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We present a parallel algorithm for computing the approximate factorization of an $N$-by-$N$ kernel matrix. Once this factorization has been constructed (with $N \log^2 N $ work), we can solve linear systems with this matrix with $N \log N…

Numerical Analysis · Computer Science 2016-02-04 Chenhan D. Yu , William B. March , Bo Xiao , George Biros

Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient…

Numerical Analysis · Mathematics 2023-04-06 Frank de Hoog , Markus Hegland

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

This paper presents a kernelized version of the t-SNE algorithm, capable of mapping high-dimensional data to a low-dimensional space while preserving the pairwise distances between the data points in a non-Euclidean metric. This can be…

Machine Learning · Computer Science 2023-11-22 Denis C. Ilie-Ablachim , Bogdan Dumitrescu , Cristian Rusu

In this paper, we propose a new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of the set of fixed rank matrices. We first introduce a geometric description of the set of fixed rank matrices…

Numerical Analysis · Mathematics 2022-03-25 Marie Billaud-Friess , Antonio Falcó , Anthony Nouy

Neural networks have achieved tremendous success in a large variety of applications. However, their memory footprint and computational demand can render them impractical in application settings with limited hardware or energy resources. In…

Machine Learning · Computer Science 2022-10-19 Steffen Schotthöfer , Emanuele Zangrando , Jonas Kusch , Gianluca Ceruti , Francesco Tudisco

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…

Machine Learning · Computer Science 2019-05-28 Vatsal Sharan , Kai Sheng Tai , Peter Bailis , Gregory Valiant

The procedure of Least Square-Errors curve fitting is extensively used in many computer applications for fitting a polynomial curve of a given degree to approximate a set of data. Although various methodologies exist to carry out curve…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-29 Poorna Banerjee Dasgupta

We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 Adam Bouland , Richard Easther , Katherine Rosenfeld

Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation.…

Machine Learning · Statistics 2014-03-06 Aleksandr Y. Aravkin , Rajiv Kumar , Hassan Mansour , Ben Recht , Felix J. Herrmann

Imposing an effective structural assumption on neural network weight matrices has been the major paradigm for designing Parameter-Efficient Fine-Tuning (PEFT) systems for adapting modern large pre-trained models to various downstream tasks.…

Machine Learning · Computer Science 2025-02-20 Xin Li , Anand Sarwate

Convex optimization over the spectrahedron, i.e., the set of all real $n\times n$ positive semidefinite matrices with unit trace, has important applications in machine learning, signal processing and statistics, mainly as a convex…

Optimization and Control · Mathematics 2022-11-01 Dan Garber , Atara Kaplan

Principal manifolds serve as useful tool for many practical applications. These manifolds are defined as lines or surfaces passing through "the middle" of data distribution. We propose an algorithm for fast construction of grid…

Disordered Systems and Neural Networks · Physics 2011-04-20 A. N. Gorban , A. Yu. Zinovyev

Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…

Optimization and Control · Mathematics 2021-05-25 Regina S. Burachik , C. Yalçın Kaya , M. Mustafa Rizvi

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

Machine Learning · Computer Science 2012-07-03 Haim Avron , Satyen Kale , Shiva Kasiviswanathan , Vikas Sindhwani

Learning good quality neural graph embeddings has long been achieved by minimizing the point-wise mutual information (PMI) for co-occurring nodes in simulated random walks. This design choice has been mostly popularized by the direct…

Social and Information Networks · Computer Science 2022-08-29 Asan Agibetov

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

Boundary integral equations and Nystrom discretization provide a powerful tool for the solution of Laplace and Helmholtz boundary value problems. However, often a weakly-singular kernel arises, in which case specialized quadratures that…

Numerical Analysis · Mathematics 2012-11-22 S. Hao , A. H. Barnett , P. G. Martinsson , P. Young

In this paper we investigate the approximation properties of kernel interpolants on manifolds. The kernels we consider will be obtained by the restriction of positive definite kernels on $\R^d$, such as radial basis functions (RBFs), to a…

Functional Analysis · Mathematics 2011-01-19 Edward Fuselier , Grady Wright

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson
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