Related papers: Scalable Binary CUR Low-Rank Approximation Algorit…
Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…
A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…
Advancements in quantum computing are fuelling emerging applications across disciplines, including finance, where quantum and quantum-inspired algorithms can now make market predictions, detect fraud, and optimize portfolios. Expanding this…
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…
A scalable algorithm for solving compact banded linear systems on distributed memory architectures is presented. The proposed method factorizes the original system into two levels of memory hierarchies, and solves it using parallel cyclic…
Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…
In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…
As electronic structure simulations continue to grow in size, the system-size scaling of computational costs increases in importance relative to cost prefactors. Presently, linear-scaling costs for three-dimensional systems are only…
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…
This work introduces a parallel and rank-adaptive matrix integrator for dynamical low-rank approximation. The method is related to the previously proposed rank-adaptive basis update & Galerkin (BUG) integrator but differs significantly in…
To witness quantum advantages in practical settings, substantial efforts are required not only at the hardware level but also on theoretical research to reduce the computational cost of a given protocol. Quantum computation has the…
In this paper, we propose a new framework for designing fast parallel algorithms for fundamental statistical subset selection tasks that include feature selection and experimental design. Such tasks are known to be weakly submodular and are…
Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art…
The low-rank tensor approximation is very promising for the compression of deep neural networks. We propose a new simple and efficient iterative approach, which alternates low-rank factorization with a smart rank selection and fine-tuning.…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
Supercomputers are equipped with an increasingly large number of cores to use computational power as a way of solving problems that are otherwise intractable. Unfortunately, getting serial algorithms to run in parallel to take advantage of…
This paper develops two orthogonal contributions to scalable sparse regression for competing risks time-to-event data. First, we study and accelerate the broken adaptive ridge method (BAR), an $\ell_0$-based iteratively reweighted…
The discrete distribution clustering algorithm, namely D2-clustering, has demonstrated its usefulness in image classification and annotation where each object is represented by a bag of weighed vectors. The high computational complexity of…
This paper revisits cluster-based retrieval that partitions the inverted index into multiple groups and skips the index partially at cluster and document levels during online inference using a learned sparse representation. It proposes an…
We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…