshold. To address this, we introduce clipped least-squares importance fitting (CLISF) as a reduced-variance method for density ratio estimation. Specifically, we show that density ratios learned using CLISF, when plugged into WCP, have bounded expected undercoverage. Furthermore, we show that the undercoverage can be corrected by running WCP with a slightly inflated coverage target; crucially, we are able to estimate the required level of inflation from the data. We provide the first theoretical guarantees for weight clipping in conformal inference, achieving dataset-conditional coverage with a sample complexity that does not blow up with the higher moments of the true density ratio -- a key limitation of prior work. We verify our results on real-world benchmarks and synthetic data.

This study examines the factors influencing pre-service teachers' behavioral intention to use AI-enabled educational tools during their practicum, using the Unified Theory of Acceptance and Use of Technology 2 (UTAUT2) as the theoretical framework. The model includes the core UTAUT2 constructs such as performance expectancy, effort expectancy, hedonic motivation, social influence, facilitating conditions, price value, and habit. It also incorporates additional predictors including computer self-efficacy, computer anxiety, and computer playfulness. Data were collected from 563 pre-service teachers using a structured questionnaire and analyzed using Partial Least Squares Structural Equation Modeling (PLS-SEM). The results indicate that performance expectancy and hedonic motivation are the strongest predictors of behavioral intention. Computer self-efficacy, computer anxiety, and computer playfulness significantly influenced effort expectancy, although effort expectancy did not directly predict behavioral intention. Performance expectancy was significantly predicted by extrinsic motivation, job fit, relative advantage, and outcome expectations. Constructs such as social influence and facilitating conditions showed limited or inverse effects. These findings suggest that internal motivational, cognitive, and emotional factors are more influential than external or institutional factors in shaping the adoption of AI-enabled tools. The study highlights the importance of promoting personal relevance, confidence, and enjoyment in teacher preparation programs to encourage technology integration.

There has been remarkable progress over the past decade in establishing finite-sample, non-asymptotic bounds on recovering unknown system parameters from observed system behavior. Surprisingly, however, we show that the current state-of-the-art bounds do not accurately capture the statistical complexity of system identification, even in the most fundamental setting of estimating a discrete-time linear dynamical system (LDS) via ordinary least-squares regression (OLS). Specifically, we utilize asymptotic normality to identify classes of problem instances for which current bounds overstate the squared parameter error, in both spectral and Frobenius norm, by a factor of the state-dimension of the system. Informed by this discrepancy, we then sharpen the OLS parameter error bounds via a novel second-order decomposition of the parameter error, where crucially the lower-order term is a matrix-valued martingale that we show correctly captures the CLT scaling. From our analysis we obtain finite-sample bounds for both (i) stable systems and (ii) the many-trajectories setting that match the instance-specific optimal rates up to constant factors in Frobenius norm, and polylogarithmic state-dimension factors in spectral norm.

We introduce Fourier Weak SINDy, a minimal noise-robust and interpretable derivative-free equation learning method that combines weak-form sparse equation learning with spectral density estimation for data-driven test function selection. By using orthogonal sinusoidal test functions inspired by their prevalence in Modulating Function-based system identification, the weak-form sparse regression problem reduces to a regression over Fourier coefficients. Dominant frequencies are then selected via multitaper estimation of the frequency spectrum of the data. This formulation unifies weak-form learning and spectral estimation within a compact and flexible framework. We illustrate the effectiveness of this approach in numerical experiments across multiple chaotic and hyperchaotic ODE benchmarks.

Solving non-linear least-squares problem for pose estimation (rotation and translation) is often a time consuming yet fundamental problem in several real-time computer vision applications. With an adequate rotation parametrization, the optimization problem can be reduced to the solution of a~system of polynomial equations and solved in closed form. Recent advances in efficient closed form solvers utilizing resultant matrices have shown a promising research direction to decrease the computation time while preserving the estimation accuracy. In this paper, we propose a new class of resultant-based solvers that exploit Sylvester forms to further reduce the complexity of the resolution. We demonstrate that our proposed methods are numerically as accurate as the state-of-the-art solvers, and outperform them in terms of computational time. We show that this approach can be applied for pose estimation in two different types of problems: estimating a pose from 3D to 3D correspondences, and estimating a pose from 3D points to 2D points correspondences.

Neural networks trained by gradient-based methods often exhibit optimization-induced accuracy plateaus in scientific machine learning tasks. We present Linearized Subspace Refinement (LSR), an architecture-agnostic post-training framework that exploits the local linearized model at a fixed trained state. By solving a reduced direct least-squares problem in a Jacobian-defined low-dimensional space, LSR computes a subspace-optimal linearized correction and yields a refined predictor with markedly improved accuracy. Across function approximation, data-driven operator learning, physics-informed operator fine-tuning, and noisy inverse problems, LSR shows that standard nonlinear training can remain far above this subspace-attainable error level. Similar accuracy plateaus persist even for the convex quadratic problem from local linearization when solved with standard iterative optimizers, identifying numerical ill-conditioning as a primary bottleneck. LSR frequently delivers order-of-magnitude error reductions, while the subspace rank provides an explicit capacity-control mechanism that balances correction strength, numerical stability, and noise sensitivity. Together, LSR exposes conditioning-limited attainable accuracy in trained-state linearized models and provides direct access to it.

We consider the effect of Gaussian perturbations on least-squares residuals, orthogonal projections, and QR-type algorithms. The problem that motivated our investigations is as follows: suppose that a full column-rank matrix $B\in\mathbb{R}^{m\times n}$ has already been computed, and suppose that a new normalized column $q=(x+y)/\|x+y\|_2$ is to be appended to $B$, where $x\perp\operatorname{span}(B)$ is the ideal orthogonal component and $y$ represents the orthogonalization error. How large can the condition number $κ([B,q])$ of the resulting matrix $[B,q]$ become? While we provide a Weyl-type bound on the singular values of $[B,q]$, in terms of the extremal singular values of $B$ and the quantity $\|B^T y\|_2/\|x+y\|_2$, we also derive exact probability laws for norms and projection residuals under Gaussian perturbations. Finally, we use these probability laws to derive probabilistic condition-number bounds for QR-type processes with imperfect orthogonalization and exact normalization.

A fundamental problem in machine learning is understanding the effect of early stopping on the parameters obtained and the generalization capabilities of the model. Even for linear models, the effect is not fully understood for arbitrary learning rates and data. In this paper, we analyze the dynamics of discrete full batch gradient descent for linear regression. With minimal distributional assumptions, we characterize the trajectory of the parameters and the expected excess risk. Using this characterization, we show that when training with any learning rate schedule and finite time horizon, the early stopped solution is equivalent to the minimum norm solution for a generalized ridge regression problem. We also prove that early stopping is beneficial for generic data with arbitrary spectrum and for a wide variety of learning rate schedules. We provide an estimate for the optimal stopping time and empirically demonstrate the accuracy of our estimate.