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Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…

Optimization and Control · Mathematics 2015-12-14 I. Necoara , Yu. Nesterov , F. Glineur

Existing block Kaczmarz methods face challenges in balancing computational efficiency and convergence for large sparse linear systems with scattered nonzero patterns, due to costly partitioning strategies and non-orthogonal projections. In…

Numerical Analysis · Mathematics 2025-06-24 Yu-Fang Liang , Hou-Biao Li

We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We develop unbiased parameter averaging methods for randomized second order optimization…

Machine Learning · Statistics 2020-02-18 Burak Bartan , Mert Pilanci

Distributed training is an effective way to accelerate the training process of large-scale deep learning models. However, the parameter exchange and synchronization of distributed stochastic gradient descent introduce a large amount of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-16 LingFei Dai , Boyu Diao , Chao Li , Yongjun Xu

This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…

Numerical Analysis · Mathematics 2025-02-25 Oleg Balabanov , Laura Grigori

Recently, it was found that clipping can significantly improve the section error rate (SER) performance of sparse regression (SR) codes if an optimal clipping threshold is chosen. In this paper, we propose irregularly clipped SR codes,…

Information Theory · Computer Science 2021-06-04 Wencong Li , Lei Liu , Brian M. Kurkoski

The rapid transmission of multimedia information has been achieved mainly by recent advancements in the Internet's speed and information technology. In spite of this, advancements in technology have resulted in breaches of privacy and data…

Multimedia · Computer Science 2025-08-12 Ramadhan J. Mstafa

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…

Optimization and Control · Mathematics 2021-05-18 Jonathan Lacotte , Yifei Wang , Mert Pilanci

Decentralized sparsity learning has attracted a significant amount of attention recently due to its rapidly growing applications. To obtain the robust and sparse estimators, a natural idea is to adopt the non-smooth median loss combined…

Machine Learning · Statistics 2022-03-02 Weidong Liu , Xiaojun Mao , Xin Zhang

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

Numerical Analysis · Mathematics 2019-12-03 Elizaveta Rebrova , Deanna Needell

We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedure works by first projecting the matrices of covariates and…

Statistics Theory · Mathematics 2023-05-11 Fengnan Gao , Tengyao Wang

Steganographic protocols enable one to embed covert messages into inconspicuous data over a public communication channel in such a way that no one, aside from the sender and the intended receiver, can even detect the presence of the secret…

Cryptography and Security · Computer Science 2012-02-06 Aggelos Kiayias , Alexander Russell , Narasimha Shashidhar

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject to an arbitrary (possibly adversarial) sequence of delays.…

Optimization and Control · Mathematics 2025-06-23 Amit Attia , Ofir Gaash , Tomer Koren

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Machine Learning · Computer Science 2017-05-08 Nicolas Keriven , Anthony Bourrier , Rémi Gribonval , Patrick Pérez

Graph sketching has emerged as a powerful technique for processing massive graphs that change over time (i.e., are presented as a dynamic stream of edge updates) over the past few years, starting with the work of Ahn, Guha and McGregor…

Data Structures and Algorithms · Computer Science 2019-03-29 Michael Kapralov , Aida Mousavifar , Cameron Musco , Christopher Musco , Navid Nouri