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Large Transformer models yield impressive results on many tasks, but are expensive to train, or even fine-tune, and so slow at decoding that their use and study becomes out of reach. We address this problem by leveraging sparsity. We study…

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

Representing signals with sparse vectors has a wide range of applications that range from image and video coding to shape representation and health monitoring. In many applications with real-time requirements, or that deal with…

Quantum Physics · Physics 2022-08-09 Armando Bellante , Stefano Zanero

The sparse matrix-vector (SpMV) multiplication is an important computational kernel, but it is notoriously difficult to execute efficiently. This paper investigates algorithm performance for unstructured sparse matrices, which are more…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-27 Kobe Bergmans , Karl Meerbergen , Raf Vandebril

In a large-scale and distributed matrix multiplication problem $C=A^{\intercal}B$, where $C\in\mathbb{R}^{r\times t}$, the coded computation plays an important role to effectively deal with "stragglers" (distributed computations that may…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-19 Sinong Wang , Jiashang Liu , Ness Shroff

The use of sparse precision (inverse covariance) matrices has become popular because they allow for efficient algorithms for joint inference in high-dimensional models. Many applications require the computation of certain elements of the…

Computation · Statistics 2017-12-06 Per Sidén , Finn Lindgren , David Bolin , Mattias Villani

Computing the product of two sparse matrices (SpGEMM) is a fundamental operation in various combinatorial and graph algorithms as well as various bioinformatics and data analytics applications for computing inner-product similarities. For…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-22 Srđan Milaković , Oguz Selvitopi , Israt Nisa , Zoran Budimlić , Aydin Buluc

We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…

Data Structures and Algorithms · Computer Science 2013-04-08 Kenneth L. Clarkson , David P. Woodruff

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

We implement two novel algorithms for sparse-matrix dense-matrix multiplication (SpMM) on the GPU. Our algorithms expect the sparse input in the popular compressed-sparse-row (CSR) format and thus do not require expensive format conversion.…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-13 Carl Yang , Aydin Buluc , John D. Owens

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…

Machine Learning · Statistics 2020-03-19 Kun Chen , Ruipeng Dong , Wanwan Xu , Zemin Zheng

We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

Artificial intelligence workloads, especially transformer models, exhibit emergent sparsity in which computations perform selective sparse access to dense data. The workloads are inefficient on hardware designed for dense computations and…

Data Structures and Algorithms · Computer Science 2024-02-23 Brian Wheatman , Meghana Madhyastha , Randal Burns

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Machine Learning · Statistics 2010-02-11 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro

We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical operation, it is of…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-28 Stefan Engblom , Dimitar Lukarski

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis