Related papers: Fast Payoff Matrix Sparsification Techniques for S…

We study the application of iterative first-order methods to the problem of computing equilibria of large-scale two-player extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a…

Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of \textit{sparsifying} a…

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

Matrix computations are a fundamental building-block of edge computing systems, with a major recent uptick in demand due to their use in AI/ML training and inference procedures. Existing approaches for distributing matrix computations…

We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.…

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Function approximation (FA) has been a critical component in solving large zero-sum games. Yet, little attention has been given towards FA in solving \textit{general-sum} extensive-form games, despite them being widely regarded as being…

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

In this work, we deal with the problem of computing a comprehensive front of efficient solutions in multi-objective portfolio optimization problems in presence of sparsity constraints. We start the discussion pointing out some weaknesses of…

Enormous successes have been made by quantum algorithms during the last decade. In this paper, we combine the quantum game with the problem of data clustering, and then develop a quantum-game-based clustering algorithm, in which data points…

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Dropout is a common regularisation technique in deep learning that improves generalisation. Even though it introduces sparsity and thus potential for higher throughput, it usually cannot bring speed-ups on GPUs due to its unstructured…

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

We consider the sparsification of sums $F : \mathbb{R}^n \to \mathbb{R}$ where $F(x) = f_1(\langle a_1,x\rangle) + \cdots + f_m(\langle a_m,x\rangle)$ for vectors $a_1,\ldots,a_m \in \mathbb{R}^n$ and functions $f_1,\ldots,f_m : \mathbb{R}…

Matrix Factorization (MF) on large scale matrices is computationally as well as memory intensive task. Alternative convergence techniques are needed when the size of the input matrix is higher than the available memory on a Central…

Sparse iterative methods, in particular first-order methods, are known to be among the most effective in solving large-scale two-player zero-sum extensive-form games. The convergence rates of these methods depend heavily on the properties…

Current deep learning architectures are growing larger in order to learn from complex datasets. These architectures require giant matrix multiplication operations to train millions of parameters. Conversely, there is another growing trend…

This paper introduces SparseOptimizer, a novel deep learning optimizer that exploits Moreau-Yosida regularization to naturally induce sparsity in large language models such as BERT, ALBERT and GPT. Key to the design of SparseOptimizer is an…

Persistent homology is a leading tool in topological data analysis (TDA). Many problems in TDA can be solved via homological -- and indeed, linear -- algebra. However, matrices in this domain are typically large, with rows and columns…