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Michael W. Mahoney

87 accepted papers

2026

End-to-End Probabilistic Framework for Learning with Hard Constraints

ICLR 2026poster

We present ProbHardE2E, a probabilistic forecasting framework that incorporates hard operational/physical constraints and provides uncertainty quantification. Our methodology uses a novel differentiable probabilistic projection layer (DPPL) that can be combined with a wide range of neural network ar…

Cited by 0SourcecodeScholar
2026

FluidGaussian: Propagating Simulation-Based Uncertainty Toward Functionally-Intelligent 3D Reconstruction

CVPR 2026

Real objects that inhabit the physical world follow physical laws and thus behave plausibly during interaction with other physical objects. However, current methods that perform 3D reconstructions of real-world scenes from multi-view 2D images optimize primarily for visual fidelity, i.e., they train

Cited by 0SourcecodeScholar
2026

The False Promise of Zero-Shot Super-Resolution in Machine-Learned Operators

ICLR 2026poster

A core challenge in scientific machine learning, and scientific computing more generally, is modeling continuous phenomena which (in practice) are represented discretely. Machine-learned operators (MLO) have been introduced as a means to achieve this modeling goal, as this class of architecture can…

Cited by 0SourcecodeScholar
2026

Understanding Transformers for Time Series: Rank Structure, Flow-of-ranks, and Compressibility

ICLR 2026poster

Transformers are widely used across data modalities, and yet the principles distilled from text models often transfer imperfectly. In this paper, we analyze Transformers through the lens of rank structure. Our focus is on the time series setting, where the structural properties of the data remarkabl…

Cited by 0SourcecodeScholar
2026

Understanding the Implicit Biases of Design Choices for Time Series Foundation Models

ICLR 2026poster

Time series foundation models (TSFMs) are a potential class of powerful, general-purpose tools for forecasting and related temporal tasks, but their behavior is strongly shaped by subtle inductive biases in their design. Rather than developing a new model and claiming that it is better than existin…

Cited by 0SourceScholar
2026

Zero-shot Forecasting by Simulation Alone

ICLR 2026poster

Zero-shot time-series forecasting holds great promise, but is still in its infancy, hindered by limited and biased data corpora, leakage-prone evaluation, and privacy and licensing constraints. We propose the first practical univariate time-series simulation pipeline, which is simultaneously fast en…

Cited by 0SourceScholar
2025

A Statistical Framework for Ranking LLM-based Chatbots

ICLR 2025poster

Large language models (LLMs) have transformed natural language processing, with frameworks like Chatbot Arena providing pioneering platforms for evaluating these models. By facilitating millions of pairwise comparisons based on human judgments, Chatbot Arena has become a cornerstone in LLM evaluatio…

2025

Determinant Estimation under Memory Constraints and Neural Scaling Laws

ICML 2025poster

Calculating or accurately estimating log-determinants of large positive semi-definite matrices is of fundamental importance in many machine learning tasks. While its cubic computational complexity can already be prohibitive, in modern applications even storing the matrices themselves can pose a memo…

2025

Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization

ICML 2025poster

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based…

Cited by 2SourcePDFScholar
2025

Fundamental Bias in Inverting Random Sampling Matrices with Application to Sub-sampled Newton

ICML 2025oral

A substantial body of work in machine learning (ML) and randomized numerical linear algebra (RandNLA) has exploited various sorts of random sketching methodologies, including random sampling and random projection, with much of the analysis using Johnson--Lindenstrauss and subspace embedding techniqu…

Cited by 0SourcePDFScholar
2025

Gated Recurrent Neural Networks with Weighted Time-Delay Feedback

AISTATS 2025poster

In this paper, we present a novel approach to modeling long-term dependencies in sequential data by introducing a gated recurrent unit (GRU) with a weighted time-delay feedback mechanism. Our proposed model, named $\tau$-GRU, is a discretized version of a continuous-time formulation of a recurrent u…

Cited by 0SourceScholar
2025

Gradient-Free Generation for Hard-Constrained Systems

ICLR 2025poster

Generative models that satisfy hard constraints are critical in many scientific and engineering applications, where physical laws or system requirements must be strictly respected. Many existing constrained generative models, especially those developed for computer vision, rely heavily on gradient i…

Cited by 0SourcePDFScholar
2025

HOPE for a Robust Parameterization of Long-memory State Space Models

ICLR 2025poster

State-space models (SSMs) that utilize linear, time-invariant (LTI) systems are known for their effectiveness in learning long sequences. To achieve state-of-the-art performance, an SSM often needs a specifically designed initialization, and the training of state matrices is on a logarithmic scale w…

2025

Mitigating Memorization in Language Models

ICLR 2025spotlight

Language models (LMs) can “memorize” information, i.e., encode training data in their weights in such a way that inference-time queries can lead to verbatim regurgitation of that data. This ability to extract training data can be problematic, for example, when data are private or sensitive. In this…

2025

Mitra: Mixed Synthetic Priors for Enhancing Tabular Foundation Models

NeurIPS 2025poster

Since the seminal work of TabPFN, research on tabular foundation models (TFMs) based on in-context learning (ICL) has challenged long-standing paradigms in machine learning. Without seeing any real-world data, models pretrained on purely synthetic datasets generalize remarkably well across diverse d…

Cited by 0SourceScholar
2025

Multipole Attention for Efficient Long Context Reasoning

NeurIPS 2025poster

Large Reasoning Models (LRMs) have shown promising accuracy improvements on complex problem-solving tasks. While these models have attained high accuracy by leveraging additional computation at test time, they need to generate long chain-of-thought reasoning in order to think before answering, which…

Cited by 0SourceScholar
2025

QuantSpec: Self-Speculative Decoding with Hierarchical Quantized KV Cache

ICML 2025poster

Large Language Models (LLMs) are increasingly being deployed on edge devices for long-context settings, creating a growing need for fast and efficient long-context inference. In these scenarios, the Key-Value (KV) cache is the primary bottleneck in terms of both GPU memory and latency, as the full K…

Cited by 0SourcePDFScholar
2025

Spectral Estimation with Free Decompression

NeurIPS 2025spotlight

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in scale, the corresponding covariance and kernel matrices bec…

Cited by 0SourcecodeScholar
2025

Squeezed Attention: Accelerating Long Context Length LLM Inference

ACL 2025long

Emerging Large Language Model (LLM) applications require long input context in order to perform complex tasks like document analysis and code generation.For these long context length applications, the length of the input prompt poses a significant challenge in terms of inference efficiency since the…

2025

Tuning Frequency Bias of State Space Models

ICLR 2025spotlight

State space models (SSMs) leverage linear, time-invariant (LTI) systems to effectively learn sequences with long-range dependencies. By analyzing the transfer functions of LTI systems, we find that SSMs exhibit an implicit bias toward capturing low-frequency components more effectively than high-fre…

Cited by 2SourcePDFScholar
2024

AlphaPruning: Using Heavy-Tailed Self Regularization Theory for Improved Layer-wise Pruning of Large Language Models

NeurIPS 2024poster

Recent work on pruning large language models (LLMs) has shown that one can eliminate a large number of parameters without compromising performance, making pruning a promising strategy to reduce LLM model size. Existing LLM pruning strategies typically assign uniform pruning ratios across layers, lim…

2024

An LLM Compiler for Parallel Function Calling

ICML 2024poster

The reasoning capabilities of the recent LLMs enable them to execute external function calls to overcome their inherent limitations, such as knowledge cutoffs, poor arithmetic skills, or lack of access to private data. This development has allowed LLMs to select and coordinate multiple functions bas…

2024

Data-Efficient Operator Learning via Unsupervised Pretraining and In-Context Learning

NeurIPS 2024poster

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods still require a large amount of PDE data. This reintroduces…

2024

Equation Discovery with Bayesian Spike-and-Slab Priors and Efficient Kernels

AISTATS 2024poster

Discovering governing equations from data is important to many scientific and engineering applications. Despite promising successes, existing methods are still challenged by data sparsity and noise issues, both of which are ubiquitous in practice. Moreover, state-of-the-art methods lack uncertainty…

2024

Generative Modeling of Regular and Irregular Time Series Data via Koopman VAEs

ICLR 2024poster

Generating realistic time series data is important for many engineering and scientific applications. Existing work tackles this problem using generative adversarial networks (GANs). However, GANs are unstable during training, and they can suffer from mode collapse. While variational autoencoders (…

2024

KVQuant: Towards 10 Million Context Length LLM Inference with KV Cache Quantization

NeurIPS 2024poster

LLMs are seeing growing use for applications which require large context windows, and with these large context windows KV cache activations surface as the dominant contributor to memory consumption during inference. Quantization is a promising approach for compressing KV cache activations; however,…

2024

Robustifying State-space Models for Long Sequences via Approximate Diagonalization

ICLR 2024spotlight

State-space models (SSMs) have recently emerged as a framework for learning long-range sequence tasks. An example is the structured state-space sequence (S4) layer, which uses the diagonal-plus-low-rank structure of the HiPPO initialization framework. However, the complicated structure of the S4 lay…

Cited by 8SourcePDFScholar
2024

Sharpness-diversity tradeoff: improving flat ensembles with SharpBalance

NeurIPS 2024poster

Recent studies on deep ensembles have identified the sharpness of the local minima of individual learners and the diversity of the ensemble members as key factors in improving test-time performance. Building on this, our study investigates the interplay between sharpness and diversity within deep en…

Cited by 1SourcePDFScholar
2024

SqueezeLLM: Dense-and-Sparse Quantization

ICML 2024poster

Generative Large Language Models (LLMs) have demonstrated remarkable results for a wide range of tasks. However, deploying these models for inference has been a significant challenge due to their unprecedented resource requirements. This has forced existing deployment frameworks to use multi-GPU inf…

2024

Towards Scalable and Versatile Weight Space Learning

ICML 2024poster

Learning representations of well-trained neural network models holds the promise to provide an understanding of the inner workings of those models. However, previous work has either faced limitations when processing larger networks or was task-specific to either discriminative or generative tasks. T…

2024

Using Uncertainty Quantification to Characterize and Improve Out-of-Domain Learning for PDEs

ICML 2024poster

Existing work in scientific machine learning (SciML) has shown that data-driven learning of solution operators can provide a fast approximate alternative to classical numerical partial differential equation (PDE) solvers. Of these, Neural Operators (NOs) have emerged as particularly promising. We ob…

2023

Constrained Optimization via Exact Augmented Lagrangian and Randomized Iterative Sketching

ICML 2023poster

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to optimal control, to PDE-constrained optimization. We develop…

2023

Fast Feature Selection with Fairness Constraints

AISTATS 2023poster

We study the fundamental problem of selecting optimal features for model construction. This problem is computationally challenging on large datasets, even with the use of greedy algorithm variants. To address this challenge, we extend the adaptive query model, recently proposed for the greedy forwar…

Cited by 4SourcePDFScholar
2023

Gradient Gating for Deep Multi-Rate Learning on Graphs

ICLR 2023poster

We present Gradient Gating (G$^2$), a novel framework for improving the performance of Graph Neural Networks (GNNs). Our framework is based on gating the output of GNN layers with a mechanism for multi-rate flow of message passing information across nodes of the underlying graph. Local gradients are…

2023

Learning Physical Models that Can Respect Conservation Laws

ICML 2023poster

Recent work in scientific machine learning (SciML) has focused on incorporating partial differential equation (PDE) information into the learning process. Much of this work has focused on relatively "easy'' PDE operators (e.g., elliptic and parabolic), with less emphasis on relatively ``hard'' PDE o…

2023

Learning differentiable solvers for systems with hard constraints

ICLR 2023poster

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable PDE-constrained layer that can be incorporated into any NN architecture…

Cited by 35SourcePDFScholar
2023

Monotonicity and Double Descent in Uncertainty Estimation with Gaussian Processes

ICML 2023poster

Despite their importance for assessing reliability of predictions, uncertainty quantification (UQ) measures in machine learning models have only recently begun to be rigorously characterized. One prominent issue is the *curse of dimensionality*: it is commonly believed that the marginal likelihood s…

Cited by 7SourcePDFScholar
2023

Speculative Decoding with Big Little Decoder

NeurIPS 2023poster

The recent emergence of Large Language Models based on the Transformer architecture has enabled dramatic advancements in the field of Natural Language Processing. However, these models have long inference latency, which limits their deployment and makes them prohibitively expensive for various real-…

2023

Temperature Balancing, Layer-wise Weight Analysis, and Neural Network Training

NeurIPS 2023spotlight

Regularization in modern machine learning is crucial, and it can take various forms in algorithmic design: training set, model family, error function, regularization terms, and optimizations. In particular, the learning rate, which can be interpreted as a temperature-like parameter within the stati…

2023

Towards Foundation Models for Scientific Machine Learning: Characterizing Scaling and Transfer Behavior

NeurIPS 2023poster

Pre-trained machine learning (ML) models have shown great performance for a wide range of applications, in particular in natural language processing (NLP) and computer vision (CV). Here, we study how pre-training could be used for scientific machine learning (SciML) applications, specifically in the…

Cited by 85SourcePDFScholar
2023

When are ensembles really effective?

NeurIPS 2023poster

Ensembling has a long history in statistical data analysis, with many impactful applications. However, in many modern machine learning settings, the benefits of ensembling are less ubiquitous and less obvious. We study, both theoretically and empirically, the fundamental question of when ensemblin…

Cited by 21SourcePDFScholar
2022

A Fast Post-Training Pruning Framework for Transformers

NeurIPS 2022accept

Pruning is an effective way to reduce the huge inference cost of Transformer models. However, prior work on pruning Transformers requires retraining the models. This can add high training cost and high complexity to model deployment, making it difficult to use in many practical situations. To addres…

2022

Doubly Adaptive Scaled Algorithm for Machine Learning Using Second-Order Information

ICLR 2022poster

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size. The search direction contains gradient information preconditi…

Cited by 25SourcePDFScholar
2022

Integer-Only Zero-Shot Quantization for Efficient Speech Recognition

ICASSP 2022accepted

End-to-end neural network models achieve improved performance on various automatic speech recognition (ASR) tasks. However, these models perform poorly on edge hardware due to large memory and computation requirements. While quantizing model weights and/or activations to low-precision can be a promi…

Cited by 0SourceScholar
2022

Long Expressive Memory for Sequence Modeling

ICLR 2022spotlight

We propose a novel method called Long Expressive Memory (LEM) for learning long-term sequential dependencies. LEM is gradient-based, it can efficiently process sequential tasks with very long-term dependencies, and it is sufficiently expressive to be able to learn complicated input-output maps. To d…

2022

Squeezeformer: An Efficient Transformer for Automatic Speech Recognition

NeurIPS 2022accept

The recently proposed Conformer model has become the de facto backbone model for various downstream speech tasks based on its hybrid attention-convolution architecture that captures both local and global features. However, through a series of systematic studies, we find that the Conformer architectu…

2021

Adversarially-Trained Deep Nets Transfer Better: Illustration on Image Classification

ICLR 2021poster

Transfer learning has emerged as a powerful methodology for adapting pre-trained deep neural networks on image recognition tasks to new domains. This process consists of taking a neural network pre-trained on a large feature-rich source dataset, freezing the early layers that encode essential generi…

2021

Characterizing possible failure modes in physics-informed neural networks

NeurIPS 2021poster

Recent work in scientific machine learning has developed so-called physics-informed neural network (PINN) models. The typical approach is to incorporate physical domain knowledge as soft constraints on an empirical loss function and use existing machine learning methodologies to train the model. We…

2021

Geometric rates of convergence for kernel-based sampling algorithms

UAI 2021poster

The rate of convergence of weighted kernel herding (WKH) and sequential Bayesian quadrature (SBQ), two kernel-based sampling algorithms for estimating integrals with respect to some target probability measure, is investigated. Under verifiable conditions on the chosen kernel and target measure, we e…

Cited by 0SourcePDFScholar
2021

I-BERT: Integer-only BERT Quantization

ICML 2021oral

Transformer based models, like BERT and RoBERTa, have achieved state-of-the-art results in many Natural Language Processing tasks. However, their memory footprint, inference latency, and power consumption are prohibitive efficient inference at the edge, and even at the data center. While quantizatio…

2021

Improved Guarantees and a Multiple-descent Curve for Column Subset Selection and the Nystrom Method (Extended Abstract)

IJCAI 2021poster

The Column Subset Selection Problem (CSSP) and the Nystrom method are among the leading tools for constructing interpretable low-rank approximations of large datasets by selecting a small but representative set of features or instances. A fundamental question in this area is: what is the cost of thi…

Cited by 54SourcePDFScholar
2021

Lipschitz Recurrent Neural Networks

ICLR 2021poster

Viewing recurrent neural networks (RNNs) as continuous-time dynamical systems, we propose a recurrent unit that describes the hidden state's evolution with two parts: a well-understood linear component plus a Lipschitz nonlinearity. This particular functional form facilitates stability analysis of t…

2021

Newton-LESS: Sparsification without Trade-offs for the Sketched Newton Update

NeurIPS 2021spotlight

In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerful technique for constructing estimates of the Hessian which can be used to perform approximate Newton steps. This involv…

2021

Noisy Recurrent Neural Networks

NeurIPS 2021poster

We provide a general framework for studying recurrent neural networks (RNNs) trained by injecting noise into hidden states. Specifically, we consider RNNs that can be viewed as discretizations of stochastic differential equations driven by input data. This framework allows us to study the implicit r…

2021

Stateful ODE-Nets using Basis Function Expansions

NeurIPS 2021poster

The recently-introduced class of ordinary differential equation networks (ODE-Nets) establishes a fruitful connection between deep learning and dynamical systems. In this work, we reconsider formulations of the weights as continuous-in-depth functions using linear combinations of basis functions whi…

2021

Stochastic continuous normalizing flows: training SDEs as ODEs

UAI 2021poster

We provide a general theoretical framework for stochastic continuous normalizing flows, an extension of continuous normalizing flows for density estimation of stochastic differential equations (SDEs). Using the theory of rough paths, the underlying Brownian motion is treated as a latent variable and…

Cited by 13SourcePDFScholar
2021

Taxonomizing local versus global structure in neural network loss landscapes

NeurIPS 2021poster

Viewing neural network models in terms of their loss landscapes has a long history in the statistical mechanics approach to learning, and in recent years it has received attention within machine learning proper. Among other things, local metrics (such as the smoothness of the loss landscape) have be…

2020

A Statistical Framework for Low-bitwidth Training of Deep Neural Networks

NeurIPS 2020poster

Fully quantized training (FQT), which uses low-bitwidth hardware by quantizing the activations, weights, and gradients of a neural network model, is a promising approach to accelerate the training of deep neural networks. One major challenge with FQT is the lack of theoretical understanding, in part…

2020

A random matrix analysis of random Fourier features: beyond the Gaussian kernel, a precise phase transition, and the corresponding double descent

NeurIPS 2020poster

This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and comparable. In this regime, the random RFF Gram matrix no longer c…

Cited by 133SourcePDFScholar
2020

Boundary thickness and robustness in learning models

NeurIPS 2020poster

Robustness of machine learning models to various adversarial and non-adversarial corruptions continues to be of interest. In this paper, we introduce the notion of the boundary thickness of a classifier, and we describe its connection with and usefulness for model robustness. Thick decision boundari…

2020

Debiasing Distributed Second Order Optimization with Surrogate Sketching and Scaled Regularization

NeurIPS 2020poster

In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to the full solution on all of the data, and this can limit th…

Cited by 34SourcePDFScholar
2020

Exact expressions for double descent and implicit regularization via surrogate random design

NeurIPS 2020poster

Double descent refers to the phase transition that is exhibited by the generalization error of unregularized learning models when varying the ratio between the number of parameters and the number of training samples. The recent success of highly over-parameterized machine learning models such as dee…

Cited by 89SourcePDFScholar
2020

HAWQ-V2: Hessian Aware trace-Weighted Quantization of Neural Networks

NeurIPS 2020poster

Quantization is an effective method for reducing memory footprint and inference time of Neural Networks. However, ultra low precision quantization could lead to significant degradation in model accuracy. A promising method to address this is to perform mixed-precision quantization, where more sensit…

Cited by 338SourcePDFScholar
2020

Improved guarantees and a multiple-descent curve for Column Subset Selection and the Nystrom method

NeurIPS 2020oral

The Column Subset Selection Problem (CSSP) and the Nystrom method are among the leading tools for constructing small low-rank approximations of large datasets in machine learning and scientific computing. A fundamental question in this area is: how well can a data subset of size k compete with the b…

2020

Precise expressions for random projections: Low-rank approximation and randomized Newton

NeurIPS 2020poster

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even though there is an extensive literature on the worst-case…

Cited by 35SourcePDFScholar
2020

ZeroQ: A Novel Zero Shot Quantization Framework

CVPR 2020poster

Quantization is a promising approach for reducing the inference time and memory footprint of neural networks. However, most existing quantization methods require access to the original training dataset for retraining during quantization. This is often not possible for applications with sensitive or…

Cited by 513PDFcodeScholar
2019

ANODEV2: A Coupled Neural ODE Framework

NeurIPS 2019poster

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, in which other discretization schemes and/or adaptive time stepping techniques can be used…

2019

HAWQ: Hessian AWare Quantization of Neural Networks With Mixed-Precision

ICCV 2019poster

Model size and inference speed/power have become a major challenge in the deployment of neural networks for many applications. A promising approach to address these problems is quantization. However, uniformly quantizing a model to ultra-low precision leads to significant accuracy degradation. A nov…

Cited by 637PDFcodeScholar
2019

Trust Region Based Adversarial Attack on Neural Networks

CVPR 2019poster

Deep Neural Networks are quite vulnerable to adversarial perturbations. Current state-of-the-art adversarial attack methods typically require very time consuming hyper-parameter tuning, or require many iterations to solve an optimization based adversarial attack. To address this problem, we present…

Cited by 78PDFcodeScholar
2018

GIANT: Globally Improved Approximate Newton Method for Distributed Optimization

NeurIPS 2018poster

For distributed computing environment, we consider the empirical risk minimization problem and propose a distributed and communication-efficient Newton-type optimization method. At every iteration, each worker locally finds an Approximate NewTon (ANT) direction, which is sent to the main driver. The…

Cited by 169SourcePDFScholar
2018

Hessian-based Analysis of Large Batch Training and Robustness to Adversaries

NeurIPS 2018poster

Large batch size training of Neural Networks has been shown to incur accuracy loss when trained with the current methods. The exact underlying reasons for this are still not completely understood. Here, we study large batch size training through the lens of the Hessian operator and robust optimiza…

2017

Capacity Releasing Diffusion for Speed and Locality

ICML 2017poster

Diffusions and related random walk procedures are of central importance in many areas of machine learning, data analysis, and applied mathematics. Because they spread mass agnostically at each step in an iterative manner, they can sometimes spread mass “too aggressively,” thereby failing to find the…

Cited by 49SourcePDFScholar
2017

Sketched Ridge Regression: Optimization Perspective, Statistical Perspective, and Model Averaging

ICML 2017poster

We address the statistical and optimization impacts of using classical sketch versus Hessian sketch to solve approximately the Matrix Ridge Regression (MRR) problem. Prior research has considered the effects of classical sketch on least squares regression (LSR), a strictly simpler problem. We establ…

Cited by 109SourcePDFScholar
2017

Union of Intersections (UoI) for Interpretable Data Driven Discovery and Prediction

NeurIPS 2017poster

The increasing size and complexity of scientific data could dramatically enhance discovery and prediction for basic scientific applications, e.g., neuroscience, genetics, systems biology, etc. Realizing this potential, however, requires novel statistical analysis methods that are both interpretable…

Cited by 26SourcePDFScholar
2016

Feature-distributed sparse regression: a screen-and-clean approach

NeurIPS 2016poster

Most existing approaches to distributed sparse regression assume the data is partitioned by samples. However, for high-dimensional data (D >> N), it is more natural to partition the data by features. We propose an algorithm to distributed sparse regression when the data is partitioned by features ra…

Cited by 12SourcePDFScholar
2016

Sub-sampled Newton Methods with Non-uniform Sampling

NeurIPS 2016poster

We consider the problem of finding the minimizer of a convex function $F: \mathbb R^d \rightarrow \mathbb R$ of the form $F(w) \defeq \sum_{i=1}^n f_i(w) + R(w)$ where a low-rank factorization of $\nabla^2 f_i(w)$ is readily available.We consider the regime where $n \gg d$. We propose randomized New…

Cited by 151SourcePDFScholar