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We study the algorithmic stability of Nesterov's accelerated gradient method. For convex quadratic objectives, Chen et al. (2018) proved that the uniform stability of the method grows quadratically with the number of optimization steps, and…
High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…
The multigroup neutron transport equations have been widely used to study the motion of neutrons and their interactions with the background materials. Numerical simulation of the multigroup neutron transport equations is computationally…
This paper has proposed the GMRES that augments Krylov subspaces with a set of approximate right singular vectors. The proposed method suppresses the error norms of a linear system of equations. Numerical experiments comparing the proposed…
We consider a multidimensional polychromatic radiative transfer (RT) problem, accounting for scattering processes in a general form, i.e. anisotropic (dipole) scattering with partial frequency redistribution. Given a discrete ordinates…
This paper presents a randomized self-stabilizing algorithm that elects a leader $r$ in a general $n$-node undirected graph and constructs a spanning tree $T$ rooted at $r$. The algorithm works under the synchronous message passing network…
Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally expensive. Both the calculation of the acceptance probability and the creation of informed proposals usually require an iteration through the…
Online incremental clustering of sequentially incoming data without prior knowledge suffers from changing cluster numbers and tends to fall into local extrema according to given data order. To overcome these limitations, we propose a…
The stochastic Polyak step size (SPS) has proven to be a promising choice for stochastic gradient descent (SGD), delivering competitive performance relative to state-of-the-art methods on smooth convex and non-convex optimization problems,…
We study the numerical stability of polynomial based encoding methods, which has emerged to be a powerful class of techniques for providing straggler and fault tolerance in the area of coded computing. Our contributions are as follows: 1)…
In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…
Communication overhead is a major bottleneck hampering the scalability of distributed machine learning systems. Recently, there has been a surge of interest in using gradient compression to improve the communication efficiency of…
Krylov methods are a key way of solving large sparse linear systems of equations, but suffer from poor strong scalabilty on distributed memory machines. This is due to high synchronization costs from large numbers of collective…
Recent Large Reasoning Language Models (LRLMs) employ long chain-of-thought reasoning with complex reflection behaviors, typically signaled by specific trigger words (e.g., "Wait" and "Alternatively") to enhance performance. However, these…
Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational…
We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…
Motion planning under uncertainty is essential for reliable robot operation. Despite substantial advances over the past decade, the problem remains difficult for systems with complex dynamics. Most state-of-the-art methods perform search…
Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…
We present SKA-SGD (Streaming Krylov-Accelerated Stochastic Gradient Descent), a novel optimization approach that accelerates convergence for ill-conditioned problems by projecting stochastic gradients onto a low-dimensional Krylov…
Selecting regularization parameters in penalized high-dimensional graphical models in a principled, data-driven, and computationally efficient manner continues to be one of the key challenges in high-dimensional statistics. We present…