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Given a data matrix $\mathbf{A} \in \mathbb{R}^{n \times d}$, principal component projection (PCP) and principal component regression (PCR), i.e. projection and regression restricted to the top-eigenspace of $\mathbf{A}$, are fundamental…

Data Structures and Algorithms · Computer Science 2019-10-16 Yujia Jin , Aaron Sidford

The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…

Computation · Statistics 2014-01-13 Michael McCoy , Joel Tropp

In 2018, Yang et al. introduced a novel and effective approach, using maximum distance separable (MDS) codes, to mitigate the impact of elasticity in cloud computing systems. This approach is referred to as coded elastic computing. Some…

Information Theory · Computer Science 2024-01-23 Xi Zhong , Joerg Kliewer , Mingyue Ji

While performing distributed computations in today's cloud-based platforms, execution speed variations among compute nodes can significantly reduce the performance and create bottlenecks like stragglers. Coded computation techniques…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-04 Krishna Giri Narra , Zhifeng Lin , Mehrdad Kiamari , Salman Avestimehr , Murali Annavaram

We consider the distributed computing problem of multiplying a set of vectors with a matrix. For this scenario, Li et al. recently presented a unified coding framework and showed a fundamental tradeoff between computational delay and…

Information Theory · Computer Science 2017-09-19 Albin Severinson , Alexandre Graell i Amat , Eirik Rosnes

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

Many economic games and machine learning approaches can be cast as competitive optimization problems where multiple agents are minimizing their respective objective function, which depends on all agents' actions. While gradient descent is a…

Machine Learning · Computer Science 2021-11-17 Jeffrey Ma , Alistair Letcher , Florian Schäfer , Yuanyuan Shi , Anima Anandkumar

Due to the substantial computational cost, training state-of-the-art deep neural networks for large-scale datasets often requires distributed training using multiple computation workers. However, by nature, workers need to frequently…

Machine Learning · Computer Science 2018-02-21 Yusuke Tsuzuku , Hiroto Imachi , Takuya Akiba

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2023-10-18 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

Learning neural operators for solving partial differential equations (PDEs) has attracted great attention due to its high inference efficiency. However, training such operators requires generating a substantial amount of labeled data, i.e.,…

Machine Learning · Computer Science 2024-03-20 Hong Wang , Zhongkai Hao , Jie Wang , Zijie Geng , Zhen Wang , Bin Li , Feng Wu

In the search for highly efficient decoders for short LDPC codes approaching maximum likelihood performance, a relayed decoding strategy, specifically activating the ordered statistics decoding process upon failure of a neural min-sum…

Information Theory · Computer Science 2024-03-26 Guangwen Li , Xiao Yu

Multi-party computation (MPC) is promising for designing privacy-preserving machine learning algorithms at edge networks. An emerging approach is coded-MPC (CMPC), which advocates the use of coded computation to improve the performance of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-15 Elahe Vedadi , Yasaman Keshtkarjahromi , Hulya Seferoglu

In this work, we consider the problem of secure multi-party computation (MPC), consisting of $\Gamma$ sources, each has access to a large private matrix, $N$ processing nodes or workers, and one data collector or master. The master is…

Information Theory · Computer Science 2020-04-13 Seyed Reza Hoseini Najarkolaei , Mohammad Ali Maddah-Ali , Mohammad Reza Aref

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

We provide novel coded computation strategies for distributed matrix-matrix products that outperform the recent "Polynomial code" constructions in recovery threshold, i.e., the required number of successful workers. When $m$-th fraction of…

Information Theory · Computer Science 2018-05-17 Sanghamitra Dutta , Mohammad Fahim , Farzin Haddadpour , Haewon Jeong , Viveck Cadambe , Pulkit Grover

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an…

Statistics Theory · Mathematics 2014-05-01 Yuchen Zhang , John C. Duchi , Martin J. Wainwright

The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

Machine Learning · Computer Science 2017-10-30 Zhouyuan Huo , Heng Huang
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