Related papers: LSRN: A Parallel Iterative Solver for Strongly Ove…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…
Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…
The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…
The rapid scaling of large language models~(LLMs) has made inference efficiency a primary bottleneck in the practical deployment. To address this, semi-structured sparsity offers a promising solution by strategically retaining $N$ elements…
In the Sparse Linear Regression (SLR) problem, given a $d \times n$ matrix $M$ and a $d$-dimensional query $q$, the goal is to compute a $k$-sparse $n$-dimensional vector $\tau$ such that the error $||M \tau-q||$ is minimized. This problem…
LSQR and its mathematically equivalent CGLS have been popularly used over the decades for large-scale linear discrete ill-posed problems, where the iteration number $k$ plays the role of the regularization parameter. It has been long known…
We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…
The motivation for this paper is to apply Bayesian structure learning using Model Averaging in large-scale networks. Currently, Bayesian model averaging algorithm is applicable to networks with only tens of variables, restrained by its…
$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not…
Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…
We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…
The low-tubal-rank tensor model has been recently proposed for real-world multidimensional data. In this paper, we study the low-tubal-rank tensor completion problem, i.e., to recover a third-order tensor by observing a subset of its…
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…
Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…
In this paper we study general Schatten-$p$ quasi-norm (SPQN) regularized matrix minimization problems. In particular, we first introduce a class of first-order stationary points for them, and show that the first-order stationary points…
This paper presents a learnable solver tailored to iteratively solve sparse linear systems from discretized partial differential equations (PDEs). Unlike traditional approaches relying on specialized expertise, our solver streamlines the…
In this paper, we consider an LQR design problem for distributed control systems. For large-scale distributed systems, finding a solution might be computationally demanding due to communications among agents. To this aim, we deal with LQR…
Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…
The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…