Related papers: On the Subspace Projected Approximate Matrix metho…

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

The Sparse GEneral Matrix-Matrix multiplication (SpGEMM) $C = A \times B$ is a fundamental routine extensively used in domains like machine learning or graph analytics. Despite its relevance, the efficient execution of SpGEMM on vector…

This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

In this paper, we first study the projections onto the set of unit dual quaternions, and the set of dual quaternion vectors with unit norms. Then we propose a power method for computing the dominant eigenvalue of a dual quaternion Hermitian…

This paper proposes an efficient method for computing selected generalized eigenpairs of a sparse Hermitian definite matrix pencil $(A,B)$. Based on Zolotarev's best rational function approximations of the signum function and conformal…

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

The FRiM fractal operator belongs to a family of operators, called ASAP, defined by an ordered selection of nearest neighbors. This generalization provides means to improve upon the good properties of FRiM. We propose a fast algorithm to…

Though quite challenging, leveraging large-scale unlabeled or partially labeled images in a cost-effective way has increasingly attracted interests for its great importance to computer vision. To tackle this problem, many Active Learning…

A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…

We present a new class of methods for high-dimensional nonparametric regression and classification called sparse additive models (SpAM). Our methods combine ideas from sparse linear modeling and additive nonparametric regression. We derive…

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}\phi_{l}(x_l)$ where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$. Assuming $\phi$'s,…

We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the…

Most current prevalent iterative methods can be classified into the so-called extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional…

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…