Related papers: Efficient Randomized Algorithms for the Fixed-Prec…
Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid over-fitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of…
Randomized benchmarking (RB) is a widely used method for estimating the average fidelity of gates implemented on a quantum computing device. The stochastic error of the average gate fidelity estimated by RB depends on the sampling strategy…
We give an algorithm for prediction on a quantum computer which is based on a linear regression model with least squares optimisation. Opposed to related previous contributions suffering from the problem of reading out the optimal…
We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…
Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…
We describe a second-order accurate approach to sparsifying the off-diagonal blocks in the hierarchical approximate factorizations of sparse symmetric positive definite matrices. The norm of the error made by the new approach depends…
We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error.…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
This paper introduces RankMap, a platform-aware end-to-end framework for efficient execution of a broad class of iterative learning algorithms for massive and dense datasets. Our framework exploits data structure to factorize it into an…
We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…
Our main interest is the low-rank approximation of a matrix in R^m.n under a weighted Frobenius norm. This norm associates a weight to each of the (m x n) matrix entries. We conjecture that the number of approximations is at most min(m, n).…
We discuss a randomized strong rank-revealing QR factorization that effectively reveals the spectrum of a matrix $\textbf{M}$. This factorization can be used to address problems such as selecting a subset of the columns of $\textbf{M}$,…
Regions in the genome that affect complex traits, quantitative trait loci (QTL), can be identified using statistical analysis of genetic and phenotypic data. When restricted maximum-likelihood (REML) models are used, the mapping procedure…
We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…
Offline reinforcement learning (RL), which seeks to learn an optimal policy using offline data, has garnered significant interest due to its potential in critical applications where online data collection is infeasible or expensive. This…
In this work, we present randomized compression algorithms for flat rank-structured matrices with shared bases, termed uniform Block Low-Rank (BLR) matrices. Our main contribution is a technique called tagging, which improves upon the…
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…
We propose a versatile and efficient algorithmic framework for optimizing fermion-to-qubit mappings by generalizing the idea of randomized block coordinate descent. Our greedy approach, termed Randomized Subsystem Descent, iteratively…
A fast algorithm for the approximation of a low rank LU decomposition is presented. In order to achieve a low complexity, the algorithm uses sparse random projections combined with FFT-based random projections. The asymptotic approximation…
This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…