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In this paper we show that inverses of well-conditioned, finite-time Gramians and impulse response matrices of large-scale interconnected systems described by sparse state-space models, can be approximated by sparse matrices. The…

Systems and Control · Computer Science 2014-05-13 Aleksandar Haber , Michel Verhaegen

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

In prior work, Gupta et al. (SPAA 2022) presented a distributed algorithm for multiplying sparse $n \times n$ matrices, using $n$ computers. They assumed that the input matrices are uniformly sparse--there are at most $d$ non-zeros in each…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Chetan Gupta , Janne H. Korhonen , Jan Studený , Jukka Suomela , Hossein Vahidi

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

We propose a method for strict error control in sparse approximate matrix-matrix multiplication. The method combines an error bound and a parameter sweep to select an appropriate threshold value. The scheme for error control and the sparse…

Numerical Analysis · Mathematics 2021-06-02 Anton G. Artemov , Emanuel H. Rubensson

This is the second of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The first paper presented the original algorithm, its…

Numerical Analysis · Mathematics 2013-04-29 Chetan Jhurani

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In this paper we consider graph algorithms in models of computation where the space usage (random accessible storage, in addition to the read only input) is sublinear in the number of edges $m$ and the access to input data is constrained.…

Data Structures and Algorithms · Computer Science 2015-04-21 Kook Jin Ahn , Sudipto Guha

Support for lower precision computation is becoming more common in accelerator hardware due to lower power usage, reduced data movement and increased computational performance. However, computational science and engineering (CSE) problems…

Numerical Analysis · Mathematics 2021-05-18 Jennifer A. Loe , Christian A. Glusa , Ichitaro Yamazaki , Erik G. Boman , Sivasankaran Rajamanickam

We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…

Machine Learning · Computer Science 2022-04-19 Gideon Dresdner , Maria-Luiza Vladarean , Gunnar Rätsch , Francesco Locatello , Volkan Cevher , Alp Yurtsever

Sparse Filtering is a popular feature learning algorithm for image classification pipelines. In this paper, we connect the performance of Sparse Filtering with spectral properties of the corresponding feature matrices. This connection…

Computer Vision and Pattern Recognition · Computer Science 2015-05-26 Johannes Lederer , Sergio Guadarrama

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Matrix multiplication over the real field constitutes a foundational operation in the training of deep learning models, serving as a computational cornerstone for both forward and backward propagation processes. However, the presence of…

Information Theory · Computer Science 2025-08-07 Hao Shi , Zhengyi Jiang , Zhongyi Huang , Bo Bai , Gong Zhang , Hanxu Hou

The kernel herding algorithm is used to construct quadrature rules in a reproducing kernel Hilbert space (RKHS). While the computational efficiency of the algorithm and stability of the output quadrature formulas are advantages of this…

Numerical Analysis · Mathematics 2022-07-18 Kazuma Tsuji , Ken'ichiro Tanaka

We consider the problem of maximizing the variance explained from a data matrix using orthogonal sparse principal components that have a support of fixed cardinality. While most existing methods focus on building principal components (PCs)…

Optimization and Control · Mathematics 2022-10-14 Dimitris Bertsimas , Driss Lahlou Kitane

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

Estimation of a high dimensional precision matrix is a critical problem to many areas of statistics including Gaussian graphical models and inference on high dimensional data. Working under the structural assumption of sparsity, we propose…

Methodology · Statistics 2020-12-17 Adam B Kashlak

The inference and training stages of Graph Neural Networks (GNNs) are often dominated by the time required to compute a long sequence of matrix multiplications between the sparse graph adjacency matrix and its embedding. To accelerate these…

Data Structures and Algorithms · Computer Science 2024-09-05 João N. F. Alves , Samir Moustafa , Siegfried Benkner , Alexandre P. Francisco , Wilfried N. Gansterer , Luís M. S. Russo

In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks
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