Related papers: Fast Generalized Matrix Regression with Applicatio…
We present a general method of designing fast approximation algorithms for cut-based minimization problems in undirected graphs. In particular, we develop a technique that given any such problem that can be approximated quickly on trees,…
Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…
In this paper we present a fast and efficient method for the reconstruction of Magnetic Resonance Images (MRI) from severely under-sampled data. From the Compressed Sensing theory we have mathematically modeled the problem as a constrained…
We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…
This paper introduces fast R updating algorithms specifically designed for statistical applications, including regression, filtering, and model selection, where data structures change frequently. Although traditional QR decomposition is…
Large machine learning models are revolutionary technologies of artificial intelligence whose bottlenecks include huge computational expenses, power, and time used both in the pre-training and fine-tuning process. In this work, we show that…
We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be…
Agglomeration-based strategies are important both within adaptive refinement algorithms and to construct scalable multilevel algebraic solvers. In order to automatically perform agglomeration of polygonal grids, we propose the use of…
Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the…
One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…
Graph Neural Networks (GNNs) have been widely used for modeling graph-structured data. With the development of numerous GNN variants, recent years have witnessed groundbreaking results in improving the scalability of GNNs to work on static…
We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents…
Although graph neural networks (GNNs) have made great progress recently on learning from graph-structured data in practice, their theoretical guarantee on generalizability remains elusive in the literature. In this paper, we provide a…
In computer vision, the estimation of the fundamental matrix is a basic problem that has been extensively studied. The accuracy of the estimation imposes a significant influence on subsequent tasks such as the camera trajectory…
Scaling up the sparse matrix-vector multiplication kernel on modern Graphics Processing Units (GPU) has been at the heart of numerous studies in both academia and industry. In this article we present a novel non-parametric, self-tunable,…
Generalized inverses play a fundamental role in numerical linear algebra, particularly when matrices are rectangular, singular, or rank deficient. Even when the input matrix is sparse, generalized inverses such as the M-P pseudoinverse are…
We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF…
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…
Here, we use Machine Learning (ML) algorithms to update and improve the efficiencies of fitting GARCH model parameters to empirical data. We employ an Artificial Neural Network (ANN) to predict the parameters of these models. We present a…
Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…