arXiv Machine Learning

Suboptimality bounds for trace-bounded SDPs enable a faster and scalable low-rank SDP solver SDPLR+

arXiv:2406. 10407v3 Announce Type: replace-cross Abstract: Semidefinite programs (SDPs) and their solvers are powerful tools with many applications in machine learning and data science.

arXiv Machine Learning
Jun 19

Spectral DPPs via NEPv: A Scalable Continuous Relaxation of Determinantal MAP for Diversity-Aware Data Selection

arXiv:2606. 19411v1 Announce Type: new Abstract: Selecting a small, diverse, high-quality subset from a massive pool of candidates is a recurring primitive in modern machine learning -- data curation and coreset selection for training and fine-tuning large models, active-learning batch acquisition, prompt and exemplar selection for in-context learning, retrieval diversification, and experimental design.

By Richard Yi Da Xu
arXiv Machine Learning
Jun 15

Scalable Deep Unfolding of Conic Optimizers

arXiv:2606. 13825v1 Announce Type: cross Abstract: Deep unfolding (DU) accelerates iterative optimizers by introducing learnable components and training them through unrolled iterations, but extending DU to the large-scale semidefinite programs (SDPs) common in robotics has remained limited.

By Alex Oshin, Rahul Vodeb Ghosh, Evangelos A. Theodorou
arXiv Machine Learning
5d ago

Fast Length-Squared Sampling for Positive-Semidefinite Matrices

arXiv:2608. 12503v1 Announce Type: cross Abstract: We describe a simple rejection-sampling-based algorithm to perform length-squared sampling on an $n \times n$ positive-semidefinite (psd) matrix: that is, to sample a column with probability proportional to its squared $\ell_2$-norm.

By Rajarshi Bhattacharjee, Ethan N. Epperly, Cameron Musco, Aaron Tian