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Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Numerical Analysis · Mathematics 2018-09-25 Victor Y. Pan , Qi Luan , John Svadlenka , Liang Zhao

The last decade has seen the parallel emergence in computational neuroscience and machine learning of neural network structures which spread the input signal randomly to a higher dimensional space; perform a nonlinear activation; and then…

Neural and Evolutionary Computing · Computer Science 2013-06-11 Jonathan Tapson , Andre van Schaik

Conventional ways to solve optimization problems on low-rank matrix sets which appear in great number of applications ignore its underlying structure of an algebraic variety and existence of singular points. This leads to appearance of…

Numerical Analysis · Mathematics 2017-10-04 Valentin Khrulkov , Ivan Oseledets

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

The era of Big Data has spawned unprecedented interests in developing hashing algorithms for efficient storage and fast nearest neighbor search. Most existing work learn hash functions that are numeric quantizations of feature values in…

Machine Learning · Computer Science 2015-03-23 Kai Li , Guojun Qi , Jun Ye , Kien A. Hua

Value functions are central to Dynamic Programming and Reinforcement Learning but their exact estimation suffers from the curse of dimensionality, challenging the development of practical value-function (VF) estimation algorithms. Several…

Artificial Intelligence · Computer Science 2021-04-20 Sergio Rozada , Victor Tenorio , Antonio G. Marques

Leverage score sampling is crucial to the design of randomized algorithms for large-scale matrix problems, while the computation of leverage scores is a bottleneck of many applications. In this paper, we propose a quantum algorithm to…

Quantum Physics · Physics 2023-09-19 Changpeng Shao

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…

Machine Learning · Computer Science 2016-10-06 Bamdev Mishra , Rodolphe Sepulchre

Reliable pulsar candidate ranking requires probability estimates that are not only discriminative but also well calibrated. We evaluate hybrid quantum-calssical logistic regression on the imbalanced HTRU-2 dataset using three quantum…

In stochastic optimization problems using noisy zeroth-order (ZO) oracles only, the randomized counterpart of the Kiefer-Wolfowitz-type method is widely used to estimate the gradient. Existing algorithms generate randomized perturbation…

Optimization and Control · Mathematics 2020-11-30 Jingyi Zhu

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the RMHMC method is that it exploits the geometric structure…

Statistics Theory · Mathematics 2015-06-22 Tan Bui-Thanh , Mark Girolami

Achieving a provable exponential quantum speedup for an important machine learning task has been a central research goal since the seminal HHL quantum algorithm for solving linear systems and the subsequent quantum recommender systems…

Quantum Physics · Physics 2025-12-03 Allan Grønlund , Kasper Green Larsen

We consider the question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample…

Machine Learning · Computer Science 2020-06-12 Devavrat Shah , Dogyoon Song , Zhi Xu , Yuzhe Yang

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…

Quantum Physics · Physics 2017-11-07 Dominic W. Berry , Andrew M. Childs , Aaron Ostrander , Guoming Wang

This paper tackles the challenging problem of hyperspectral (HS) image denoising. Unlike existing deep learning-based methods usually adopting complicated network architectures or empirically stacking off-the-shelf modules to pursue…

Image and Video Processing · Electrical Eng. & Systems 2022-07-12 Jinhui Hou , Zhiyu Zhu , Hui Liu , Junhui Hou