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We present a spectral analysis for matrix scaling and operator scaling. We prove that if the input matrix or operator has a spectral gap, then a natural gradient flow has linear convergence. This implies that a simple gradient descent…

Data Structures and Algorithms · Computer Science 2019-04-09 Tsz Chiu Kwok , Lap Chi Lau , Akshay Ramachandran

The Gibbs sampler (GS) is a crucial algorithm for approximating complex calculations, and it is justified by Markov chain theory, the alternating projection theorem, and $I$-projection, separately. We explore the equivalence between these…

Computation · Statistics 2024-10-15 Kun-Lin Kuo , Yuchung J. Wang

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Jean-Sébastien Brouillon , Florian Dörfler , Giancarlo Ferrari-Trecate

Gaussian Boson Sampling (GBS) is a near-term platform for photonic quantum computing. Applications have been developed which rely on directly programming GBS devices, but the ability to train and optimize circuits has been a key missing…

Quantum Physics · Physics 2020-07-22 Leonardo Banchi , Nicolás Quesada , Juan Miguel Arrazola

$k$-subset sampling is ubiquitous in machine learning, enabling regularization and interpretability through sparsity. The challenge lies in rendering $k$-subset sampling amenable to end-to-end learning. This has typically involved relaxing…

Machine Learning · Computer Science 2024-06-10 Kareem Ahmed , Zhe Zeng , Mathias Niepert , Guy Van den Broeck

In this paper, we extend the analysis of random Kronecker graphs to multi-dimensional networks represented as tensors, enabling a more detailed and nuanced understanding of complex network structures. We decompose the adjacency tensor of…

Numerical Analysis · Mathematics 2025-06-30 Sanaa Khobizy

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2021-07-06 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

Variance reduction methods such as SVRG and SpiderBoost use a mixture of large and small batch gradients to reduce the variance of stochastic gradients. Compared to SGD, these methods require at least double the number of operations per…

Machine Learning · Computer Science 2020-01-28 Melih Elibol , Lihua Lei , Michael I. Jordan

We propose a new type of attack for finding adversarial examples for image classifiers. Our method exploits spanners, i.e. deep neural networks whose input space is low-dimensional and whose output range approximates the set of images of…

Computer Vision and Pattern Recognition · Computer Science 2019-07-11 Ajil Jalal , Andrew Ilyas , Constantinos Daskalakis , Alexandros G. Dimakis

Grover's database search algorithm is the optimal algorithm for finding a desired object from an unsorted collection of items. Although it was discovered in the context of quantum computation, it is simple and versatile enough to be…

General Physics · Physics 2007-12-03 Aavishkar A. Patel

An intensive line of research on fixed parameter tractability of integer programming is focused on exploiting the relation between the sparsity of a constraint matrix $A$ and the norm of the elements of its Graver basis. In particular,…

Discrete Mathematics · Computer Science 2023-06-21 Marcin Brianski , Martin Koutecky , Daniel Kral , Kristyna Pekarkova , Felix Schroder

The traditional class of elliptical distributions is extended to allow for asymmetries. A completely robust dispersion matrix estimator (the `spectral estimator') for the new class of `generalized elliptical distributions' is presented. It…

Physics and Society · Physics 2007-05-23 Gabriel Frahm , Uwe Jaekel

Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…

Machine Learning · Computer Science 2021-08-30 Riikka Huusari , Sahely Bhadra , Cécile Capponi , Hachem Kadri , Juho Rousu

A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves…

Numerical Analysis · Mathematics 2022-07-26 Gianluca Ceruti , Christian Lubich , Dominik Sulz

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

In this paper we present a new efficient variant to compute strong Gr\"obner basis over quotients of principal ideal domains. We show an easy lifting process which allows us to reduce one computation over the quotient $R/nR$ to two…

Commutative Algebra · Mathematics 2019-06-21 Christian Eder , Tommy Hofmann

Specify a randomized algorithm that, given a very large graph or network, extracts a random subgraph. What can we learn about the input graph from a single subsample? We derive laws of large numbers for the sampler output, by relating…

Statistics Theory · Mathematics 2017-10-13 Peter Orbanz

World models simulate environment dynamics from raw sensory inputs like video. However, using them for planning can be challenging due to the vast and unstructured search space. We propose a robust and highly parallelizable planner that…

Machine Learning · Computer Science 2026-02-03 Michael Psenka , Michael Rabbat , Aditi Krishnapriyan , Yann LeCun , Amir Bar

Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to…

Machine Learning · Statistics 2016-12-13 Shen-Yi Zhao , Ru Xiang , Ying-Hao Shi , Peng Gao , Wu-Jun Li