Related papers: TIMERS: Error-Bounded SVD Restart on Dynamic Netwo…

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

Data-driven inference of the generative dynamics underlying a set of observed time series is of growing interest in machine learning and the natural sciences. In neuroscience, such methods promise to alleviate the need to handcraft models…

High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

In this article, we study the efficient dynamical computation of all-pairs SimRanks on time-varying graphs. Li {\em et al}.'s approach requires $O(r^4 n^2)$ time and $O(r^2 n^2)$ memory in a graph with $n$ nodes, where $r$ is the target…

We present a novel acceleration technique for improving the convergence of source iteration for discrete ordinates transport calculations. Our approach uses the idea of the dynamic mode decomposition (DMD) to estimate the slowly decaying…

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…

This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…

The rising number of bridge collapses worldwide has compelled governments to introduce predictive maintenance strategies to extend structural lifespan. In this context, vibration-based Structural Health Monitoring (SHM) techniques utilizing…

While transfer learning is an effective strategy, it often overlooks the opportunity to leverage knowledge from numerous available models online. Addressing this multi-source transfer learning problem is a promising path to boost…

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Time series forecasting has become a critical task due to its high practicality in real-world applications such as traffic, energy consumption, economics and finance, and disease analysis. Recent deep-learning-based approaches have shown…

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Deep learning methods achieve great success recently on many computer vision problems, with image classification and object detection as the prominent examples. In spite of these practical successes, optimization of deep networks remains an…

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…

Sparsity regularization has garnered significant interest across multiple disciplines, including statistics, imaging, and signal processing. Standard techniques for addressing sparsity regularization include iterative soft thresholding…