Related papers: Gradient-based stochastic estimation of the densit…
The density matrix renormalization group (DMRG) algorithm was originally designed to efficiently compute the zero temperature or ground-state properties of one dimensional strongly correlated quantum systems. The development of the…
Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…
Over many years, computational simulations based on Density Functional Theory (DFT) have been used extensively to study many different materials at the atomic scale. However, its application is restricted by system size, leaving a number of…
Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…
We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…
Quantum state tomography, which aims to find the best description of a quantum state -- the density matrix, is an essential building block in quantum computation and communication. Standard techniques for state tomography are incapable of…
We propose a new pivotal method for estimating high-dimensional matrices. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A\_0$ corrupted by noise. We propose a new method for estimating…
Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…
Solving large tensor linear systems poses significant challenges due to the high volume of data stored, and it only becomes more challenging when some of the data is missing. Recently, Ma et al. showed that this problem can be tackled using…
The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…
In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…
The convergence rate of stochastic gradient search is analyzed in this paper. Using arguments based on differential geometry and Lojasiewicz inequalities, tight bounds on the convergence rate of general stochastic gradient algorithms are…
Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…
Quantum state tomography aims to determine the state of a quantum system as represented by a density matrix. It is a fundamental task in modern scientific studies involving quantum systems. In this paper, we study estimation of…
This work investigates the problem of estimating the weight matrices of a stable time-invariant linear dynamical system from a single sequence of noisy measurements. We show that if the unknown weight matrices describing the system are in…
Scattering by an isolated defect embedded in a dielectric medium of two dimensional periodicity is of interest in many sub-fields of electrodynamics. Present approaches to compute this scattering rely either on the Born approximation and…
There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…
(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…
Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…
Seismic tomography solves high-dimensional optimization problems to image subsurface structures of Earth. In this paper, we propose to use random batch methods to construct the gradient used for iterations in seismic tomography.…