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Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

We propose a sparse algebra for samplet compressed kernel matrices, to enable efficient scattered data analysis. We show the compression of kernel matrices by means of samplets produces optimally sparse matrices in a certain S-format. It…

Numerical Analysis · Mathematics 2023-05-05 H. Harbrecht , M. Multerer , O. Schenk , Ch. Schwab

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

Machine Learning · Statistics 2020-02-03 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Neural network models are widely used in solving many challenging problems, such as computer vision, personalized recommendation, and natural language processing. Those models are very computationally intensive and reach the hardware limit…

Machine Learning · Computer Science 2020-04-28 Fei Sun , Minghai Qin , Tianyun Zhang , Liu Liu , Yen-Kuang Chen , Yuan Xie

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…

Machine Learning · Computer Science 2022-10-11 Jiawei Huang , Ruomin Huang , Wenjie Liu , Nikolaos M. Freris , Hu Ding

In this paper we investigate and compare different gradient algorithms designed for the domain expression of the shape derivative. Our main focus is to examine the usefulness of kernel reproducing Hilbert spaces for PDE constrained shape…

Optimization and Control · Mathematics 2016-04-20 Martin Eigel , Kevin Sturm

In recent years, variational quantum algorithms have garnered significant attention as a candidate approach for near-term quantum advantage using noisy intermediate-scale quantum (NISQ) devices. In this article we introduce kernel descent,…

Quantum Physics · Physics 2025-12-16 Lars Simon , Holger Eble , Manuel Radons

The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Signal processing tasks as fundamental as sampling, reconstruction, minimum mean-square error interpolation and prediction can be viewed under the prism of reproducing kernel Hilbert spaces. Endowing this vantage point with contemporary…

Machine Learning · Computer Science 2013-02-25 Juan Andres Bazerque , Georgios B. Giannakis

An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…

Information Theory · Computer Science 2020-05-15 Ningning Han , Shidong Li , Zhanjie Song

We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…

Machine Learning · Computer Science 2017-12-27 Xingguo Li , Raman Arora , Han Liu , Jarvis Haupt , Tuo Zhao

Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

We present a comprehensive framework for structured sparse coding and modeling extending the recent ideas of using learnable fast regressors to approximate exact sparse codes. For this purpose, we develop a novel block-coordinate proximal…

Machine Learning · Computer Science 2012-06-22 Alex Bronstein , Pablo Sprechmann , Guillermo Sapiro

Sparse tensor algebra is challenging to efficiently parallelize due to the irregular, data-dependent, and potentially skewed structure of sparse computation. We propose the first partitioning algorithm that provably load balances the…

Programming Languages · Computer Science 2026-04-23 Atharva Chougule , Alexander J Root , Rubens Lacouture , Bobby Yan , Rohan Yadav , Fredrik Kjolstad

We introduce a functional gradient descent trajectory optimization algorithm for robot motion planning in Reproducing Kernel Hilbert Spaces (RKHSs). Functional gradient algorithms are a popular choice for motion planning in complex…

Robotics · Computer Science 2016-01-15 Zita Marinho , Anca Dragan , Arun Byravan , Byron Boots , Siddhartha Srinivasa , Geoffrey Gordon

This paper establishes error bounds for the convergence of a piecewise linear approximation of the constrained optimal smoothing problem posed in a reproducing kernel Hilbert space (RKHS). This problem can be reformulated as a Bayesian…

Statistics Theory · Mathematics 2025-06-24 Laurence Grammont , François Bachoc , Andrés F. López-Lopera

We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…

Numerical Analysis · Mathematics 2024-12-12 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov