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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2403.12206 |
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| _version_ | 1866909459406651392 |
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| author | Brust, Johannes J. |
| author_facet | Brust, Johannes J. |
| contents | For minimization problems without 2nd derivative information, methods that estimate Hessian matrices can be very effective. However, conventional techniques generate dense matrices that are prohibitive for large problems. Limited-memory compact representations express the dense arrays in terms of a low rank representation and have become the state-of-the-art for software implementations on large deterministic problems. We develop new compact representations that are parameterized by a choice of vectors and that reduce to existing well known formulas for special choices. We demonstrate effectiveness of the compact representations for large eigenvalue computations, tensor factorizations and nonlinear regressions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_12206 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Useful Compact Representations for Data-Fitting Brust, Johannes J. Optimization and Control Machine Learning Numerical Analysis Computation 65F05, 65F55, 68U05, 15A23, 15A69, 90C06, 90C15, 90C30, 90C53 For minimization problems without 2nd derivative information, methods that estimate Hessian matrices can be very effective. However, conventional techniques generate dense matrices that are prohibitive for large problems. Limited-memory compact representations express the dense arrays in terms of a low rank representation and have become the state-of-the-art for software implementations on large deterministic problems. We develop new compact representations that are parameterized by a choice of vectors and that reduce to existing well known formulas for special choices. We demonstrate effectiveness of the compact representations for large eigenvalue computations, tensor factorizations and nonlinear regressions. |
| title | Useful Compact Representations for Data-Fitting |
| topic | Optimization and Control Machine Learning Numerical Analysis Computation 65F05, 65F55, 68U05, 15A23, 15A69, 90C06, 90C15, 90C30, 90C53 |
| url | https://arxiv.org/abs/2403.12206 |