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Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

Latent position models (LPMs) are a large and popular class of models for random graphs. However, fitting Bayesian LPMs is computationally challenging - computing the likelihood even once takes time that is quadratic in the number of…

Computation · Statistics 2026-05-29 Zonghao Li , Aaron Smith

Dimensionality reduction is an essential technique for multi-way large-scale data, i.e., tensor. Tensor ring (TR) decomposition has become popular due to its high representation ability and flexibility. However, the traditional TR…

Numerical Analysis · Mathematics 2024-12-20 Longhao Yuan , Chao Li , Jianting Cao , Qibin Zhao

Machine-learning interatomic potentials (MLIPs) have made a significant contribution to the recent progress in the fields of computational materials and chemistry due to the MLIPs' ability of accurately approximating energy landscapes of…

Computational Physics · Physics 2024-09-20 Max Hodapp , Alexander Shapeev

We consider the problem of learning an $\varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample…

Machine Learning · Computer Science 2024-05-13 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…

Data Structures and Algorithms · Computer Science 2013-04-08 Kenneth L. Clarkson , David P. Woodruff

The problem of the minimization of least squares functionals with $\ell^1$ penalties is considered in an infinite dimensional Hilbert space setting. While there are several algorithms available in the finite dimensional setting there are…

Numerical Analysis · Mathematics 2010-10-26 Dirk A. Lorenz

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

The \emph{top-$k$-sum} operator computes the sum of the largest $k$ components of a given vector. The Euclidean projection onto the top-$k$-sum sublevel set serves as a crucial subroutine in iterative methods to solve composite…

Optimization and Control · Mathematics 2026-03-26 Jake Roth , Ying Cui

Increasing resolution and coverage of astrophysical and climate data necessitates increasingly sophisticated models, often pushing the limits of computational feasibility. While emulation methods can reduce calculation costs, the neural…

Earth and Planetary Astrophysics · Physics 2025-06-25 Tara P. A. Tahseen , Luís F. Simões , Kai Hou Yip , Nikolaos Nikolaou , João M. Mendonça , Ingo P. Waldmann

In this article, we introduce, a novel open-source framework designed for efficient parallel computation of projections in tomography leveraging either multiple CPU cores or GPUs. This framework efficiently implements forward and back…

Medical Physics · Physics 2023-12-18 Georg Schramm , Kris Thielemans

Asynchronous parallel implementations of stochastic gradient (SG) have been broadly used in solving deep neural network and received many successes in practice recently. However, existing theories cannot explain their convergence and…

Optimization and Control · Mathematics 2019-04-22 Xiangru Lian , Yijun Huang , Yuncheng Li , Ji Liu

An efficient algorithm to enumerate the vertices of a two-dimensional (2D) projection of a polytope, is presented in this paper. The proposed algorithm uses the support function of the polytope to be projected and enumerated for vertices.…

Computational Geometry · Computer Science 2016-12-01 Amit Gurung , Rajarshi Ray

Novel sparse reconstruction algorithms are proposed for beamspace channel estimation in massive multiple-input multiple-output systems. The proposed algorithms minimize a least-squares objective having a nonconvex regularizer. This…

Information Theory · Computer Science 2021-12-02 Pengxia Wu , Julian Cheng

Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we…

Machine Learning · Computer Science 2026-04-07 Nikita Gabdullin , Ilya Androsov

Latent class models are powerful statistical modeling tools widely used in psychological, behavioral, and social sciences. In the modern era of data science, researchers often have access to response data collected from large-scale surveys…

Methodology · Statistics 2025-01-08 Zhenghao Zeng , Yuqi Gu , Gongjun Xu

We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…

Machine Learning · Computer Science 2018-05-25 Anastasios Kyrillidis

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in \mathbb{R}^n} \|A x - b\|_2$, where $A \in \mathbb{R}^{m…

Data Structures and Algorithms · Computer Science 2012-02-21 Xiangrui Meng , Michael A. Saunders , Michael W. Mahoney
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