English
Related papers

Related papers: Learning Sparse Approximate Inverse Preconditioner…

200 papers

We present a new deep learning paradigm for the generation of sparse approximate inverse (SPAI) preconditioners for matrix systems arising from the mesh-based discretization of elliptic differential operators. Our approach is based upon the…

Machine Learning · Computer Science 2024-05-21 Mou Li , He Wang , Peter K. Jimack

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

Low-precision arithmetic has had a transformative effect on the training of neural networks, reducing computation, memory and energy requirements. However, despite its promise, low-precision arithmetic has received little attention for…

Machine Learning · Computer Science 2022-07-15 Wesley J. Maddox , Andres Potapczynski , Andrew Gordon Wilson

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

The mechanical properties of periodic microstructures are pivotal in various engineering applications. Homogenization theory is a powerful tool for predicting these properties by averaging the behavior of complex microstructures over a…

Computational Physics · Physics 2025-10-06 Yu Xing , Yang Liu , Lipeng Chen , Huiping Tang , Lin Lu

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…

Numerical Analysis · Mathematics 2007-12-24 Andrew V. Knyazev , Ilya Lashuk

We present the design and optimization of a linear solver on General Purpose GPUs for the efficient and high-throughput evaluation of the marginalized graph kernel between pairs of labeled graphs. The solver implements a preconditioned…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-20 Yu-Hang Tang , Oguz Selvitopi , Doru Popovici , Aydın Buluç

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

The linear conjugate gradient method is widely used in physical simulation, particularly for solving large-scale linear systems derived from Newton's method. The nonlinear conjugate gradient method generalizes the conjugate gradient method…

Optimization and Control · Mathematics 2024-05-15 Xing Shen , Runyuan Cai , Mengxiao Bi , Tangjie Lv

Despite impressive performance, deep neural networks require significant memory and computation costs, prohibiting their application in resource-constrained scenarios. Sparse training is one of the most common techniques to reduce these…

Machine Learning · Computer Science 2023-12-06 Bowen Lei , Dongkuan Xu , Ruqi Zhang , Shuren He , Bani K. Mallick

In a modern observational study based on healthcare databases, the number of observations and of predictors typically range in the order of $10^5$ ~ $10^6$ and of $10^4$ ~ $10^5$. Despite the large sample size, data rarely provide…

Computation · Statistics 2022-03-30 Akihiko Nishimura , Marc A. Suchard

Within high-performance computing (HPC), solving large sparse linear systems efficiently remains paramount, with iterative methods being the predominant choice. However, the performance of these methods is tightly coupled to the aptness of…

Numerical Analysis · Mathematics 2023-12-27 Michael Souza , Luiz M. Carvalho , Douglas Augusto , Jairo Panetta , Paulo Goldfeld , José R. P. Rodrigues

We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-30 Tianyu Liang , Chao Chen , Yotam Yaniv , Hengrui Luo , David Tench , Xiaoye S. Li , Aydin Buluc , James Demmel

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

Learned graph neural networks (GNNs) have recently been established as fast and accurate alternatives for principled solvers in simulating the dynamics of physical systems. In many application domains across science and engineering,…

Machine Learning · Computer Science 2022-06-03 Qingqing Zhao , David B. Lindell , Gordon Wetzstein

The nonlinear (preconditioned) conjugate gradient N(P)CG method and the locally optimal (preconditioned) minimal residual LO(P)MR method, both of which are used for the iterative computation of sparse approximate inverses (SPAIs) of…

Numerical Analysis · Mathematics 2025-11-14 Nicolas Venkovic , Hartwig Anzt