Related papers: Accelerating the Computation of Tensor $Z$-eigenva…
Tensor-valued data benefits greatly from dimension reduction as the reduction in size is exponential in the number of modes. To achieve maximal reduction without loss in information, our objective in this work is to give an automated…
In this paper, we propose, analyze and demonstrate a dynamic momentum method to accelerate power and inverse power iterations with minimal computational overhead. The method can be applied to real diagonalizable matrices, is provably…
In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…
We propose a new modification of Newton iteration for finding some nonnegative Z-eigenpairs of a nonnegative tensor. The method has local quadratic convergence to a nonnegative eigenpair of a nonnegative tensor, under the usual assumption…
We discuss how to evaluate the proximal operator of a convex and increasing function of a nuclear norm, which forms the key computational step in several first-order optimization algorithms such as (accelerated) proximal gradient descent…
This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…
Improved EM strategies, based on the idea of efficient data augmentation (Meng and van Dyk 1997, 1998), are presented for ML estimation of mixture proportions. The resulting algorithms inherit the simplicity, ease of implementation, and…
Anderson acceleration (AA) as an efficient technique for speeding up the convergence of fixed-point iterations may be designed for accelerating an optimization method. We propose a novel optimization algorithm by adapting Anderson…
Tensors are a natural way to express correlations among many physical variables, but storing tensors in a computer naively requires memory which scales exponentially in the rank of the tensor. This is not optimal, as the required memory is…
The main challenge with the tensor completion problem is a fundamental tension between computation power and the information-theoretic sample complexity rate. Past approaches either achieve the information-theoretic rate but lack practical…
In this paper, we focus on a special class of symmetric tensors, which can be orthogonally diagonalizable, and investigate their Z-eigenpairs problem. We show that the eigenpairs can be uniformly expressed using several basic eigenpairs,…
We study the general approach to accelerating the convergence of the most widely used solution method of Markov decision processes with the total expected discounted reward. Inspired by the monotone behavior of the contraction mappings in…
Tensor completion is a natural higher-order generalization of matrix completion where the goal is to recover a low-rank tensor from sparse observations of its entries. Existing algorithms are either heuristic without provable guarantees,…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…
We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…
In this paper we are interested in the approximation of fractional powers of self-adjoint positive operators. Starting from the integral representation of the operators, we apply the trapezoidal rule combined with a single-exponential and a…
Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of…
In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…
We consider convex optimization problems with the objective function having Lipshitz-continuous $p$-th order derivative, where $p\geq 1$. We propose a new tensor method, which closes the gap between the lower…
Iteratively reweighted $\ell_1$ algorithm is a popular algorithm for solving a large class of optimization problems whose objective is the sum of a Lipschitz differentiable loss function and a possibly nonconvex sparsity inducing…