相关论文: Unmixing Incoherent Structures of Big Data by Rand…

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

This article presents the state-of-the-art in optimal solution methods for decentralized partially observable Markov decision processes (Dec-POMDPs), which are general models for collaborative multiagent planning under uncertainty. Building…

The future of main memory appears to lie in the direction of new technologies that provide strong capacity-to-performance ratios, but have write operations that are much more expensive than reads in terms of latency, bandwidth, and energy.…

Policy Decomposition (PoDec) is a framework that lessens the curse of dimensionality when deriving policies to optimal control problems. For a given system representation, i.e. the state variables and control inputs describing a system,…

Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…

We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…

Enhancing the efficiency of iterative computation on graphs has garnered considerable attention in both industry and academia. Nonetheless, the majority of efforts focus on expediting iterative computation by minimizing the running time per…

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…

The performance of Large Language Models (LLMs) is increasingly governed by data efficiency rather than raw scaling volume. However, existing selection methods often decouple global distribution balancing from local instance selection,…

Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the…

If learning methods are to scale to the massive sizes of modern datasets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods…

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Tensor decompositions are promising tools for big data analytics as they bring multiple modes and aspects of data to a unified framework, which allows us to discover complex internal structures and correlations of data. Unfortunately most…