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.
DiPCA algorithm improves scalability and solution quality for time-dependent data.
New scalable GP approximation using Fourier series decomposition.
Scalable and robust TR decomposition for large-scale data with missing entries and outliers.
Efficient federated algorithm for calculating transportation barycenter.
A scalable MARL algorithm using local rewards for cooperative multi-agent learning.
Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of statistical theory and of scalable algorithms. In this paper, we address the limitations…
We present a method for fast resting-state fMRI spatial decomposi-tions of very large datasets, based on the reduction of the temporal dimension before applying dictionary learning on concatenated individual records from groups of subjects. Introducing a measure of correspondence between spatial decompositions of rest …
The paper tackles scalability issues in Graph Representation Learning.
With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value Decomposition(SVD) based recommendation algorithms have been leveraged to produce better result…
While recent continual learning methods largely alleviate the catastrophic problem on toy-sized datasets, some issues remain to be tackled to apply them to real-world problem domains. First, a continual learning model should effectively handle catastrophic forgetting and be efficient to train even with a large number o…
Revisits orbital minimization for neural operator decomposition.
Unified framework for non-Euclidean CPD under scalable stochastic mirror descent.
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on optimization problems with complexity that scales with the dimension of the data, which…
Enhances Gaussian processes with spherical features for better scalability and flexibility.
Boolean tensor decomposition approximates data of multi-way binary relationships as product of interpretable low-rank binary factors, following the rules of Boolean algebra. Here, we present its first probabilistic treatment. We facilitate scalable sampling-based posterior inference by exploitation of the combinatorial…
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…
NeuroMAS treats multi-agent systems as neural networks for scalable, trainable coordination.
Tensor decompositions are powerful tools for large data analytics as they jointly model multiple aspects of data into one framework and enable the discovery of the latent structures and higher-order correlations within the data. One of the most widely studied and used decompositions, especially in data mining and machi…
New approach uses dynamic programming to efficiently discover failures in autonomous vehicle simulations.
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure exploiting algebra. The key idea of our method is to use Tensor Train decomposition fo…
New recommendations improve Gaussian process accuracy and stability.
FunBaT extends Tucker decomposition to handle continuous-indexed tensor data.
New method decomposes sensory information from neurons into specific stimuli and features.
Matrix decomposition is a popular and fundamental approach in machine learning and data mining. It has been successfully applied into various fields. Most matrix decomposition methods focus on decomposing a data matrix from one single source. However, it is common that data are from different sources with heterogeneous…
The CUR matrix decomposition is an important extension of Nyström approximation to a general matrix. It approximates any data matrix in terms of a small number of its columns and rows. In this paper we propose a novel randomized CUR algorithm with an expected relative-error bound. The proposed algorithm has the advanta…
Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns in the data. We show how to extract and decompose uncertainty into epistemic and…
NanoFlow reduces parameter complexity in normalizing flows.
We propose a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM), which extends the standard SGDLM framework to incorporate a heterogeneous autoregressive realised volatility (HAR-RV) model. This novel approach creates a GPU-scalable multivariate volatility estimator, which decomposes multiple time seri…
SHAKE-GNN scales GNNs for large graphs with multi-scale representations.
New algorithm rSVDdpd improves robustness and scalability for video surveillance background modeling.
We propose a general variational framework of fair clustering, which integrates an original Kullback-Leibler (KL) fairness term with a large class of clustering objectives, including prototype or graph based. Fundamentally different from the existing combinatorial and spectral solutions, our variational multi-term appr…
We present an algorithm, Decision-Directed Data Decomposition (D4), which decomposes a dataset into two components. The first contains most of the useful information for a specified supervised learning task. The second orthogonal component contains little information about the task but retains associations and informat…
New Krylov subspace methods speed up mixed-effects models with crossed random effects.
Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art algorithms usually need to solve singular value decomposition of large matrices, whi…
In this paper, we solve a semi-supervised regression problem. Due to the lack of knowledge about the data structure and the presence of random noise, the considered data model is uncertain. We propose a method which combines graph Laplacian regularization and cluster ensemble methodologies. The co-association matrix of…
PHP connects to ReLU neural networks for scalable Bayesian inference.
Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring computing the product of two huge matrices and huge matrix decomposition, are computa…
New matrix approximation method using RBF components for better memory efficiency.
New method tests conditional independence using spectral representations.
Motivation: How do we integratively analyze large-scale multi-platform genomic data that are high dimensional and sparse? Furthermore, how can we incorporate prior knowledge, such as the association between genes, in the analysis systematically? Method: To solve this problem, we propose a Scalable Network Constrained T…
Infinite Tucker Decomposition (InfTucker) and random function prior models, as nonparametric Bayesian models on infinite exchangeable arrays, are more powerful models than widely-used multilinear factorization methods including Tucker and PARAFAC decomposition, (partly) due to their capability of modeling nonlinear rel…
This work tackles scalable sampling for nonsymmetric DPPs.
RobustTAD detects anomalies in diverse time series data.
Given a dataset and an existing clustering as input, alternative clustering aims to find an alternative partition. One of the state-of-the-art approaches is Kernel Dimension Alternative Clustering (KDAC). We propose a novel Iterative Spectral Method (ISM) that greatly improves the scalability of KDAC. Our algorithm is …
This paper studies how key tensor properties are inherited in subtensors of tensor train decompositions.
Learning big data by matrix decomposition always suffers from expensive computation, mixing of complicated structures and noise. In this paper, we study more adaptive models and efficient algorithms that decompose a data matrix as the sum of semantic components with incoherent structures. We firstly introduce "GO decom…
Laplacian mixture models identify overlapping regions of influence in unlabeled graph and network data in a scalable and computationally efficient way, yielding useful low-dimensional representations. By combining Laplacian eigenspace and finite mixture modeling methods, they provide probabilistic or fuzzy dimensionali…
ParPIC clusters directed graphs using random walks and diffusion operators.