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Many online learning algorithms, including classical online PCA methods, enforce explicit normalization steps that discard the evolving norm of the parameter vector. We show that this norm can in fact encode meaningful information about the…

Machine Learning · Statistics 2025-12-02 Samet Demir , Zafer Dogan

Often, machine learning applications have to cope with dynamic environments where data are collected in the form of continuous data streams with potentially infinite length and transient behavior. Compared to traditional (batch) data…

Machine Learning · Computer Science 2021-12-21 Guilherme Cassales , Heitor Gomes , Albert Bifet , Bernhard Pfahringer , Hermes Senger

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, in which a prominent eigenvector is planted into a random matrix. These distributions form natural statistical models for principal…

Statistics Theory · Mathematics 2016-12-26 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

This paper considers the problem of estimating the principal eigenvector of a covariance matrix from independent and identically distributed data samples in streaming settings. The streaming rate of data in many contemporary applications…

Machine Learning · Computer Science 2020-01-07 Haroon Raja , Waheed U. Bajwa

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Optimization and Control · Mathematics 2025-12-17 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

We present a novel method for determining gradients of parameterised quantum circuits (PQCs) in hybrid quantum-classical machine learning models by applying the multivariate version of the simultaneous perturbation stochastic approximation…

Quantum Physics · Physics 2022-11-28 Thomas Hoffmann , Douglas Brown

This paper presents the design and evaluation of SQP, a congestion control algorithm (CCA) for interactive video streaming applications that need to stream high-bitrate compressed video with very low end-to-end frame delay (eg. AR…

Networking and Internet Architecture · Computer Science 2022-07-26 Devdeep Ray , Connor Smith , Teng Wei , David Chu , Srinivasan Seshan

Recently, a wide range of memory-efficient LLM training algorithms have gained substantial popularity. These methods leverage the low-rank structure of gradients to project optimizer states into a subspace using projection matrix found by…

Machine Learning · Computer Science 2024-08-26 Kaizhao Liang , Bo Liu , Lizhang Chen , Qiang Liu

Processing-in-memory (PIM) has shown extraordinary potential in accelerating neural networks. To evaluate the performance of PIM accelerators, we present an ISA-based simulation framework including a dedicated ISA targeting neural networks…

Hardware Architecture · Computer Science 2024-02-29 Xinyu Wang , Xiaotian Sun , Yinhe Han , Xiaoming Chen

Independent component analysis (ICA) has been used in many applications, including self-interference cancellation for in-band full-duplex wireless systems and anomaly detection in industrial internet of things. This paper presents a…

Signal Processing · Electrical Eng. & Systems 2022-05-03 Hsi-Hung Lu , Chung-An Shen , Mohammed E. Fouda , Ahmed M. Eltawil

The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods…

Optimization and Control · Mathematics 2021-04-28 Guodong Zhang , Xuchan Bao , Laurent Lessard , Roger Grosse

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

Stochastic optimization naturally arises in machine learning. Efficient algorithms with provable guarantees, however, are still largely missing, when the objective function is nonconvex and the data points are dependent. This paper studies…

Machine Learning · Computer Science 2018-10-02 Minshuo Chen , Lin Yang , Mengdi Wang , Tuo Zhao

We study efficient algorithms for Sparse PCA in standard statistical models (spiked covariance in its Wishart form). Our goal is to achieve optimal recovery guarantees while being resilient to small perturbations. Despite a long history of…

Machine Learning · Computer Science 2020-11-13 Tommaso d'Orsi , Pravesh K. Kothari , Gleb Novikov , David Steurer

We discuss an online decentralized decision making problem where the agents are coupled with affine inequality constraints. Alternating Direction Method of Multipliers (ADMM) is used as the computation engine and we discuss the convergence…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Yuxiao Chen , Mario Santillo , Mrdjan Jankovic , Aaron D. Ames

We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…

Statistics Theory · Mathematics 2018-05-24 Pierre Gaillard , Olivier Wintenberger

This paper proposes a novel sparse principal component analysis algorithm with self-learning ability for successive modes, where synaptic intelligence is employed to measure the importance of variables and a regularization term is added to…

Machine Learning · Computer Science 2021-08-10 Jingxin Zhang , Donghua Zhou , Maoyin Chen

Humans perform remarkably well in many cognitive tasks including pattern recognition. However, the neuronal mechanisms underlying this process are not well understood. Nevertheless, artificial neural networks, inspired in brain circuits,…

Neurons and Cognition · Quantitative Biology 2018-06-28 Gianluca Susi , Luis Anton Toro , Leonides Canuet , Maria Eugenia Lopez , Fernando Maestu , Claudio R. Mirasso , Ernesto Pereda

Principal components computed via PCA (principal component analysis) are traditionally used to reduce dimensionality in genomic data or to correct for population stratification. In this paper, we explore the penalized eigenvalue problem…

Applications · Statistics 2025-03-04 Rebecca M. Hurwitz , Georg Hahn
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