Related papers: A polynomially accelerated fixed-point iteration f…
This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some of the output variables are also input variables, linked by a linear dependency. Fundamental examples…
Generation expansion planning (GEP) is a prominent example of capacity expansion problems in operations research. Being generally NP-hard, GEP optimization models can become intractable when nonconvex dynamics, time-coupling constraints,…
Tensor decomposition serves as a powerful primitive in statistics and machine learning, and has numerous applications in problems such as learning latent variable models or mixture of Gaussians. In this paper, we focus on using power…
Anderson Acceleration (AA) is a popular acceleration technique to enhance the convergence of fixed-point iterations. The analysis of AA approaches typically focuses on the convergence behavior of a corresponding fixed-point residual, while…
Hardware failures are a growing challenge for machine learning accelerators, many of which are based on systolic arrays. When a permanent hardware failure occurs in a systolic array, existing solutions include localizing and isolating the…
In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and…
We consider the problem of outlier robust PCA (OR-PCA) where the goal is to recover principal directions despite the presence of outlier data points. That is, given a data matrix $M^*$, where $(1-\alpha)$ fraction of the points are noisy…
Sparse principal component analysis (PCA), an important variant of PCA, attempts to find sparse loading vectors when conducting dimension reduction. This paper considers the nonsmooth Riemannian optimization problem associated with the…
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…
Tensor principal component analysis (TPCA) is a multi-linear extension of principal component analysis which converts a set of correlated measurements into several principal components. In this paper, we propose a new robust TPCA method to…
We study the computational properties of two canonical planted average-case problems -- noisy planted $k$-XOR and Tensor PCA -- by formally unifying them into a family of planted problems parametrized by tensor order $k$, number of entries…
The accelerated proximal point algorithm (APPA), also known as "Catalyst", is a well-established reduction from convex optimization to approximate proximal point computation (i.e., regularized minimization). This reduction is conceptually…
Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…
A polyhedral active set algorithm PASA is developed for solving a nonlinear optimization problem whose feasible set is a polyhedron. Phase one of the algorithm is the gradient projection method, while phase two is any algorithm for solving…
Iterative algorithms are instrumental in modern numerical simulation for solving systems arising from the discretization of PDEs. They face however significant challenges in industrial applications, such as slow convergence, limit cycle…
Multilinear transformations are key in high-performance computing (HPC) and artificial intelligence (AI) workloads, where data is represented as tensors. However, their high computational and memory demands, which grow with dimensionality,…
This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models…
Many machine learning systems are vulnerable to small perturbations made to inputs either at test time or at training time. This has received much recent interest on the empirical front due to applications where reliability and security are…
The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…
Recent empirical studies have identified fixed point iteration phenomena in deep neural networks, where the hidden state tends to stabilize after several layers, showing minimal change in subsequent layers. This observation has spurred the…