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arXiv research

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.

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4794141188 · Jun 202019922001200920172026
48 results for Kronecker factorization

A new method for optimizing deep neural networks using TKFAC.

problem Optimizing deep neural networks with second-order methods.
method Proposes Trace-restricted Kronecker-factored Approximate Curvature (TKFAC) for Fisher information matrix approximation.
result TKFAC improves performance on deep network architectures compared to state-of-the-art algorithms.

New methods use Kronecker-factored approximations for faster deep learning optimization.

problem Optimizing deep learning models with rich curvature information.
method Approximate Hessian using Kronecker products for efficient quasi-Newton methods.
result New methods outperform first-order methods and perform comparably to second-order methods.

SINGD improves KFAC for memory-efficiency and stability in low-precision training.

problem Memory inefficiency and numerical instability of KFAC in low-precision training.
method Formulated inverse-free KFAC update and imposed structures in Kronecker factors.
result SINGD is memory-efficient and numerically robust, often outperforming AdamW in half precision.

Second-order optimization methods such as natural gradient descent have the potential to speed up training of neural networks by correcting for the curvature of the loss function. Unfortunately, the exact natural gradient is impractical to compute for large models, and most approximations either require an expensive it…

2016-02-03abs ↗pdf ↗

This paper studies iteration convergence of Kronecker graphical lasso (KGLasso) algorithms for estimating the covariance of an i.i.d. Gaussian random sample under a sparse Kronecker-product covariance model and MSE convergence rates. The KGlasso model, originally called the transposable regularized covariance model by …

2012-04-03abs ↗pdf ↗

A new optimization method reduces memory and compute requirements for deep learning.

problem Memory and compute constraints in second-order stochastic optimizers for deep learning.
method Proposes KrAD, a novel factorization to approximate inverse Fisher matrix without inversion, leading to KrADagrad.
result Improves performance over Shampoo for 32-bit precision and comparable/generalization on real datasets.

This paper investigates Shampoo's heuristics and decouples preconditioner updates.

problem Improving Shampoo's heuristics for training neural networks.
method Decomposing preconditioner updates, correcting eigenvalues, and adapting eigenbasis computation frequency.
result Principled techniques to remove Shampoo's heuristics and improve training algorithms.

Improved continual learning for neural networks with BN layers using K-FAC extension.

problem Continual learning challenges in neural networks with BN layers.
method Extended K-FAC method to account for inter-example relations, weight merging, and reparameterization for BN layers; proposed weight merging and reparameterization for BN layers; proposed method to select hyperparameters without source task data.
result Better performance in continual learning tasks with BN layers compared to baselines.

A Kronecker product model is the set of visible marginal probability distributions of an exponential family whose sufficient statistics matrix factorizes as a Kronecker product of two matrices, one for the visible variables and one for the hidden variables. We estimate the dimension of these models by the maximum rank …

2015-11-10abs ↗pdf ↗

This paper speeds up K-FAC for deep learning by focusing on only a few eigen-modes.

problem Time-consuming computation of Kronecker factors in K-FAC for large layers.
method Theoretical analysis and randomized numerical linear algebra to approximate eigen-spectrum decay.
result Reduces time complexity from cubic to quadratic in layer width, improving efficiency.

Reducing the test time resource requirements of a neural network while preserving test accuracy is crucial for running inference on resource-constrained devices. To achieve this goal, we introduce a novel network reparameterization based on the Kronecker-factored eigenbasis (KFE), and then apply Hessian-based structure…

2019-05-15abs ↗pdf ↗

K-FAC speeds up training of modern neural networks with linear weight-sharing.

problem Efficiently training modern neural networks with linear weight-sharing layers.
method Kronecker-Factored Approximate Curvature (K-FAC) applied to linear weight-sharing layers.
result K-FAC-reduce is generally faster than K-FAC-expand for deep linear networks.

Researchers solve the realization of Jordan-Kronecker invariants in Lie algebras.

problem Identifying which Jordan-Kronecker invariants can be realized by Lie algebras.
method Analyzing the Kronecker and Jordan cases, proving impossibility for certain invariants, and describing realizability for others.
result Complete solution for Jordan and Kronecker cases, partial answers for others.

Enhances Deep Hedging with K-FAC for financial data.

problem High computational burden in training neural networks for financial applications.
method Integrates Kronecker-Factored Approximate Curvature (K-FAC) optimization with LSTM networks.
result Significant improvements in convergence and hedging efficacy, reducing transaction costs and P&L variance.

New methods improve Fisher Matrix approximations for neural networks at low cost.

problem High cost of solving Fisher Information Matrix (FIM) in neural networks.
method Direct minimization via Kronecker product singular value decomposition.
result Improved approximations to FIM provide more accurate and faster optimization.

Jointly models cause-of-death mortality rates across multiple countries and genders.

problem Modeling cause-of-death mortality rates in a multinational setting.
method Multi-Output Gaussian Processes (MOGP) with Kronecker-structured kernels and latent factors.
result Efficiently captures heterogeneity and dependence across different factor inputs.

Gaussian Conditional Random Fields (GCRF), as a structured regression model, is designed to achieve higher regression accuracy than unstructured predictors at the expense of execution time, taking into account the objects similarities and the outputs of unstructured predictors simultaneously. As most structural models,…

2019-09-02abs ↗pdf ↗

A new method for learning Bayesian neural networks using layerwise inference.

problem Learning Bayesian neural networks efficiently and accurately.
method Bayesian layerwise inference, treating neural networks as stacked Bayesian linear models, with pseudo-targets defined by backpropagated gradients.
result The method converges quickly and performs well on various benchmarks.

Study on rotational hypersurfaces with constant Gauss-Kronecker curvature.

problem Exploring hypersurfaces with constant Gauss-Kronecker curvature.
method Solving ODE for generating curves and analyzing geometric properties.
result Discovery of non-compact rotational hypersurfaces with negative Gauss-Kronecker curvature and finite volume.

Machine learning predicts Kronecker coefficients with high accuracy.

problem Predicting Kronecker coefficients from tensor products of symmetric group representations.
method Training machine learning models (NN, CNN, GBDT) to classify Kronecker coefficients as zero or non-zero.
result Trained models achieve high accuracy (0.98\approx 0.98) in classifying Kronecker coefficients.

Kronecker Products (KP) have been used to compress IoT RNN Applications by 15-38x compression factors, achieving better results than traditional compression methods. However when KP is applied to large Natural Language Processing tasks, it leads to significant accuracy loss (approx 26%). This paper proposes a way to re…

2020-01-24abs ↗pdf ↗

Bayesian method estimates Kronecker graphical models from autoregressive processes.

problem Estimating Kronecker graphical models from autoregressive Gaussian processes.
method Bayesian approach to estimate Kronecker graphical models.
result Effectiveness demonstrated through numerical experiments and real-world data application.

TensorSketch is an oblivious linear sketch introduced in Pagh'13 and later used in Pham, Pagh'13 in the context of SVMs for polynomial kernels. It was shown in Avron, Nguyen, Woodruff'14 that TensorSketch provides a subspace embedding, and therefore can be used for canonical correlation analysis, low rank approximation…

2017-12-27abs ↗pdf ↗

EiGLasso speeds up sparse Kronecker-sum covariance estimation.

problem Sparse Kronecker-sum inverse covariance estimation challenges in scalability and parameter identification.
method Newton's method combined with eigendecomposition of sample and feature graphs, approximating Hessian for speed.
result Two to three orders-of-magnitude speed-up on simulated and real-world data.

Scalable Gaussian processes with latent Kronecker structure for large datasets.

problem Limited scalability of Gaussian processes for large datasets.
method Leveraging latent Kronecker structure, projecting kernel matrix onto latent Kronecker product, using iterative linear system solvers and pathwise conditioning.
result Outperforms state-of-the-art sparse and variational GPs on real-world datasets with up to five million examples.

In this paper we consider the use of the space vs. time Kronecker product decomposition in the estimation of covariance matrices for spatio-temporal data. This decomposition imposes lower dimensional structure on the estimated covariance matrix, thus reducing the number of samples required for estimation. To allow a sm…

2013-07-27abs ↗pdf ↗

Efficiently models learning curves using Gaussian processes with latent Kronecker structure.

problem Joint modeling of machine learning model performance across hyper-parameters and training progress.
method Imposes latent Kronecker structure to leverage efficient product kernels and handle missing values.
result Matches the performance of a Transformer on a learning curve prediction task.

How can we model networks with a mathematically tractable model that allows for rigorous analysis of network properties? Networks exhibit a long list of surprising properties: heavy tails for the degree distribution; small diameters; and densification and shrinking diameters over time. Most present network models eithe…

2008-12-29abs ↗pdf ↗

We consider the problem of matrix approximation and denoising induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a few Kronecker products of matrices, which we refer to as the Kronecker product approximation (KoPA). Because the Kronecker product is an ex…

2019-12-05abs ↗pdf ↗

The study predicts Kronecker coefficients using interpretable machine learning models.

problem Predicting Kronecker coefficients of the symmetric group.
method Employed interpretable machine learning models with input features of triples of partitions and b-loadings.
result Achieved an accuracy of approximately 83% and over 99% with transformer-based models.

We consider the problem of recovering a low-rank tensor from its noisy observation. Previous work has shown a recovery guarantee with signal to noise ratio O(nK/2/2)O(n^{\lceil K/2 \rceil /2}) for recovering a KKth order rank one tensor of size n××nn\times \cdots \times n by recursive unfolding. In this paper, we first improve…

2015-03-18abs ↗pdf ↗

Recurrent Neural Networks (RNN) can be difficult to deploy on resource constrained devices due to their size.As a result, there is a need for compression techniques that can significantly compress RNNs without negatively impacting task accuracy. This paper introduces a method to compress RNNs for resource constrained e…

2019-06-07abs ↗pdf ↗

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by means of specific structure, such as sparsity, low-rankness, or nonnegativity. Unfo…

2018-01-18abs ↗pdf ↗

We investigate complete minimal hypersurfaces in the Euclidean space % \ {R}^{4}, with Gauss-Kronecker curvature identically zero. We prove that, if f:M3R4f:M^{3}\to {R}^{4} is a complete minimal hypersurface with Gauss-Kronecker curvature identically zero, nowhere vanishing second fundamental form and scalar curvature b…

2004-11-29abs ↗pdf ↗