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Kernel approximation methods create explicit, low-dimensional kernel feature maps to deal with the high computational and memory complexity of standard techniques. This work studies a supervised kernel learning methodology to optimize such…

Machine Learning · Computer Science 2020-02-17 Mert Al , Zejiang Hou , Sun-Yuan Kung

Kernel matrices are ubiquitous in computational mathematics, often arising from applications in machine learning and scientific computing. In two or three spatial or feature dimensions, such problems can be approximated efficiently by a…

Numerical Analysis · Mathematics 2025-11-07 Abraham Khan , Chao Chen , Vishwas Rao , Arvind K. Saibaba

Value functions are central to Dynamic Programming and Reinforcement Learning but their exact estimation suffers from the curse of dimensionality, challenging the development of practical value-function (VF) estimation algorithms. Several…

Artificial Intelligence · Computer Science 2021-04-20 Sergio Rozada , Victor Tenorio , Antonio G. Marques

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Numerical Analysis · Mathematics 2021-02-01 Anthony Nouy

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

Numerical Analysis · Mathematics 2022-11-24 Ben Adcock , Daan Huybrechs , Cécile Piret

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

Compression has emerged as one of the essential deep learning research topics, especially for the edge devices that have limited computation power and storage capacity. Among the main compression techniques, low-rank compression via matrix…

Machine Learning · Computer Science 2021-12-02 Moonjung Eo , Suhyun Kang , Wonjong Rhee

Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…

Numerical Analysis · Mathematics 2018-05-24 Jürgen Dölz , Helmut Harbrecht , Michael D. Multerer

The random Fourier features (RFFs) method is a powerful and popular technique in kernel approximation for scalability of kernel methods. The theoretical foundation of RFFs is based on the Bochner theorem that relates symmetric, positive…

Machine Learning · Computer Science 2022-09-20 Mingzhen He , Fan He , Fanghui Liu , Xiaolin Huang

This paper introduces a novel approach for multi-task regression that connects Kernel Machines (KMs) and Extreme Learning Machines (ELMs) through the exploitation of the Random Fourier Features (RFFs) approximation of the RBF kernel. In…

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

We consider parametrized problems driven by spatially nonlocal integral operators with parameter-dependent kernels. In particular, kernels with varying nonlocal interaction radius $\delta > 0$ and fractional Laplace kernels, parametrized by…

Numerical Analysis · Mathematics 2019-10-02 Olena Burkovska , Max Gunzburger

Frequent Directions, as a deterministic matrix sketching technique, has been proposed for tackling low-rank approximation problems. This method has a high degree of accuracy and practicality, but experiences a lot of computational cost for…

Machine Learning · Computer Science 2022-03-07 Chenhao Wang , Qianxin Yi , Xiuwu Liao , Yao Wang

As the size and richness of available datasets grow larger, the opportunities for solving increasingly challenging problems with algorithms learning directly from data grow at the same pace. Consequently, the capability of learning…

Machine Learning · Computer Science 2019-12-13 Raffaello Camoriano

In this paper we present a new fast and accurate method for Radial Basis Function (RBF) approximation, including interpolation as a special case, which enables us to effectively find the optimal value of the RBF shape parameter. In…

Numerical Analysis · Mathematics 2023-11-09 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

Machine Learning · Statistics 2011-09-12 S. Derin Babacan , Martin Luessi , Rafael Molina , Aggelos K. Katsaggelos

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

Recent advances in transformer-based foundation models have made them the default choice for many tasks, but their rapidly growing size makes fitting a full model on a single GPU increasingly difficult and their computational cost…

Machine Learning · Computer Science 2026-01-21 Pierre Abillama , Changwoo Lee , Juechu Dong , David Blaauw , Dennis Sylvester , Hun-Seok Kim
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