In relational databases, relations between objects, represented by binary matrices or tensors, may be arbitrarily complex. In practice however, there are recurring relational patterns such as transitive, permutation and sequential relationships, that seem to have a regular structure not captured by the classical notion of matrix rank or tensor rank. In this paper, we show that factorizing the relational tensor using a logistic or hinge loss instead of the more standard squared loss is more appropriate because it can accurately model many common relations with a fixed-size embedding that depends sub-linearly on the number of entities in the knowledge base. We illustrate this fact empirically by being able to efficiently predict missing links in several synthetic and real-world experiments. Further, we provide theoretical justification for logistic loss by studying its connection to a complexity measure from the field of information complexity called the sign rank. Sign rank is a more appropriate complexity measure as it has a low value for transitive, permutation, or sequential relationships, while being large for uniformly sampled binary matrices/tensors with a high probability.

Finding optimal policies for Markov Decision Processes with large state spaces is in general intractable. Nonetheless, simulation-based algorithms inspired by Sparse Sampling (SS) such as Upper Confidence Bound applied in Trees (UCT) and Forward Search Sparse Sampling (FSSS) have been shown to perform reasonably well in both theory and practice, despite the high computational demand. To improve the efficiency of these algorithms, we adopt a simple enhancement technique with a heuristic policy to speed up the selection of optimal actions. The general method, called Aux, augments the look-ahead tree with auxiliary arms that are evaluated by the heuristic policy. In this paper, we provide theoretical justification for the method and demonstrate its effectiveness in two experimental benchmarks that showcase the faster convergence to a near optimal policy for both SS and FSSS. Moreover, to further speed up the convergence of these algorithms at the early stage, we present a novel mechanism to combine them with UCT so that the resulting hybrid algorithm is superior to both of its components.

The sparse principal component analysis is a variant of the classical principal component analysis, which finds linear combinations of a small number of features that maximize variance across data. In this paper we propose a methodology for adding two general types of feature grouping constraints into the original sparse PCA optimization procedure.We derive convex relaxations of the considered constraints, ensuring the convexity of the resulting optimization problem. Empirical evaluation on three real-world problems, one in process monitoring sensor networks and two in social networks, serves to illustrate the usefulness of the proposed methodology.