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Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to…

Machine Learning · Statistics 2020-02-19 Saad Mohamad , Giovanni Montana

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

With the rapid growth in model size, fine-tuning the large pre-trained language model has become increasingly difficult due to its extensive memory usage. Previous works usually focus on reducing the number of trainable parameters in the…

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic…

Optimization and Control · Mathematics 2023-10-02 Billy Jin , Katya Scheinberg , Miaolan Xie

Accurate and robust classification of diseases is important for proper diagnosis and treatment. However, medical datasets often face challenges related to limited sample sizes and inherent imbalanced distributions, due to difficulties in…

Computer Vision and Pattern Recognition · Computer Science 2024-03-14 Shuhan Li , Yi Lin , Hao Chen , Kwang-Ting Cheng

In the last decade, a considerable research effort has been devoted to developing adaptive algorithms based on kernel functions. One of the main features of these algorithms is that they form a family of universal approximation techniques,…

Signal Processing · Electrical Eng. & Systems 2018-08-21 A. Flores , R. C. de Lamare

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples.…

Numerical Analysis · Mathematics 2014-04-29 D. Needell , J. A. Tropp

We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…

Machine Learning · Statistics 2018-01-26 Yining Wang , Aarti Singh

This paper examines the application of the Kernel Sum of Squares (KSOS) method for enhancing kernel learning from data, particularly in the context of dynamical systems. Traditional kernel-based methods, despite their theoretical soundness…

Machine Learning · Computer Science 2024-08-14 Daniel Lengyel , Panos Parpas , Boumediene Hamzi , Houman Owhadi

In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…

Computation · Statistics 2025-01-03 E. Curbelo , L. Martino , F. Llorente , D. Delgado-Gomez

We study a class of nested path problems, in which every path-based variable can be decomposed into a sequence of subpaths. Subpaths must satisfy local resources, while paths must satisfy additional global resources. This paper develops a…

Optimization and Control · Mathematics 2026-05-28 Bart van Rossum , Rolf van Lieshout , Alexandre Jacquillat

Estimating and storing the covariance (or correlation) matrix of high-dimensional data is computationally challenging because both memory and computational requirements scale quadratically with the dimension. Fortunately, high-dimensional…

Data Structures and Algorithms · Computer Science 2021-06-14 Zhenwei Dai , Aditya Desai , Reinhard Heckel , Anshumali Shrivastava

The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its…

Machine Learning · Computer Science 2013-10-02 Shusen Wang , Zhihua Zhang

Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…

Computation · Statistics 2020-07-15 Fan Yin , Carter T. Butts

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

Numerical Analysis · Computer Science 2018-10-03 Shashanka Ubaru , Yousef Saad

Prior optimal CUR decomposition and near optimal column reconstruction methods have been established by combining BSS sampling and adaptive sampling. In this paper, we propose a new approach to the optimal CUR decomposition and near optimal…

Numerical Analysis · Computer Science 2017-02-28 Haishan Ye , Yujun Li , Zhihua Zhang

Neural networks and deep learning are changing the way that artificial intelligence is being done. Efficiently choosing a suitable network architecture and fine-tune its hyper-parameters for a specific dataset is a time-consuming task given…

Machine Learning · Computer Science 2019-05-16 David Laredo , Yulin Qin , Oliver Schütze , Jian-Qiao Sun

This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results…

Information Theory · Computer Science 2015-06-22 Xingguo Li , Jarvis Haupt

Random column sampling is not guaranteed to yield data sketches that preserve the underlying structures of the data and may not sample sufficiently from less-populated data clusters. Also, adaptive sampling can often provide accurate low…

Machine Learning · Computer Science 2017-10-11 Mostafa Rahmani , George Atia