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Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

Machine Learning · Statistics 2023-09-12 Qing Chang , Max Goplerud

For approximately solving linear ill-posed problems in Hilbert spaces, we investigate the regularization properties of the aggregation method and the RatCG method. These recent algorithms use previously calculated solutions of Tikhonov…

Numerical Analysis · Mathematics 2026-01-16 Stefan Kindermann

Krylov subspace methods for solving linear systems of equations involving skew-symmetric matrices have gained recent attention. Numerical equivalences among Krylov subspace methods for nonsingular skew-symmetric linear systems have been…

Numerical Analysis · Mathematics 2023-08-01 Kui Du , Jia-Jun Fan , Xiao-Hui Sun , Fang Wang , Ya-Lan Zhang

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

Machine Learning · Computer Science 2016-08-23 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…

Numerical Analysis · Mathematics 2026-02-12 Zhongxiao Jia , Xinyuan Wan

This paper develops the sketching (i.e., randomized dimension reduction) theory for real algebraic varieties and images of polynomial maps, including, e.g., the set of low rank tensors and tensor networks. Through the lens of norming sets,…

Numerical Analysis · Mathematics 2025-06-06 Yifan Zhang , Joe Kileel

We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation,…

Optimization and Control · Mathematics 2019-09-10 Jose S. Rodriguez , Carl D. Laird , Victor M. Zavala

This paper describes solution methods for linear discrete ill-posed problems defined by third order tensors and the t-product formalism introduced in [M. E. Kilmer and C. D. Martin, Factorization strategies for third order tensors, Linear…

Numerical Analysis · Mathematics 2021-10-12 Lothar Reichel , Ugochukwu O. Ugwu

Machine learning solvers for partial differential equations (PDEs) have attracted growing interest. However, most existing approaches, such as neural network solvers, rely on stochastic training, which is inefficient and typically requires…

Machine Learning · Computer Science 2026-03-27 Qiwei Yuan , Zhitong Xu , Yinghao Chen , Yiming Xu , Houman Owhadi , Shandian Zhe

Stochastic Alternating Least Squares (SALS) is a method that approximates the canonical decomposition of averages of sampled random tensors. Its simplicity and efficient memory usage make SALS an ideal tool for decomposing tensors in an…

Numerical Analysis · Mathematics 2020-04-28 Yanzhao Cao , Somak Das , Luke Oeding , Hans-Werner van Wyk

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

In this paper we propose efficient randomized fixed-precision techniques for low tubal rank approximation of tensors. The proposed methods are faster and more efficient than the existing fixed-precision algorithms for approximating the…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Cesar F. Caiafa , Andre L. F. de Almeidad

Iterative Krylov projection methods have become widely used for solving large-scale linear inverse problems. However, methods based on orthogonality include the computation of inner-products, which become costly when the number of…

Numerical Analysis · Mathematics 2025-02-06 Malena Sabaté Landman , Ariana N. Brown , Julianne Chung , James G. Nagy

Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

Low-rank tensors appear to be prosperous in many applications. However, the sets of bounded-rank tensors are non-smooth and non-convex algebraic varieties, rendering the low-rank optimization problems to be challenging. To this end, we…

Optimization and Control · Mathematics 2024-11-22 Bin Gao , Renfeng Peng , Ya-xiang Yuan

We propose RTSMS (Randomized Tucker via Single-Mode-Sketching), a randomized algorithm for approximately computing a low-rank Tucker decomposition of a given tensor. It uses sketching and least-squares to compute the Tucker decomposition in…

Numerical Analysis · Mathematics 2023-11-28 Behnam Hashemi , Yuji Nakatsukasa

Tensor network (TN) techniques - often used in the context of quantum many-body physics - have shown promise as a tool for tackling machine learning (ML) problems. The application of TNs to ML, however, has mostly focused on supervised and…

Statistical Mechanics · Physics 2020-02-14 Edward Gillman , Dominic C. Rose , Juan P. Garrahan
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