Related papers: Quasi-Monte Carlo Graph Random Features
We address the correspondence search problem among multiple graphs with complex properties while considering the matching consistency. We describe each pair of graphs by combining multiple attributes, then jointly match them in a unified…
Quantum walks on graphs are ubiquitous in quantum computing finding a myriad of applications. Likewise, random walks on graphs are a fundamental building block for a large number of algorithms with diverse applications. While the…
Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…
Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…
The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…
Graph vertex embeddings based on random walks have become increasingly influential in recent years, showing good performance in several tasks as they efficiently transform a graph into a more computationally digestible format while…
Using random walks for sampling has proven advantageous in assessing the characteristics of large and unknown social networks. Several algorithms based on random walks have been introduced in recent years. In the practical application of…
Random walks are widely used for mining networks due to the computational efficiency of computing them. For instance, graph representation learning learns a d-dimensional embedding space, so that the nodes that tend to co-occur on random…
Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…
Non-negative matrix factorization (NMF) has proved effective in many clustering and classification tasks. The classic ways to measure the errors between the original and the reconstructed matrix are $l_2$ distance or Kullback-Leibler (KL)…
This article presents a novel and practically useful link between geometric integration, low-discrepancy sampling and code coupling for Lagrangian and Eulerian Vlasov-Poisson solvers. Low-discrepancy sequences, also called quasi-random…
We study a semi-supervised learning method based on the similarity graph and RegularizedLaplacian. We give convenient optimization formulation of the Regularized Laplacian method and establishits various properties. In particular, we show…
We use the theory of graph limits to study several quasi-random properties, mainly dealing with various versions of hereditary subgraph counts. The main idea is to transfer the properties of (sequences of) graphs to properties of graphons,…
Graph kernels are widely used for measuring the similarity between graphs. Many existing graph kernels, which focus on local patterns within graphs rather than their global properties, suffer from significant structure information loss when…
We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error.…
Many machine learning problems optimize an objective that must be measured with noise. The primary method is a first order stochastic gradient descent using one or more Monte Carlo (MC) samples at each step. There are settings where…
Graph generation is a fundamental task with broad applications, such as drug discovery. Recently, discrete flow matching-based graph generation, \aka, graph flow model (GFM), has emerged due to its superior performance and flexible…
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…
An algorithm observes the trajectories of random walks over an unknown graph $G$, starting from the same vertex $x$, as well as the degrees along the trajectories. For all finite connected graphs, one can estimate the number of edges $m$ up…
Many real-world datasets have an underlying dynamic graph structure, where entities and their interactions evolve over time. Machine learning models should consider these dynamics in order to harness their full potential in downstream…