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We present an efficient block-diagonal ap- proximation to the Gauss-Newton matrix for feedforward neural networks. Our result- ing algorithm is competitive against state- of-the-art first order optimisation methods, with sometimes…

Machine Learning · Statistics 2017-06-14 Aleksandar Botev , Hippolyt Ritter , David Barber

We explore the use of transformers for solving quadratic programs and how this capability benefits decision-making problems that involve covariance matrices. We first show that the linear attention mechanism can provably solve unconstrained…

Machine Learning · Computer Science 2026-02-17 Kutay Tire , Yufan Zhang , Ege Onur Taga , Samet Oymak

In this paper we consider the application of direct methods for solving a sequence of saddle-point systems. Our goal is to design a method that reuses information from one factorization and applies it to the next one. In more detail, when…

Optimization and Control · Mathematics 2017-09-19 Jan Kuřátko

In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its…

Numerical Analysis · Mathematics 2017-05-02 J. E. Adsuara , M. A. Aloy , P. Cerdá-Durán , I. Cordero-Carrión

Matrix Lie groups are an important class of manifolds commonly used in control and robotics, and optimizing control policies on these manifolds is a fundamental problem. In this work, we propose a novel computationally efficient approach…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Gokhan Alcan , Fares J. Abu-Dakka , Ville Kyrki

We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using Paardekooper's method for skew-symmetric matrices The…

Numerical Analysis · Mathematics 2026-05-27 Simon Mataigne , P. -A. Absil

As neural networks are increasingly being applied to real-world applications, mechanisms to address distributional shift and sequential task learning without forgetting are critical. Methods incorporating network expansion have shown…

Machine Learning · Computer Science 2021-03-26 Vinay Kumar Verma , Kevin J Liang , Nikhil Mehta , Piyush Rai , Lawrence Carin

In today's information systems, the availability of massive amounts of data necessitates the development of fast and accurate algorithms to summarize these data and represent them in a succinct format. One crucial problem in big data…

Data Structures and Algorithms · Computer Science 2013-12-27 Ahmed K. Farahat , Ahmed Elgohary , Ali Ghodsi , Mohamed S. Kamel

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…

Chemical Physics · Physics 2023-06-23 Joshua Finkelstein , Christian F. A. Negre , Jean-Luc Fattebert

The idea of embedding optimization problems into deep neural networks as optimization layers to encode constraints and inductive priors has taken hold in recent years. Most existing methods focus on implicitly differentiating…

Machine Learning · Computer Science 2023-04-25 Haixiang Sun , Ye Shi , Jingya Wang , Hoang Duong Tuan , H. Vincent Poor , Dacheng Tao

Although the linear method is one of the most robust algorithms for optimizing non-linearly parametrized wavefunctions in variational Monte Carlo, it suffers from a memory bottleneck due to the fact at each optimization step a generalized…

Strongly Correlated Electrons · Physics 2020-01-29 Iliya Sabzevari , Ankit Mahajan , Sandeep Sharma

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

The maximum a posteriori (MAP) inference for determinantal point processes (DPPs) is crucial for selecting diverse items in many machine learning applications. Although DPP MAP inference is NP-hard, the greedy algorithm often finds…

Data Structures and Algorithms · Computer Science 2022-06-14 Shinichi Hemmi , Taihei Oki , Shinsaku Sakaue , Kaito Fujii , Satoru Iwata

A key problem in network theory is how to reconfigure a graph in order to optimize a quantifiable objective. Given the ubiquity of networked systems, such work has broad practical applications in a variety of situations, ranging from drug…

Machine Learning · Computer Science 2023-01-31 Christoffel Doorman , Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

In reinforcement learning (RL) for robotic manipulation, the Decision Transformer (DT) has emerged as an effective framework for addressing long-horizon tasks. However, DT's performance depends heavily on the coverage of collected…

Robotics · Computer Science 2026-05-04 Kaiyan Zhao , Borong Zhang , Yiming Wang , Xingyu Liu , Xuetao Li , Yuyang Chen , Xiaoguang Niu

This paper proposes a Newton-type method to solve numerically the eigenproblem of several diagonalizable matrices, which pairwise commute. A classical result states that these matrices are simultaneously diagonalizable. From a suitable…

Numerical Analysis · Mathematics 2022-11-07 Rima Khouja , Bernard Mourrain , Jean-Claude Yakoubsohn

This paper addresses the challenge of dynamic multi-objective optimization problems (DMOPs) by introducing novel approaches for accelerating prediction strategies within the evolutionary algorithm framework. Since the objectives of DMOPs…

Neural and Evolutionary Computing · Computer Science 2024-11-14 Ru Lei , Lin Li , Rustam Stolkin , Bin Feng

We consider an adversarially-trained version of the nonnegative matrix factorization, a popular latent dimensionality reduction technique. In our formulation, an attacker adds an arbitrary matrix of bounded norm to the given data matrix. We…

Machine Learning · Computer Science 2021-08-11 Ting Cai , Vincent Y. F. Tan , Cédric Févotte

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone
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