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This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…

Stochastic gradient methods (SGMs) have been extensively used for solving stochastic problems or large-scale machine learning problems. Recent works employ various techniques to improve the convergence rate of SGMs for both convex and…

We consider parallel, or low adaptivity, algorithms for submodular function maximization. This line of work was recently initiated by Balkanski and Singer and has already led to several interesting results on the cardinality constraint and…

Reducing the computational time required by high-fidelity, full order models (FOMs) for the solution of problems in cardiac mechanics is crucial to allow the translation of patient-specific simulations into clinical practice. While FOMs,…

The analysis of second-order optimization methods based either on sub-sampling, randomization or sketching has two serious shortcomings compared to the conventional Newton method. The first shortcoming is that the analysis of the iterates…

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

General sparse matrix-matrix multiplication (SpGEMM) is a fundamental building block for numerous applications such as algebraic multigrid method (AMG), breadth first search and shortest path problem. Compared to other sparse BLAS routines,…

Multidimensional Retiming is one of the most important optimization techniques to improve timing parameters of nested loops. It consists in exploring the iterative and recursive structures of loops to redistribute computation nodes on cycle…

It is well known that for singular inconsistent range-symmetric linear systems, the generalized minimal residual (GMRES) method determines a least squares solution without breakdown. The reached least squares solution may be or not be the…

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Gradient descent, and coordinate descent in particular, are core tools in machine learning and elsewhere. Large problem instances are common. To help solve them, two orthogonal approaches are known: acceleration and parallelism. In this…

In parallel simulation, convergence and parallelism are often seen as inherently conflicting objectives. Improved parallelism typically entails lighter local computation and weaker coupling, which unavoidably slow the global convergence.…

Contraction Hierarchies is a successful speedup-technique to Dijkstra's seminal shortest path algorithm that has a convenient trade-off between preprocessing and query times. We investigate a shared-memory parallel implementation that uses…

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

This article proposes modifications to standard low order finite element approximations of the Stokes system with the goal of improving both the approximation quality and the parallel algebraic solution process. Different from standard…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

This thesis introduces PEMS2, an improvement to PEMS (Parallel External Memory System). PEMS executes Bulk-Synchronous Parallel (BSP) algorithms in an External Memory (EM) context, enabling computation with very large data sets which exceed…

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…