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Kiryung Lee

Kiryung Lee contributes to research discovery and scholarly infrastructure.

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Published work

5 published item(s)

preprint2026arXiv

Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions

This paper presents a parametric solution to piecewise linear regression through the Adaptive Block Gradient Descent (ABGD) algorithm. The heart of the method is the parametrization of piecewise linear functions as the difference of max-affine (DoMA) functions. A non-asymptotic local convergence analysis for ABGD is provided under sub-Gaussian covariate and noise distributions. To initialize ABGD, we adapt a prior algorithm originally developed for the simpler setting of max-affine functions. When suitably initialized, ABGD converges linearly to an $ε$-accurate estimate given $\tilde{\mathcal{O}}(d\max(σ_z/ε,1)^2)$ observations where $σ_z^2$ denotes the noise variance. This implies exact recovery given $\tilde{\mathcal{O}}(d)$ samples in the noiseless case. Also, such a rate is shown to be minimax optimal up to logarithmic factors. Synthetic numerical results corroborate the theoretical guarantees for ABGD. We also observe competitive performance compared to the state-of-the-art methods on real-world datasets.

preprint2022arXiv

Randomly Initialized Alternating Least Squares: Fast Convergence for Matrix Sensing

We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating Least Squares (ALS) method. While this algorithm has been studied in a number of previous works, most of them only show convergence from an initialization close to the true solution and thus require a carefully designed initialization scheme. However, random initialization has often been preferred by practitioners as it is model-agnostic. In this paper, we show that ALS with random initialization converges to the true solution with $\varepsilon$-accuracy in $O(\log n + \log (1/\varepsilon)) $ iterations using only a near-optimal amount of samples, where we assume the measurement matrices to be i.i.d. Gaussian and where by $n$ we denote the ambient dimension. Key to our proof is the observation that the trajectory of the ALS iterates only depends very mildly on certain entries of the random measurement matrices. Numerical experiments corroborate our theoretical predictions.

preprint2021arXiv

Low-Rank Matrix Estimation From Rank-One Projections by Unlifted Convex Optimization

We study an estimator with a convex formulation for recovery of low-rank matrices from rank-one projections. Using initial estimates of the factors of the target $d_1\times d_2$ matrix of rank-$r$, the estimator admits a practical subgradient method operating in a space of dimension $r(d_1+d_2)$. This property makes the estimator significantly more scalable than the convex estimators based on lifting and semidefinite programming. Furthermore, we present a streamlined analysis for exact recovery under the real Gaussian measurement model, as well as the partially derandomized measurement model by using the spherical $t$-design. We show that under both models the estimator succeeds, with high probability, if the number of measurements exceeds $r^2 (d_1+d_2)$ up to some logarithmic factors. This sample complexity improves on the existing results for nonconvex iterative algorithms.

preprint2020arXiv

Convolutional Framework for Accelerated Magnetic Resonance Imaging

Magnetic Resonance Imaging (MRI) is a noninvasive imaging technique that provides exquisite soft-tissue contrast without using ionizing radiation. The clinical application of MRI may be limited by long data acquisition times; therefore, MR image reconstruction from highly undersampled k-space data has been an active area of research. Many works exploit rank deficiency in a Hankel data matrix to recover unobserved k-space samples; the resulting problem is non-convex, so the choice of numerical algorithm can significantly affect performance, computation, and memory. We present a simple, scalable approach called Convolutional Framework (CF). We demonstrate the feasibility and versatility of CF using measured data from 2D, 3D, and dynamic applications.

preprint2020arXiv

Phase Retrieval of Low-Rank Matrices by Anchored Regression

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix that have been put through a quadratic nonlinearity after being multiplied together. We propose a solution to this problem using the recently introduced technique of anchored regression. This approach uses two different types of convex relaxations: we replace the quadratic equality constraints for the phaseless measurements by a search over a polytope, and enforce the rank constraint through nuclear norm regularization. The result is a convex program that works in the space of $d_1 \times d_2$ matrices. We analyze two specific scenarios. In the first, the target matrix is rank-$1$, and the observations are structured to correspond to a phaseless blind deconvolution. In the second, the target matrix has general rank, and we observe the magnitudes of the inner products against a series of independent Gaussian random matrices. In each of these problems, we show that the anchored regression returns an accurate estimate from a near-optimal number of measurements given that we have access to an anchor matrix of sufficient quality. We also show how to create such an anchor in the phaseless blind deconvolution problem, again from an optimal number of measurements, and present a partial result in this direction for the general rank problem.