English
Related papers

Related papers: Fast Parallel Randomized QR with Column Pivoting A…

200 papers

Random backpropagation (RBP) is a variant of the backpropagation algorithm for training neural networks, where the transpose of the forward matrices are replaced by fixed random matrices in the calculation of the weight updates. It is…

Machine Learning · Computer Science 2017-12-25 Pierre Baldi , Peter Sadowski , Zhiqin Lu

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…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

Machine Learning · Computer Science 2017-11-21 Shaunak D. Bopardikar , George S. Eskander Ekladious

Random Projection (RP) technique has been widely applied in many scenarios because it can reduce high-dimensional features into low-dimensional space within short time and meet the need of real-time analysis of massive data. There is an…

Machine Learning · Computer Science 2017-06-20 Haozhe Xie , Jie Li , Qiaosheng Zhang , Yadong Wang

A QR factorization of a tall and skinny matrix with n columns can be represented as a reduction. The operation used along the reduction tree has in input two n-by-n upper triangular matrices and in output an n-by-n upper triangular matrix…

Numerical Analysis · Mathematics 2010-02-24 Julien Langou

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank…

Numerical Analysis · Mathematics 2020-01-28 Léopold Cambier , Eric Darve

The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k + 1) N entry evaluations and O(k^2 N) additional arithmetic…

Numerical Analysis · Mathematics 2024-10-23 Yifan Chen , Ethan N. Epperly , Joel A. Tropp , Robert J. Webber

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

CholeskyQR2 and shifted CholeskyQR3 are two state-of-the-art algorithms for computing tall-and-skinny QR factorizations since they attain high performance on current computer architectures. However, to guarantee stability, for some…

Numerical Analysis · Mathematics 2025-09-17 Andrew J. Higgins , Daniel B. Szyld , Erik G. Boman , Ichitaro Yamazaki

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

Lifted probabilistic inference exploits symmetries in a probabilistic model to allow for tractable probabilistic inference with respect to domain sizes of logical variables. We found that the current state-of-the-art algorithm to construct…

Artificial Intelligence · Computer Science 2024-11-21 Malte Luttermann , Ralf Möller , Marcel Gehrke

Quantum computers are expected to scale in size to close the gap that currently exists between quantum algorithms and quantum hardware. To this end, quantum compilation techniques must scale along with the hardware constraints, shifting the…

Quantum Physics · Physics 2025-01-22 Pau Escofet , Alejandro Gonzalvo , Eduard Alarcón , Carmen G. Almudéver , Sergi Abadal

In container terminal yards, the Container Rehandling Problem (CRP) involves rearranging containers between stacks under specific operational rules, and it is a pivotal optimization challenge in intelligent container scheduling systems.…

Artificial Intelligence · Computer Science 2025-04-22 Ruoqi Wang , Jiawei Li

This work is about rounding error analysis of randomized CholeskyQR-type algorithms for sparse matrices. We often encounter QR factorization of the sparse matrices in many real problems. In this work, we focus on some typical…

Numerical Analysis · Mathematics 2025-11-10 Haoran Guan , Yuwei Fan

Randomized protocols are procedures that incorporate probabilistic choices during their execution and they play a central role in quantum algorithms, spanning Hamiltonian simulation, noise mitigation, and measurement tasks. In practical…

Quantum Physics · Physics 2026-03-17 Davide Cugini , Touheed Anwar Atif , Yigit Subasi

For a specific quantum chip, multi-programming helps to improve overall throughput and resource utilization. However, the previous solutions for mapping multiple programs onto a quantum chip often lead to resource under-utilization, high…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-28 Lei Liu , Xinglei Dou

The interpolative decomposition (ID) aims to construct a low-rank approximation formed by a basis consisting of row/column skeletons in the original matrix and a corresponding interpolation matrix. This work explores fast and accurate ID…

Numerical Analysis · Mathematics 2024-12-23 Yijun Dong , Chao Chen , Per-Gunnar Martinsson , Katherine Pearce