Related papers: Scale Invariant Power Iteration
Up to the present, an enormous number of advanced techniques have been developed to enhance and extract the spatially semantic information in hyperspectral image processing and analysis. However, locally semantic change, such as scene…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
An appealing property of the natural gradient is that it is invariant to arbitrary differentiable reparameterizations of the model. However, this invariance property requires infinitesimal steps and is lost in practical implementations with…
In this article, we propose two kinds of neural networks inspired by power method and inverse power method to solve linear eigenvalue problems. These neural networks share similar ideas with traditional methods, in which the differential…
Spectral clustering is one of the most important algorithms in data mining and machine intelligence; however, its computational complexity limits its application to truly large scale data analysis. The computational bottleneck in spectral…
We study the problem of model-free reinforcement learning, which is often solved following the principle of Generalized Policy Iteration (GPI). While GPI is typically an interplay between policy evaluation and policy improvement, most…
We study smooth stochastic optimization problems on Riemannian manifolds. Via adapting the recently proposed SPIDER algorithm \citep{fang2018spider} (a variance reduced stochastic method) to Riemannian manifold, we can achieve faster rate…
Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…
For large-scale eigenvalue problems requiring many mutually orthogonal eigenvectors, traditional numerical methods suffer substantial computational and communication costs with limited parallel scalability, primarily due to explicit…
Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…
In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…
The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…
Dynamic simulation plays a crucial role in power system transient stability analysis, but traditional numerical integration-based methods are time-consuming due to the small time step sizes. Other semi-analytical solution methods, such as…
A fast and scalable iterative methodology for solving the security-constrained optimal power flow (SCOPF) problem is proposed using problem decomposition and the inverse matrix modification lemma. The SCOPF formulation tackles system…
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…
In this paper, we study optimal experimental design problems with a broad class of smooth convex optimality criteria, including the classical A-, D- and p th mean criterion. In particular, we propose an interior point (IP) method for them…
In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…
Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…
The widespread success of convolutional neural networks may largely be attributed to their intrinsic property of translation equivariance. However, convolutions are not equivariant to variations in scale and fail to generalize to objects of…