相关论文: Multi-level projection with exponential parallel s…

Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…

Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional data approximations. In order to represent data with interpretability in data science, researchers develop data-centric skeletonized low…

Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…

Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the $\ell_1$-norm. However, several important learning applications cannot benefit from this approach as…

Computation of a signal's estimated covariance matrix is an important building block in signal processing, e.g., for spectral estimation. Each matrix element is a sum of products of elements in the input matrix taken over a sliding window.…

We observe $(X_i,Y_i)_{i=1}^n$ where the $Y_i$'s are real valued outputs and the $X_i$'s are $m\times T$ matrices. We observe a new entry $X$ and we want to predict the output $Y$ associated with it. We focus on the high-dimensional…

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

In this paper, a novel architecture of electro-optical neural networks based on the time-stretch method is proposed and numerically simulated. By stretching time-domain ultrashort pulses, multiplications of large scale weight matrices and…

Neural networks have proven to be extremely powerful tools for modern artificial intelligence applications, but computational and storage complexity remain limiting factors. This paper presents two compatible contributions towards reducing…

Artificial intelligence workloads, especially transformer models, exhibit emergent sparsity in which computations perform selective sparse access to dense data. The workloads are inefficient on hardware designed for dense computations and…

In this work, we study the trade-off between the running time of approximation algorithms and their approximation guarantees. By leveraging a structure of the `hard' instances of the Arora-Rao-Vazirani lemma [JACM'09], we show that the…

Structural network embedding is a crucial step in enabling effective downstream tasks for complex systems that aims to project a network into a lower-dimensional space while preserving similarities among nodes. We introduce a simple and…

A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…

In this paper, we introduce and study the multilevel-planarity testing problem, which is a generalization of upward planarity and level planarity. Let $G = (V, E)$ be a directed graph and let $\ell: V \to \mathcal P(\mathbb Z)$ be a…

In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…

We introduce the Multilevel Euler-Maruyama (ML-EM) method compute solutions of SDEs and ODEs using a range of approximators $f^1,\dots,f^k$ to the drift $f$ with increasing accuracy and computational cost, only requiring a few evaluations…

Recurrent Neural Networks (RNN) are widely used for learning sequences in applications such as EEG classification. Complex RNNs could be hardly deployed on wearable devices due to their computation and memory-intensive processing patterns.…

Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$,…