arXiv Machine Learning

A Sketch-and-Project Analysis of Subsampled Natural Gradient Algorithms

arXiv:2508. 21022v3 Announce Type: replace Abstract: Subsampled natural gradient descent (SNG) has been used to enable high-precision scientific machine learning, but standard analyses based on stochastic preconditioning fail to provide insight into realistic small-sample settings.

arXiv Machine Learning
Sep 14

Inference for Newton Methods with Accelerated Sketch-and-Project via Random Scaling

The paper introduces an online sketched Newton method that uses a generalized accelerated sketch-and-project solver (GAS) to approximate Newton directions efficiently. GAS incorporates Nesterov momentum and a flexible projection metric, achieving accelerated convergence and reduced computational cost. The authors prove asymptotic normality and a functional central limit theorem for the averaged iterates, enabling an online inference procedure via random scaling that yields a pivotal test statistic with a parameter‑free limiting distribution.

By Xinchen Du, Elizaveta Rebrova, Micha{\l} Derezi\'{n}ski, Sen Na
arXiv Machine Learning
Jul 21

One-shot acceleration of transient PDE solvers via online-learned preconditioners

arXiv:2509. 08765v4 Announce Type: replace-cross Abstract: Data-driven acceleration of scientific computing workflows has been a high-profile aim of machine learning (ML) for science, with numerical simulation of transient partial differential equations (PDEs) being one of the main applications.

By Mikhail Khodak, Min Ki Jung, Brian Wynne, Edmond Chow, Egemen Kolemen