相关论文: SVD-MPE: An SVD-Based Vector Extrapolation Method …

In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary…

Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…

This paper proposes a neural network approach based on Error Back Propagation (EBP) for classification of different eye images. To reduce the complexity of layered neural network the dimensions of input vectors are optimized using Singular…

We introduce Venn Diagram (VD) Prompting, an innovative prompting technique which allows Large Language Models (LLMs) to combine and synthesize information across complex, diverse and long-context documents in knowledge-intensive…

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…

Large collections of matrices arise throughout modern machine learning, signal processing, and scientific computing, where they are commonly compressed by concatenation followed by truncated singular value decomposition (SVD). This strategy…

In a Jacobi--Davidson (JD) type method for singular value decomposition (SVD) problems, called JDSVD, a large symmetric and generally indefinite correction equation is solved iteratively at each outer iteration, which constitutes the inner…

We consider $N$-way data arrays and low-rank tensor factorizations where the time mode is coded as a sparse linear combination of temporal elements from an over-complete library. Our method, Shape Constrained Tensor Decomposition (SCTD) is…

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Printed Electronics (PE) technology has emerged as a promising alternative to silicon-based computing. It offers attractive properties such as on-demand ultra-low-cost fabrication, mechanical flexibility, and conformality. However, PE are…

We propose a novel algorithmic framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-gradient (VMOR-HPE) method with a global convergence guarantee for the maximal monotone operator inclusion problem. Its iteration complexities…

Many differentially private and classical non-private graph algorithms rely crucially on determining whether some property of each vertex meets a threshold. For example, for the $k$-core decomposition problem, the classic peeling algorithm…

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into…

Accurately delineating the visual pathway (VP) is crucial for understanding the human visual system and diagnosing related disorders. Exploring multi-parametric MR imaging data has been identified as an important way to delineate VP.…

This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…

Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods…

Singular Value Decomposition (SVD) is a technique based on linear projection theory, which has been frequently used for data analysis. It constitutes an optimal (in the sense of least squares) decomposition of a matrix in the most relevant…

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…