A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New clustering method reduces data redundancy for better summaries.
A popular trick for computing a pairwise co-occurrence matrix is the product of an incidence matrix and its transpose. We present an analog for higher order tuple co-occurrences using the face-splitting product, or alternately known as the transpose Khatri-Rao product. These higher order co-occurrences encode the commo…
We introduce a kernel approximation strategy that enables computation of the Gaussian process log marginal likelihood and all hyperparameter derivatives in time. Our GRIEF kernel consists of eigenfunctions found using a Nystrom approximation from a dense Cartesian product grid of inducing points. B…
We present a technique for significantly speeding up Alternating Least Squares (ALS) and Gradient Descent (GD), two widely used algorithms for tensor factorization. By exploiting properties of the Khatri-Rao product, we show how to efficiently address a computationally challenging sub-step of both algorithms. Our algor…
Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of…
A new algorithm speeds up CP decomposition for large tensors.
Graphical notation simplifies tensor operations and decompositions.