相关论文: Half-Precision Kronecker Product SVD Preconditione…

This paper provides a general solution for the Kronecker product decomposition (KPD) of vectors, matrices, and hypermatrices. First, an algorithm, namely, monic decomposition algorithm (MDA), is reviewed. It consists of a set of projections…

Separable nonlinear least squares problems appear in many inverse problems, including semi-blind image deblurring. The variable projection (VarPro) method provides an efficient approach for solving such problems by eliminating linear…

In this paper, we are concerned with efficiently solving the sequences of regularized linear least squares problems associated with employing Tikhonov-type regularization with regularization operators designed to enforce edge recovery. An…

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Evaluating the entanglement spectrum is essential for characterizing exotic quantum phases such as quantum criticality and topological order. However, for large quantum many-body systems, this task is hindered by the exponential measurement…

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

In this paper, we propose and study a technique to reduce the number of parameters and computation time in convolutional neural networks. We use Kronecker product to exploit the local structures within convolution and fully-connected…

For linearly constrained least-squares problems that depend on a vector of parameters, this paper proposes techniques for reducing the number of involved optimization variables. After first eliminating equality constraints in a numerically…

In this paper, we propose different algorithms for the solution of a tensor linear discrete ill-posed problem arising in the application of the meshless method for solving PDEs in three-dimensional space using multiquadric radial basis…

Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…

The singular value decomposition (SVD) is a powerful tool in modern numerical linear algebra, which underpins computational methods such as principal component analysis (PCA), low-rank approximations, and randomized algorithms. Many…

Second order stochastic optimizers allow parameter update step size and direction to adapt to loss curvature, but have traditionally required too much memory and compute for deep learning. Recently, Shampoo [Gupta et al., 2018] introduced a…

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…

Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major…

Model-based iterative reconstruction plays a key role in solving inverse problems. However, the associated minimization problems are generally large-scale, nonsmooth, and sometimes even nonconvex, which present challenges in designing…

Singular Value Decomposition (SVD) is one of the most useful techniques for analyzing data in linear algebra. SVD decomposes a rectangular real or complex matrix into two orthogonal matrices and one diagonal matrix. In this work we…

This paper proposes a family of online second order methods for possibly non-convex stochastic optimizations based on the theory of preconditioned stochastic gradient descent (PSGD), which can be regarded as an enhance stochastic Newton…

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…