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This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…

Optimization and Control · Mathematics 2024-05-15 Rajmadan Lakshmanan , Alois Pichler

Kernel matrices are crucial in many learning tasks such as support vector machines or kernel ridge regression. The kernel matrix is typically dense and large-scale. Depending on the dimension of the feature space even the computation of all…

Machine Learning · Computer Science 2023-12-04 Franziska Nestler , Martin Stoll , Theresa Wagner

The kernel-based multi-scale method has been proven to be a powerful approximation method for scattered data approximation problems which is computationally superior to conventional kernel-based interpolation techniques. The multi-scale…

Numerical Analysis · Mathematics 2025-03-10 Federico Lot , Christian Rieger

We develop a stochastic approximation framework for learning nonlinear operators between infinite-dimensional spaces utilizing general Mercer operator-valued kernels. Our framework encompasses two key classes: (i) compact kernels, which…

Machine Learning · Statistics 2026-01-13 Jia-Qi Yang , Lei Shi

We study first-order methods (FOMs) for solving \emph{composite nonconvex nonsmooth} optimization with linear constraints. Recently, the lower complexity bounds of FOMs on finding an ($\varepsilon,\varepsilon$)-KKT point of the considered…

Optimization and Control · Mathematics 2025-04-01 Wei Liu , Qihang Lin , Yangyang Xu

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

Kernel methods provide an elegant and principled approach to nonparametric learning, but so far could hardly be used in large scale problems, since na\"ive implementations scale poorly with data size. Recent advances have shown the benefits…

Machine Learning · Computer Science 2020-11-30 Giacomo Meanti , Luigi Carratino , Lorenzo Rosasco , Alessandro Rudi

A second-order accurate kernel-free boundary integral method is presented for Stokes and Navier boundary value problems on three-dimensional irregular domains. It solves equations in the framework of boundary integral equations, whose…

Numerical Analysis · Mathematics 2023-06-28 Zhongshu Zhao , Haixia Dong , Wenjun Ying

In this paper, we present a spherical Fast Multipole Method (sFMM) for ray tracing simulation of gravitational lensing (GL) on a curved sky. The sFMM is a non-trivial extension of the Fast Multiple Method (FMM) to sphere $\mathbb S^2$, and…

Instrumentation and Methods for Astrophysics · Physics 2023-05-17 Xingpao Suo , Xi Kang , Chengliang Wei , Guoliang Li

We propose a Gradient Boosting algorithm for learning an ensemble of kernel functions adapted to the task at hand. Unlike state-of-the-art Multiple Kernel Learning techniques that make use of a pre-computed dictionary of kernel functions to…

Machine Learning · Statistics 2019-06-17 Léo Gautheron , Pascal Germain , Amaury Habrard , Emilie Morvant , Marc Sebban , Valentina Zantedeschi

We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…

Computation · Statistics 2023-05-19 Philip Greengard , Manas Rachh , Alex Barnett

We propose a new multi-frame method for efficiently computing scene flow (dense depth and optical flow) and camera ego-motion for a dynamic scene observed from a moving stereo camera rig. Our technique also segments out moving objects from…

Computer Vision and Pattern Recognition · Computer Science 2017-11-29 Tatsunori Taniai , Sudipta N. Sinha , Yoichi Sato

Alternating current optimal power flow (ACOPF) problems are nonconvex and nonlinear optimization problems. Utilities and independent service operators (ISO) require ACOPF to be solved in almost real time. Interior point methods (IPMs) are…

Optimization and Control · Mathematics 2021-09-07 Sayed Abdullah Sadat , Kibaek Kim

A simple ``brute-force'' parallelisation procedure for the computational implementation of high-order coupled cluster method (CCM) calculations is presented here. This approach is investigated and illustrated by an application of high-order…

Strongly Correlated Electrons · Physics 2007-05-23 D. J. J. Farnell , R. F. Bishop

We present a numerical method for computing the single layer (Stokeslet) and double layer (stresslet) integrals in Stokes flow. The method applies to smooth, closed surfaces in three dimensions, and achieves high accuracy both on and near…

Numerical Analysis · Mathematics 2019-03-22 Svetlana Tlupova , J. Thomas Beale

Kernel design for Multi-output Gaussian Processes (MOGP) has received increased attention recently. In particular, the Multi-Output Spectral Mixture kernel (MOSM) arXiv:1709.01298 approach has been praised as a general model in the sense…

Machine Learning · Statistics 2022-02-21 Matías Altamirano , Felipe Tobar

We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed framework represents the decision variables as elements of a…

Optimization and Control · Mathematics 2023-03-14 Dimitris Bertsimas , Kimberly Villalobos Carballo

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

We present an efficient algorithm for computing the exact exchange contributions in the Hartree-Fock and hybrid density functional theory models on the basis of the fast multipole method (FMM). Our algorithm is based on the observation that…

Chemical Physics · Physics 2018-01-30 Hai-Anh Le , Toru Shiozaki

Kernel machines often yield superior predictive performance on various tasks; however, they suffer from severe computational challenges. In this paper, we show how to overcome the important challenge of speeding up kernel machines. In…

Machine Learning · Computer Science 2016-08-09 Cho-Jui Hsieh , Si Si , Inderjit S. Dhillon
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