相关论文: Polynomial Linear Programming with Gaussian Belief…

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider…

The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based…

Semidefinite programs are optimization methods with a wide array of applications, such as approximating difficult combinatorial problems. One such semidefinite program is the Goemans-Williamson algorithm, a popular integer relaxation…

Belief propagation is known to perform extremely well in many practical statistical inference and learning problems using graphical models, even in the presence of multiple loops. The iterative use of belief propagation algorithm on loopy…

Belief Propagation (BP) is an efficient message-passing algorithm widely used for inference in graphical models and for solving various problems in statistical physics. However, BP often yields inaccurate estimates of order parameters and…

Backpropagation (BP) is widely used for calculating gradients in deep neural networks (DNNs). Applied often along with stochastic gradient descent (SGD) or its variants, BP is considered as a de-facto choice in a variety of machine learning…

The ADMM-based interior point (ABIP, Lin et al. 2021) method is a hybrid algorithm that effectively combines interior point method (IPM) and first-order methods to achieve a performance boost in large-scale linear optimization. Different…

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation.…

Hyperbolic polynomials is a class of real-roots polynomials that has wide range of applications in theoretical computer science. Each hyperbolic polynomial also induces a hyperbolic cone that is of particular interest in optimization due to…

A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…

Resource allocation problems are usually solved with specialized methods exploiting their general sparsity and problem-specific algebraic structure. We show that the sparsity structure alone yields a closed-form Newton search direction for…

In this paper, we consider the Gaussian process (GP) bandit optimization problem in a non-stationary environment. To capture external changes, the black-box function is allowed to be time-varying within a reproducing kernel Hilbert space…

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

Belief propagation (BP) is an iterative method to perform approximate inference on arbitrary graphical models. Whether BP converges and if the solution is a unique fixed point depends on both the structure and the parametrization of the…

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…

We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions…

Effectively compressing and optimizing tensor networks requires reliable methods for fixing the latent degrees of freedom of the tensors, known as the gauge. Here we introduce a new algorithm for gauging tensor networks using belief…

This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…