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We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error.…

Machine Learning · Computer Science 2016-10-31 Felix X. Yu , Ananda Theertha Suresh , Krzysztof Choromanski , Daniel Holtmann-Rice , Sanjiv Kumar

Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…

Optimization and Control · Mathematics 2019-08-26 Jingyi Zhu , Long Wang , James C. Spall

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

Random backpropagation (RBP) is a variant of the backpropagation algorithm for training neural networks, where the transpose of the forward matrices are replaced by fixed random matrices in the calculation of the weight updates. It is…

Machine Learning · Computer Science 2017-12-25 Pierre Baldi , Peter Sadowski , Zhiqin Lu

The main objective of fair statistical modeling and machine learning is to minimize or eliminate biases that may arise from the data or the model itself, ensuring that predictions and decisions are not unjustly influenced by sensitive…

Machine Learning · Statistics 2025-04-03 Xueyu Zhou , Chun Yin IP , Jian Huang

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

Traditional search algorithms for computer hologram generation such as Direct Search and Simulated Annealing offer some of the best hologram qualities at convergence when compared to rival approaches. Their slow generation times and high…

Image and Video Processing · Electrical Eng. & Systems 2020-08-28 Peter J. Christopher , Jamie D. Lake , Daoming Dong , Hannah J. Joyce , Timothy D. Wilkinson

Over the past decade, stochastic algorithms have emerged as scalable and efficient tools for solving large-scale ill-posed inverse problems by randomly selecting subsets of equations at each iteration. However, due to the ill-posedness and…

Numerical Analysis · Mathematics 2025-09-09 Harshit Bajpai , Gaurav Mittal , Ankik Kumar Giri

Floating point error is a drawback of embedded systems implementation that is difficult to avoid. Computing rigorous upper bounds of roundoff errors is absolutely necessary for the validation of critical software. This problem of computing…

Numerical Analysis · Computer Science 2018-02-14 Victor Magron , Alexandre Rocca , Thao Dang

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

Benchmarking methods that can be adapted to multi-qubit systems are essential for assessing the overall or "holistic" performance of nascent quantum processors. The current industry standard is Clifford randomized benchmarking (RB), which…

Quantifying errors and losses due to the use of Floating-Point (FP) calculations in industrial scientific computing codes is an important part of the Verification, Validation and Uncertainty Quantification (VVUQ) process. Stochastic…

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively…

Data Structures and Algorithms · Computer Science 2019-10-22 Sepehr Abbasi-Zadeh , Nikhil Bansal , Guru Guruganesh , Aleksandar Nikolov , Roy Schwartz , Mohit Singh

The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a…

Optimization and Control · Mathematics 2015-07-30 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa , Pavel Shcherbakov

3D Gaussian splatting (3DGS) is a popular radiance field method, with many application-specific extensions. Most variants rely on the same core algorithm: depth-sorting of Gaussian splats then rasterizing in primitive order. This ensures…

Computer Vision and Pattern Recognition · Computer Science 2025-04-01 Shakiba Kheradmand , Delio Vicini , George Kopanas , Dmitry Lagun , Kwang Moo Yi , Mark Matthews , Andrea Tagliasacchi

One of the greatest success stories of randomized algorithms for linear algebra has been the development of fast, randomized algorithms for highly overdetermined linear least-squares problems. However, none of the existing algorithms is…

Numerical Analysis · Mathematics 2025-08-21 Ethan N. Epperly , Maike Meier , Yuji Nakatsukasa

Locating a target is key in many applications, namely in high-stakes real-world scenarios, like detecting humans or obstacles in vehicular networks. In scenarios where precise statistics of the measurement noise are unavailable,…

Optimization and Control · Mathematics 2022-08-17 João Domingos , Cláudia Soares , João Xavier

Few-shot recognition learns a recognition model with very few (e.g., 1 or 5) images per category, and current few-shot learning methods focus on improving the average accuracy over many episodes. We argue that in real-world applications we…

Computer Vision and Pattern Recognition · Computer Science 2022-07-26 Minghao Fu , Yun-Hao Cao , Jianxin Wu

Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…

Machine Learning · Computer Science 2018-09-20 Lingfei Wu , Ian E. H. Yen , Jie Chen , Rui Yan
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