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We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

The Nystrom method has been popular for generating the low-rank approximation of kernel matrices that arise in many machine learning problems. The approximation quality of the Nystrom method depends crucially on the number of selected…

Machine Learning · Statistics 2016-12-21 Farhad Pourkamali-Anaraki , Stephen Becker

Random feature maps are used to decrease the computational cost of kernel machines in large-scale problems. The Mondrian kernel is one such example of a fast random feature approximation of the Laplace kernel, generated by a computationally…

Machine Learning · Computer Science 2025-03-13 Calvin Osborne , Eliza O'Reilly

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Machine Learning · Statistics 2018-09-05 Krzysztof Choromanski , Mark Rowland , Adrian Weller

While quantum algorithms for solving large scale systems of linear equations offer potentially exponential speedups, their application has largely been confined to sparse matrices. This work extends the scope of these algorithms to a broad…

Quantum Physics · Physics 2026-02-27 Kun Tang , Jun Lai

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

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…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

The Random Batch Method (RBM) proposed in [Jin et al. J Comput Phys, 2020] is an efficient algorithm for simulating interacting particle systems (IPS). In this paper, we investigate the Random Batch Method with replacement (RBM-r), which is…

Numerical Analysis · Mathematics 2025-11-04 Zhenhao Cai , Jian-Guo Liu , Yuliang Wang

The implementation difficulties of combining distribution matching (DM) and dematching (invDM) for probabilistic shaping (PS) with soft-decision forward error correction (FEC) coding can be relaxed by reverse concatenation, for which the…

Signal Processing · Electrical Eng. & Systems 2024-01-25 Tsuyoshi Yoshida , Magnus Karlsson , Erik Agrell

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes used in neural networks models for reasons of regularization…

Machine Learning · Statistics 2019-01-24 Viktor Yanush , Dmitry Kropotov

Deep neural networks have achieved strong performance in image classification tasks due to their ability to learn complex patterns from high-dimensional data. However, their large computational and memory requirements often limit deployment…

Computer Vision and Pattern Recognition · Computer Science 2026-03-06 Sai Shi

In various verification systems, Restricted Boltzmann Machines (RBMs) have demonstrated their efficacy in both front-end and back-end processes. In this work, we propose the use of RBMs to the image clustering tasks. RBMs are trained to…

Computer Vision and Pattern Recognition · Computer Science 2024-01-17 Abraham Woubie , Enoch Solomon , Eyael Solomon Emiru

We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use…

Mathematical Software · Computer Science 2015-06-29 François-Henry Rouet , Xiaoye S. Li , Pieter Ghysels , Artem Napov

A change of the prevalent supervised learning techniques is foreseeable in the near future: from the complex, computational expensive algorithms to more flexible and elementary training ones. The strong revitalization of randomized…

Machine Learning · Computer Science 2022-09-02 Antonello Rosato , Massimo Panella , Evgeny Osipov , Denis Kleyko

Modern large language models (LLMs) place extraordinary pressure on memory and compute budgets, making principled compression indispensable for both deployment and continued training. We present Hierarchical Sparse Plus Low-Rank (HSS)…

Machine Learning · Computer Science 2026-01-14 Pawan Kumar , Aditi Gupta

The Nystr\"{o}m method is routinely used for out-of-sample extension of kernel matrices. We describe how this method can be applied to find the singular value decomposition (SVD) of general matrices and the eigenvalue decomposition (EVD) of…

Numerical Analysis · Computer Science 2013-05-02 Arik Nemtsov , Amir Averbuch , Alon Schclar

This paper presents a new fast iterative solver for large systems involving kernel matrices. Advantageous aspects of H2 matrix approximations and the multigrid method are hybridized to create the H2-MG algorithm. This combination provides…

Numerical Analysis · Mathematics 2025-09-12 Daria Sushnikova , George Turkiyyah , Edmond Chow , David Keyes

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

Instrumentation and Methods for Astrophysics · Physics 2014-01-08 F. Elsner , B. D. Wandelt