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CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iterations while achieving fast local convergence rate by exploiting…

Machine Learning · Statistics 2013-03-28 Xiaocheng Tang , Katya Scheinberg

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

We study the practical performance of quantum-inspired algorithms for recommendation systems and linear systems of equations. These algorithms were shown to have an exponential asymptotic speedup compared to previously known classical…

Quantum Physics · Physics 2020-08-19 Juan Miguel Arrazola , Alain Delgado , Bhaskar Roy Bardhan , Seth Lloyd

We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…

Machine Learning · Statistics 2017-01-20 Lingxiao Wang , Xiao Zhang , Quanquan Gu

With the rapid increase in model size and the growing importance of various fine-tuning applications, lightweight training has become crucial. Since the backward pass is twice as expensive as the forward pass, optimizing backpropagation is…

Computer Vision and Pattern Recognition · Computer Science 2024-06-24 Seonggon Kim , Eunhyeok Park

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…

Information Theory · Computer Science 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

Numerical Analysis · Mathematics 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

We propose a tensor-network (TN) approach for solving classical optimization problems that is inspired by spectral filtering and sampling on quantum states. We first shift and scale an Ising Hamiltonian of the cost function so that all…

Quantum Physics · Physics 2026-02-09 Ryo Watanabe , Joseph Tindall , Shohei Miyakoshi , Hiroshi Ueda

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

An extremely common bottleneck encountered in statistical learning algorithms is inversion of huge covariance matrices, examples being in evaluating Gaussian likelihoods for a large number of data points. We propose general parallel…

Methodology · Statistics 2013-12-09 Anjishnu Banerjee , Joshua Vogelstein , David Dunson

Quantum computing enables the efficient resolution of complex problems, often outperforming classical methods across various applications. In 2009, Harrow, Hassidim and Lloyd proposed an algorithm for solving linear systems of equations,…

We present a twofold contribution to the numerical simulation of Lindblad equations. First, an adaptive numerical approach to approximate Lindblad equations using low-rank dynamics is described: a deterministic low-rank approximation of the…

Quantum Physics · Physics 2015-12-30 Claude Le Bris , Pierre Rouchon , Julien Roussel

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

The ELM method has become widely used for classification and regressions problems as a result of its accuracy, simplicity and ease of use. The solution of the hidden layer weights by means of a matrix pseudoinverse operation is a…

Neural and Evolutionary Computing · Computer Science 2014-06-02 André van Schaik , Jonathan Tapson

Many problems in information theory can be reduced to optimizations over matrices, where the rank of the matrices is constrained. We establish a link between rank-constrained optimization and the theory of quantum entanglement. More…

Quantum Physics · Physics 2022-03-15 Xiao-Dong Yu , Timo Simnacher , H. Chau Nguyen , Otfried Gühne

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank