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Related papers: Practical and Fast Momentum-Based Power Methods

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Presented is an algorithm based on dynamic mode decomposition (DMD) for acceleration of the power method (PM). The power method is a simple technique for determining the dominant eigenmode of an operator $\mathbf{A}$, and variants of the…

Computational Physics · Physics 2019-04-23 Jeremy A. Roberts , Leidong Xu , Rabab Elzohery , Mohammad Abdo

In this paper, we propose, analyze and demonstrate a dynamic momentum method to accelerate power and inverse power iterations with minimal computational overhead. The method can be applied to real diagonalizable matrices, is provably…

Numerical Analysis · Mathematics 2024-07-08 Christian Austin , Sara Pollock , Yunrong Zhu

We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when…

Data Structures and Algorithms · Computer Science 2015-02-05 Moritz Hardt , Eric Price

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…

Numerical Analysis · Mathematics 2026-05-12 Shabarish Chenakkod , Michał Dereziński

We present a new power method to obtain solutions of eigenvalue problems. The method can determine not only the dominant or lowest eigenvalues but also all eigenvalues without the need for a deflation procedure. The method uses a functional…

Numerical Analysis · Mathematics 2024-10-08 I Wayan Sudiarta , Hadi Susanto

Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…

Signal Processing · Electrical Eng. & Systems 2019-09-17 Yan Yang , Zhifang Yang , Juan Yu , Baosen Zhang

Momentum methods have been shown to accelerate the convergence of the standard gradient descent algorithm in practice and theory. In particular, the minibatch-based gradient descent methods with momentum (MGDM) are widely used to solve…

Methodology · Statistics 2022-11-29 Yuan Gao , Xuening Zhu , Haobo Qi , Guodong Li , Riquan Zhang , Hansheng Wang

SGD with momentum is one of the key components for improving the performance of neural networks. For decentralized learning, a straightforward approach using momentum is Distributed SGD (DSGD) with momentum (DSGDm). However, DSGDm performs…

Machine Learning · Computer Science 2023-09-26 Yuki Takezawa , Han Bao , Kenta Niwa , Ryoma Sato , Makoto Yamada

We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA. While previous works…

Machine Learning · Statistics 2026-02-04 Pierre Aguié , Mathieu Even , Laurent Massoulié

Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an…

Machine Learning · Computer Science 2021-06-21 Tao Lin , Sai Praneeth Karimireddy , Sebastian U. Stich , Martin Jaggi

In this paper, wireless video transmission to multiple users under total transmission power and minimum required video quality constraints is studied. In order to provide the desired performance levels to the end-users in real-time video…

Machine Learning · Computer Science 2018-10-18 Chuang Ye , M. Cenk Gursoy , Senem Velipasalar

Momentum is a popular technique for improving convergence rates during gradient descent. In this research, we experiment with adding momentum to the Baum-Welch expectation-maximization algorithm for training Hidden Markov Models. We compare…

Machine Learning · Computer Science 2022-06-10 Andrew Miller , Fabio Di Troia , Mark Stamp

We propose a new method to accelerate the convergence of optimization algorithms. This method simply adds a power coefficient $\gamma\in[0,1)$ to the gradient during optimization. We call this the Powerball method and analyze the…

Systems and Control · Computer Science 2019-09-24 Ye Yuan , Mu Li , Jun Liu , Claire J. Tomlin

We combine two advanced ideas widely used in optimization for machine learning: shuffling strategy and momentum technique to develop a novel shuffling gradient-based method with momentum, coined Shuffling Momentum Gradient (SMG), for…

Optimization and Control · Mathematics 2021-06-10 Trang H. Tran , Lam M. Nguyen , Quoc Tran-Dinh

Predictive power allocation is conceived for energy-efficient video streaming over mobile networks using deep reinforcement learning. The goal is to minimize the accumulated energy consumption of each base station over a complete video…

Machine Learning · Computer Science 2020-11-06 Dong Liu , Jianyu Zhao , Chenyang Yang , Lajos Hanzo

Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…

Machine Learning · Computer Science 2021-10-05 Guojing Cong , Tianyi Liu

This paper presents a novel neural network training approach for faster convergence and better generalization abilities in deep reinforcement learning. Particularly, we focus on the enhancement of training and evaluation performance in…

Machine Learning · Computer Science 2020-05-26 Mohammed Sharafath Abdul Hameed , Gavneet Singh Chadha , Andreas Schwung , Steven X. Ding

The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g.,…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Terrence W. K. Mak , Minas Chatzos , Mathieu Tanneau , Pascal Van Hentenryck

The scale of deep learning nowadays calls for efficient distributed training algorithms. Decentralized momentum SGD (DmSGD), in which each node averages only with its neighbors, is more communication efficient than vanilla Parallel momentum…

Machine Learning · Computer Science 2021-04-27 Kun Yuan , Yiming Chen , Xinmeng Huang , Yingya Zhang , Pan Pan , Yinghui Xu , Wotao Yin
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