相关论文: Generalized Selective Modal Analysis
SHAP is a popular method for measuring variable importance in machine learning models. In this paper, we study the algorithm used to estimate SHAP scores and outline its connection to the functional ANOVA decomposition. We use this…
As we know, some global optimization problems cannot be solved using analytic methods, so numeric/algorithmic approaches are used to find near to the optimal solutions for them. A stochastic global optimization algorithm (SGoal) is an…
There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…
This paper develops a new class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized sketching to accelerate subspace projection methods, such as GMRES and Rayleigh--Ritz. This approach…
In this paper, we propose a novel eigenpair-splitting method, inspired by the divide-and-conquer strategy, for solving the generalized eigenvalue problem arising from the Kohn-Sham equation. Unlike the commonly used domain decomposition…
In latest years, several advancements have been made in symbolic-numerical eigenvalue techniques for solving polynomial systems. In this article, we add to this list. We design an algorithm which solves systems with isolated solutions…
We introduce a method called multi-scale local shape analysis, or MLSA, for extracting features that describe the local structure of points within a dataset. The method uses both geometric and topological features at multiple levels of…
This paper is to build a primitive framework for a new possible extended system of real mathematical analysis - the Isomorphic Mathematical Analysis System (IMAS). It is based on some new concepts: e.g. isomorphic frame,…
This paper studies the control-oriented identification problem of set-valued moving average systems with uniform persistent excitations and observation noises. A stochastic approximation-based (SA-based) algorithm without projections or…
The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…
Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…
Methods for the reduction of the complexity of computational problems are presented, as well as their connections to renormalization, scaling, and irreversible statistical mechanics. Several statistically stationary cases are analyzed; for…
A State Space Model (SSM) is a foundation model in time series analysis, which has recently been shown as an alternative to transformers in sequence modeling. In this paper, we theoretically study the generalization of SSMs and propose…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…
This paper is concerned with the design and analysis of a fully adaptive eigenvalue solver for linear symmetric operators. After transforming the original problem into an equivalent one formulated on $\ell_2$, the space of square summable…
Time series analysis (TSA) is a longstanding research topic in the data mining community and has wide real-world significance. Compared to "richer" modalities such as language and vision, which have recently experienced explosive…
We introduce a Genetic Algorithm (GA) based, open-source project to solve multi-objective optimization problems of materials characterization data analysis including EXAFS, XPS and nanoindentation. The modular design and multiple crossover…
The Basel Committee on Banking Supervision proposed replacing all approaches for operational risk capital, including the Advanced Measurement Approach (AMA), with a simplified formula called the Standardized Measurement Approach (SMA). This…
The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…