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Batch Bayesian optimisation and Bayesian quadrature have been shown to be sample-efficient methods of performing optimisation and quadrature where expensive-to-evaluate objective functions can be queried in parallel. However, current…

Machine Learning · Computer Science 2023-07-06 Masaki Adachi , Satoshi Hayakawa , Saad Hamid , Martin Jørgensen , Harald Oberhauser , Micheal A. Osborne

A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…

Machine Learning · Computer Science 2015-11-18 Markus Schneider , Wolfgang Ertel , Günther Palm

We propose a new method to create compact convolutional neural networks (CNNs) by exploiting sparse convolutions. Different from previous works that learn sparsity in models, we directly employ hand-crafted kernels with regular sparse…

Computer Vision and Pattern Recognition · Computer Science 2018-09-12 Chun-Fu Chen , Quanfu Fan , Marco Pistoia , Gwo Giun Lee

We propose an accurate, efficient, and low-memory sum-of-Gaussians tensor neural network (SOG-TNN) algorithm for solving the high-dimensional Schr\"{o}dinger equation. The SOG-TNN utilizes a low-rank tensor product representation of the…

Computational Physics · Physics 2026-03-05 Qi Zhou , Teng Wu , Jianghao Liu , Qingyuan Sun , Hehu Xie , Zhenli Xu

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…

Machine Learning · Computer Science 2015-03-20 Arash Afkanpour , András György , Csaba Szepesvári , Michael Bowling

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

We present a procedure for computing the convolution of exponential signals without the need of solving integrals or summations. The procedure requires the resolution of a system of linear equations involving Vandermonde matrices. We apply…

Systems and Control · Computer Science 2016-06-28 Francisco Mota

We say a unitary operator acting on a set of qubits has been compiled if it has been expressed as a SEO (sequence of elementary operations, like CNOTs and single-qubit operations). SEO's are often represented as quantum circuits.…

Quantum Physics · Physics 2007-12-23 Robert R. Tucci

In this paper, we propose a framework based on sum-of-squares programming to design iterative first-order optimization algorithms for smooth and strongly convex problems. Our starting point is to develop a polynomial matrix inequality as a…

Optimization and Control · Mathematics 2018-09-25 Mahyar Fazlyab , Manfred Morari , Victor M. Preciado

These are pedagogical notes on Shor's factoring algorithm, which is a quantum algorithm for factoring very large numbers (of order of hundreds to thousands of bits) in polynomial time. In contrast, all known classical algorithms for the…

Quantum Physics · Physics 2023-09-19 Robert L Singleton

Quadratic programming is a ubiquitous prototype in convex programming. Many machine learning problems can be formulated as quadratic programming, including the famous Support Vector Machines (SVMs). Linear and kernel SVMs have been among…

Optimization and Control · Mathematics 2025-02-13 Yuzhou Gu , Zhao Song , Lichen Zhang

We derive a Fast Multipole Method (FMM) where a low-rank approximation of the kernel is obtained using the Empirical Interpolation Method (EIM). Contrary to classical interpolation-based FMM, where the interpolation points and basis are…

Numerical Analysis · Mathematics 2015-08-25 Fabien Casenave

Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

Integral equation methods for the solution of partial differential equations, when coupled with suitable fast algorithms, yield geometrically flexible, asymptotically optimal and well-conditioned schemes in either interior or exterior…

Numerical Analysis · Mathematics 2015-06-05 Andreas Klöckner , Alexander Barnett , Leslie Greengard , Michael O'Neil

This paper presents the main characteristics of the evolutionary optimization code named EOS, Evolutionary Optimization at Sapienza, and its successful application to challenging, real-world space trajectory optimization problems. EOS is a…

Neural and Evolutionary Computing · Computer Science 2020-07-14 Lorenzo Federici , Boris Benedikter , Alessandro Zavoli

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Numerical Analysis · Mathematics 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton

We derive a new discretisation method for first order PDEs of arbitrary spatial dimension, which is based upon a meshfree spatial approximation. This spatial approximation is similar to the SPH (smoothed particle hydrodynamics) technique…

Numerical Analysis · Mathematics 2016-01-25 Tobias Ramming , Holger Wendland

Kernel methods are fundamental in machine learning, and faster algorithms for kernel approximation provide direct speedups for many core tasks in machine learning. The polynomial kernel is especially important as other kernels can often be…

Data Structures and Algorithms · Computer Science 2021-08-24 Zhao Song , David P. Woodruff , Zheng Yu , Lichen Zhang

The solution of many physical evolution equations can be expressed as an exponential of two or more operators acting on initial data. Accurate solutions can be systematically derived by decomposing the exponential in a product form. For…

Computational Physics · Physics 2007-05-23 Siu A. Chin
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