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Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Sparse linear regression is a fundamental problem in high-dimensional statistics, but strikingly little is known about how to efficiently solve it without restrictive conditions on the design matrix. We consider the (correlated) random…

Machine Learning · Computer Science 2021-06-18 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In this paper, we present algorithms and implementations for the end-to-end GPU acceleration of matrix-free low-order-refined preconditioning of high-order finite element problems. The methods described here allow for the construction of…

Mathematical Software · Computer Science 2023-06-05 Will Pazner , Tzanio Kolev , Jean-Sylvain Camier

We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Mat\'{e}rn kernel and the squared exponential…

Chemical Physics · Physics 2020-09-15 Alexander Denzel , Johannes Kästner

We develop a framework for Gaussian processes regression constrained by boundary value problems. The framework may be applied to infer the solution of a well-posed boundary value problem with a known second-order differential operator and…

Machine Learning · Computer Science 2020-12-23 Mamikon Gulian , Ari Frankel , Laura Swiler

Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…

Machine Learning · Statistics 2018-11-06 Congzheng Song , Yiming Sun

We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…

Numerical Analysis · Computer Science 2011-05-26 Vladimir Rokhlin , Mark Tygert

Despite their high accuracy, complex neural networks demand significant computational resources, posing challenges for deployment on resource constrained devices such as mobile phones and embedded systems. Compression algorithms have been…

Machine Learning · Computer Science 2025-09-23 Ali Aghababaei-Harandi , Massih-Reza Amini

Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically need to be estimated from the dataset. This article provides…

Statistics Theory · Mathematics 2020-05-12 Toni Karvonen , George Wynne , Filip Tronarp , Chris J. Oates , Simo Särkkä

Diffusion models are a class of generative models that have demonstrated remarkable success in tasks such as image generation. However, one of the bottlenecks of these models is slow sampling due to the delay before the onset of trajectory…

Machine Learning · Statistics 2025-12-25 Li Cunzhi , Louis Kang , Hideaki Shimazaki

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

Data Structures and Algorithms · Computer Science 2020-11-16 Moses Charikar , Michael Kapralov , Navid Nouri , Paris Siminelakis

Spatial prediction requires expensive computation to invert the spatial covariance matrix it depends on and also has considerable storage needs. This work concentrates on computationally efficient algorithms for prediction using very large…

Computation · Statistics 2019-06-11 Roberto Rivera

The fully connected conditional random field (CRF) with Gaussian pairwise potentials has proven popular and effective for multi-class semantic segmentation. While the energy of a dense CRF can be minimized accurately using a linear…

Computer Vision and Pattern Recognition · Computer Science 2017-02-15 Thalaiyasingam Ajanthan , Alban Desmaison , Rudy Bunel , Mathieu Salzmann , Philip H. S. Torr , M. Pawan Kumar

This paper exploits a basic connection between sequential quadratic programming and Riemannian gradient optimization to address the general question of selecting a metric in Riemannian optimization, in particular when the Riemannian…

Optimization and Control · Mathematics 2016-03-10 Bamdev Mishra , Rodolphe Sepulchre

We propose a new two stage algorithm LING for large scale regression problems. LING has the same risk as the well known Ridge Regression under the fixed design setting and can be computed much faster. Our experiments have shown that LING…

Machine Learning · Statistics 2014-05-16 Yichao Lu , Dean P. Foster

Matrix completion and extrapolation (MCEX) are dealt with here over reproducing kernel Hilbert spaces (RKHSs) in order to account for prior information present in the available data. Aiming at a faster and low-complexity solver, the task is…

Machine Learning · Statistics 2019-10-02 Pere Giménez-Febrer , Alba Pagès-Zamora , Georgios B. Giannakis

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

Numerical Analysis · Mathematics 2016-02-26 Bin Zheng , Luoping Chen , Xiaozhe Hu , Long Chen , Ricardo H. Nochetto , Jinchao Xu

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve