Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning

Fuente: arXiv
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Auteurs principaux: Dereziński, Michał, Mahoney, Michael W.
Format: Preprint
Publié: 2024
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author Dereziński, Michał
Mahoney, Michael W.
author_facet Dereziński, Michał
Mahoney, Michael W.
contents Large matrices arise in many machine learning and data analysis applications, including as representations of datasets, graphs, model weights, and first and second-order derivatives. Randomized Numerical Linear Algebra (RandNLA) is an area which uses randomness to develop improved algorithms for ubiquitous matrix problems. The area has reached a certain level of maturity; but recent hardware trends, efforts to incorporate RandNLA algorithms into core numerical libraries, and advances in machine learning, statistics, and random matrix theory, have lead to new theoretical and practical challenges. This article provides a self-contained overview of RandNLA, in light of these developments.
format Preprint
id arxiv_https___arxiv_org_abs_2406_11151
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning
Dereziński, Michał
Mahoney, Michael W.
Machine Learning
Numerical Analysis
Large matrices arise in many machine learning and data analysis applications, including as representations of datasets, graphs, model weights, and first and second-order derivatives. Randomized Numerical Linear Algebra (RandNLA) is an area which uses randomness to develop improved algorithms for ubiquitous matrix problems. The area has reached a certain level of maturity; but recent hardware trends, efforts to incorporate RandNLA algorithms into core numerical libraries, and advances in machine learning, statistics, and random matrix theory, have lead to new theoretical and practical challenges. This article provides a self-contained overview of RandNLA, in light of these developments.
title Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning
topic Machine Learning
Numerical Analysis
url https://arxiv.org/abs/2406.11151