Related papers: Quantum-inspired low-rank stochastic regression wi…

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant…

The short-path quantum algorithm introduced by Hastings (Quantum 2018, 2019) is a variant of adiabatic quantum algorithms that enables an easier worst-case analysis by avoiding the need to control the spectral gap along a long adiabatic…

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Extreme Learning Machine (ELM) is an efficient and effective least-square-based learning algorithm for classification, regression problems based on single hidden layer feed-forward neural network (SLFN). It has been shown in the literature…

We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

How can we compute the pseudoinverse of a sparse feature matrix efficiently and accurately for solving optimization problems? A pseudoinverse is a generalization of a matrix inverse, which has been extensively utilized as a fundamental…

Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…

Total least squares (TLS) methods have been widely used in data fitting. Compared with the least squares method, for TLS problem we takes into account not only the observation errors, but also the errors in the measurement matrix. This is…

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

This work presents a new approach for simulating the HHL linear systems of equations solver algorithm with tensor networks. First, a novel HHL in the qudits formalism, the generalization of qubits, is developed, and then its operations are…

Solving systems of linear equations is a key subroutine in many quantum algorithms. In the last 15 years, many quantum linear solvers (QLS) have been developed, competing to achieve the best asymptotic worst-case complexity. Most QLS assume…

In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

Logistic regression, the Support Vector Machine (SVM), and least squares are well-studied methods in the statistical and computer science community, with various practical applications. High-dimensional data arriving on a real-time basis…

We present a novel quantum high-dimensional linear regression algorithm with an $\ell_1$-penalty based on the classical LARS (Least Angle Regression) pathwise algorithm. Similarly to available classical algorithms for Lasso, our quantum…

This paper summarizes a quantum algorithm of [R.D. Somma, et.al., Phys. Rev. Lett. 101, 130504 (2008)] that simulates a classical annealing process for solving discrete optimization problems. The complexity of the quantum algorithm scales…

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…