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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.

168,695 papers · 148 categories

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230460690920 · Jun 202019922001200920172026
48 results for Scalable Algorithms

We propose a new scalable algorithm for holistic linear regression building on Bertsimas & King (2016). Specifically, we develop new theory to model significance and multicollinearity as lazy constraints rather than checking the conditions iteratively. The resulting algorithm scales with the number of samples nn in th…

2019-02-08abs ↗pdf ↗

Paper combines scalable BMF algorithms for web-scale datasets.

problem High computational cost of Bayesian Matrix Factorization.
method Combines Posterior Propagation and asynchronous distributed implementation.
result Substantial improvements in scalability on web-scale datasets.

A scalable algorithm for GP regression selects relevant covariates efficiently.

problem Scalable variable selection in large GP regression models.
method VGPR algorithm using Vecchia approximation for sparse precision matrix, mini-batch subsampling.
result Improved scalability and accuracy in selecting relevant covariates.

DiPCA algorithm improves scalability and solution quality for time-dependent data.

problem Analyzing time-dependent multivariate data with dynamic latent variables.
method Solves a large-scale, dense, nonconvex NLP using a scalable decomposition algorithm.
result The decomposition algorithm is a specialized coordinate maximization algorithm, explaining its performance and guiding improvements.

SOL is an open-source library for scalable online learning algorithms, and is particularly suitable for learning with high-dimensional data. The library provides a family of regular and sparse online learning algorithms for large-scale binary and multi-class classification tasks with high efficiency, scalability, porta…

2016-10-28abs ↗pdf ↗

Paper proposes scalable algorithm to estimate intervention targets in linear models.

problem Estimating intervention targets in linear models from observational and interventional data.
method The paper proposes a scalable algorithm that estimates intervention sites from the difference between precision matrices of observational and interventional datasets.
result The algorithm consistently identifies all intervention targets and updates observational Markov equivalence classes to interventional ones.

Exact and scalable algorithm for Gaussian process regression with Matérn correlations.

problem Efficient Gaussian process regression with Matérn correlations.
method Novel kernel packet theory and sparse representation of covariance matrix.
result Significantly superior to existing alternatives in computational time and predictive accuracy.

Scalable method completes ill-conditioned matrices from few samples.

problem Matrix completion from few samples for ill-conditioned matrices.
method Iterative algorithm combining IRLS, smoothing Newton, and proximal gradient methods.
result Local quadratic convergence rate and well-conditioned linear systems.

New algorithm improves clustering accuracy without sacrificing scalability.

problem Improving clustering accuracy for large datasets.
method Nonnegative low-rank semidefinite programming with Burer-Monteiro factorization.
result Significantly smaller mis-clustering errors compared to existing methods.

This paper introduces a scalable benchmark for evaluating local posterior sampling in neural networks.

problem Degeneracy in neural network loss landscapes and its impact on SGMCMC algorithms.
method Development of a scalable benchmark for local posterior sampling.
result RMSProp-preconditioned SGLD is most effective at representing the local geometry of the posterior distribution.

A scalable MARL algorithm using local rewards for cooperative multi-agent learning.

problem Scalability issues in cooperative multi-agent reinforcement learning due to large state and action spaces.
method LOMAQ algorithm incorporating local rewards in centralized training and decentralized execution.
result LOMAQ scales well compared to other methods, improving performance and convergence speed.

New algorithms minimize PAC-Bayesian C-Bound for majority voting, leading to scalable and accurate predictors.

problem Improving majority vote classifiers using PAC-Bayesian bounds.
method Directly optimizing PAC-Bayesian guarantees on the C-Bound with gradient descent.
result Self-bounding majority vote learning algorithms with scalable and accurate predictors.

New algorithm optimizes interventions under network interference, scaling to large networks.

problem Optimal policy learning under network interference where one individual's treatment affects others.
method Developed a scalable Thompson sampling algorithm for dynamic networks.
result Proved a Bayesian regret bound that is sublinear in network size and rounds.

PSI-LinUCB improves scalability for large recommender systems.

problem Efficiently training and inferring for large action spaces in recommender systems.
method Represent inverse design matrix as diagonal + low-rank correction, derive stable rank-1 and batched updates, use projector-splitting integrator.
result Demonstrated effectiveness on recommender system datasets, achieving scalable training and inference.

New algorithm improves Gaussian process hyperparameter tuning for large datasets.

problem Scalable hyperparameter tuning for Gaussian processes on large datasets.
method Estimates smoothness and length-scale parameters in Matern kernel using novel loss functions.
result Improved uncertainty quantification over traditional methods.

Study improves scalability of cell-free massive MIMO networks by optimizing UE-AP association.

problem Optimizing UE-AP association in cell-free massive MIMO networks.
method Deep learning algorithm using Bidirectional Long Short-Term Memory cells and hybrid probabilistic weight updating.
result Enhanced scalability without retraining, robust against pilot contamination.

A scalable algorithm for sampling and fine-tuning models using Tilt Matching.

problem Efficient sampling and fine-tuning of generative models.
method Tilt Matching, arising from a dynamical equation, minimizes variance and inherits regularity from stochastic interpolants.
result Empirically verified to be efficient and highly scalable, providing state-of-the-art results.

MLI is an Application Programming Interface designed to address the challenges of building Machine Learn- ing algorithms in a distributed setting based on data-centric computing. Its primary goal is to simplify the development of high-performance, scalable, distributed algorithms. Our initial results show that, relativ…

2013-10-21abs ↗pdf ↗

S3VDC improves DC methods for scalability, stability, and simplicity.

problem Poor scalability, instability, and lack of simplicity in DC methods.
method Four algorithmic improvements: initial γγ-training, periodic ββ-annealing, mini-batch GMM initialization, and inverse min-max transform. S3VDC incorporates all improvements.
result S3VDC outperforms state-of-the-art methods on benchmark and industrial datasets.

We propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in mixed-membership stochastic blockmodels (MMSB). Our algorithm is based on the stochastic gradient Riemannian Langevin sampler and achieves both faster speed and higher accuracy at every iteration than the current sta…

2015-10-16abs ↗pdf ↗

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data. Bayesian methods represent one important class of statistic methods for machine learni…

2014-11-24abs ↗pdf ↗

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

We describe four algorithms for neural network training, each adapted to different scalability constraints. These algorithms are mathematically principled and invariant under a number of transformations in data and network representation, from which performance is thus independent. These algorithms are obtained from th…

2013-03-04abs ↗pdf ↗

New scalable MARL framework for dynamic networked systems.

problem Scalability in multi-agent reinforcement learning with dynamic dependencies.
method Scalable Actor Critic framework for non-local and stochastic dependencies.
result Finite-time error bound showing convergence rate dependence on information spread speed.

This thesis improves practical reinforcement learning methods with robustness, scalability, and efficiency.

problem Improving reinforcement learning methods for practical applications.
method Analyzes and develops robust, scalable, and efficient reinforcement learning algorithms.
result Proves the efficiency and robustness of new RL methods.

Novel method for scalable neural network-based blackbox optimization.

problem Scalability challenges in high-dimensional Bayesian Optimization.
method SNBO: Adds new samples using separate criteria for exploration and exploitation, adaptively controlling the sampling region.
result SNBO achieves better function values with 40-60% fewer function evaluations and reduced runtime.