Related papers: SVD-MPE: An SVD-Based Vector Extrapolation Method …

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…

Support vector machines (SVMs) are a standard method in the machine learning toolbox, in particular for tabular data. Non-linear kernel SVMs often deliver highly accurate predictors, however, at the cost of long training times. That problem…

Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…

RISC-V processors encounter substantial challenges in deploying multi-precision deep neural networks (DNNs) due to their restricted precision support, constrained throughput, and suboptimal dataflow design. To tackle these challenges, a…

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…

Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…

This paper is on long-term video understanding where the goal is to recognise human actions over long temporal windows (up to minutes long). In prior work, long temporal context is captured by constructing a long-term memory bank consisting…

For a variety of regularized optimization problems in machine learning, algorithms computing the entire solution path have been developed recently. Most of these methods are quadratic programs that are parameterized by a single parameter,…

In this paper, the line spectral estimation (LSE) problem with multiple measurement vectors (MMVs) is studied utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method, we develop…

Collaborative filtering (CF) methods for recommendation systems have been extensively researched, ranging from matrix factorization and autoencoder-based to graph filtering-based methods. Recently, lightweight methods that require almost no…

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

We introduce a new nearest-prototype classifier, the prototype vector machine (PVM). It arises from a combinatorial optimization problem which we cast as a variant of the set cover problem. We propose two algorithms for approximating its…

The wider adoption of tightly coupled core-adjacent accelerators, such as Arm Scalable Matrix Extension (SME), hinges on lowering software programming complexity. In this paper, we focus on enabling the use of SME architecture in Streaming…

This paper proposes the adaptation of Support Vector Data Description (SVDD) to the multiple kernel case (MK-SVDD), based on SimpleMKL. It also introduces a variant called Slim-MK-SVDD that is able to produce a tighter frontier around the…

Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data…

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

In this paper, we propose an optimization selection methodology for the ubiquitous sparse matrix-vector multiplication (SpMV) kernel. We propose two models that attempt to identify the major performance bottleneck of the kernel for every…

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

In this paper we propose an improved approximation scheme for the Vector Bin Packing problem (VBP), based on the combination of (near-)optimal solution of the Linear Programming (LP) relaxation and a greedy (modified first-fit) heuristic.…