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This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…

Machine Learning · Computer Science 2016-02-23 Guillaume Rabusseau , Hachem Kadri

In this paper, we propose the global quaternion full orthogonalization (Gl-QFOM) and global quaternion generalized minimum residual (Gl-QGMRES) methods, which are built upon global orthogonal and oblique projections onto a quaternion matrix…

Numerical Analysis · Mathematics 2023-08-28 Tao Li , Qing-Wen Wang , Xin-Fang Zhang

Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high dimensional spaces, (ii) they enable to treat data sequentially, (iii) they are known to be…

Statistics Theory · Mathematics 2024-09-16 Antoine Godichon-Baggioni

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Natural gradient descent is an optimization method traditionally motivated from the perspective of information geometry, and works well for many applications as an alternative to stochastic gradient descent. In this paper we critically…

Machine Learning · Computer Science 2020-09-22 James Martens

In this work we develop Curvature Propagation (CP), a general technique for efficiently computing unbiased approximations of the Hessian of any function that is computed using a computational graph. At the cost of roughly two gradient…

Machine Learning · Computer Science 2012-09-05 James Martens , Ilya Sutskever , Kevin Swersky

We propose a new first-order method for minimizing nonconvex functions with Lipschitz continuous gradients and H\"older continuous Hessians. The proposed algorithm is a heavy-ball method equipped with two particular restart mechanisms. It…

Optimization and Control · Mathematics 2026-01-05 Naoki Marumo , Akiko Takeda

Hybrid quantum-classical optimization algorithms represent one of the most promising application for near-term quantum computers. In these algorithms the goal is to optimize an observable quantity with respect to some classical parameters,…

Quantum Physics · Physics 2021-01-27 Leonardo Banchi , Gavin E. Crooks

Natural Gradient Descent, a second-degree optimization method motivated by the information geometry, makes use of the Fisher Information Matrix instead of the Hessian which is typically used. However, in many cases, the Fisher Information…

Machine Learning · Computer Science 2023-03-10 Rajesh Shrestha

Stochastic gradients for deep neural networks exhibit strong correlations along the optimization trajectory, and are often aligned with a small set of Hessian eigenvectors associated with outlier eigenvalues. Recent work shows that…

Machine Learning · Computer Science 2026-02-04 Julien Nicolas , Mohamed Maouche , Sonia Ben Mokhtar , Mark Coates

The emergence of big data has caused a dramatic shift in the operating regime for optimization algorithms. The performance bottleneck, which used to be computations, is now often communications. Several gradient compression techniques have…

Signal Processing · Electrical Eng. & Systems 2020-06-19 Sarit Khirirat , Sindri Magnússon , Mikael Johansson

The Hessian matrix has a number of important applications in a variety of different fields, such as optimzation, image processing and statistics. In this paper we focus on the practical aspects of efficiently computing Hessian matrices in…

Machine Learning · Computer Science 2021-04-08 Geir K. Nilsen , Antonella Z. Munthe-Kaas , Hans J. Skaug , Morten Brun

This article considers the problem of designing adaption and optimisation techniques for training quantum learning machines. To this end, the division algebra of quaternions is used to derive an effective model for representing computation…

Quantum Physics · Physics 2025-05-09 Sayed Pouria Talebi , Clive Cheong Took , Danilo P. Mandic

Deep learning algorithms often require solving a highly non-linear and nonconvex unconstrained optimization problem. Methods for solving optimization problems in large-scale machine learning, such as deep learning and deep reinforcement…

Machine Learning · Computer Science 2019-09-06 Jacob Rafati , Roummel F. Marcia

We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently…

Machine Learning · Computer Science 2017-09-18 Sébastien M. R. Arnold , Chunming Wang

Recently, graph neural networks (GNNs) have become an important and active research direction in deep learning. It is worth noting that most of the existing GNN-based methods learn graph representations within the Euclidean vector space.…

Machine Learning · Computer Science 2021-10-08 Dai Quoc Nguyen , Tu Dinh Nguyen , Dinh Phung

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

The numerical optimization of continuous functions is a fundamental task in many scientific and engineering domains, ranging from mechanical design to training of artificial intelligence models. Among the most effective and widely used…

Neural and Evolutionary Computing · Computer Science 2026-05-13 Gerardo Altamirano-Gomez , Álvaro Gallardo , Carlos Ignacio Hernández Castellanos

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

In this article, the concepts of gH-subgradients and gH-subdifferentials of interval-valued functions are illustrated. Several important characteristics of the gH-subdifferential of a convex interval-valued function, e.g., closeness,…

Optimization and Control · Mathematics 2021-04-16 Amit Kumar Debnath , Debdas Ghosh , Radko Mesiar , Ram Surat Chauhan