Simultaneous matrix diagonalization is a key subroutine in many machine learning problems, including blind source separation and parameter estimation in latent variable models. Here, we extend joint diagonalization algorithms to low-rank and asymmetric matrices and also provide extensions to the perturbation analysis of these methods. Our results allow joint diagonalization to scale to larger p...

Manually tuning MPI runtime parameters is a practice commonly employed to optimise MPI application performance on a specific architecture. However, the best setting for these parameters not only depends on the underlying system but also on the application itself and its input data. This paper introduces a novel approach based on machine learning techniques to estimate the values of MPI runtime ...

Abstract Hybrid quantum–classical algorithms are a promising candidate for developing uses NISQ devices. In particular, parametrised quantum circuits (PQCs) paired with classical optimizers have been used as basis chemistry and optimization problems. Tensor network methods being increasingly machine learning tool, well tool studying systems. We introduce circuit pre-training method based on mat...

Big Data Optimization is the term used to refer to optimization problems which have to manage very large amounts of data. In this paper, we focus on the parallelization of metaheuristics with the Apache Spark cluster computing system for solving multi-objective Big Data Optimization problems. Our purpose is to study the influence of accessing data stored in the Hadoop File System (HDFS) in each...

In recent years semidefinite optimization has become a tool of major importance in various optimization and machine learning problems. In many of these problems the amount of data in practice is so large that there is a constant need for faster algorithms. In this work we present the first sublinear time approximation algorithm for semidefinite programs which we believe may be useful for such p...

Support vector machine is an elegant tool for solving pattern recognition and regression problems. This paper presents a new smooth approach to solve support vector regression. Based on statistical learning theory and optimization theory, a smooth unconstrained optimization model for support vector regression is built with adjustable entropy technique. Newton descent method is used to solve the...