44 citations · 153 across the 39 of their papers we have counts for
6 papers · 1 filter
Richer priors for infinitely wide multi-layer perceptrons
Russell Tsuchida, Fred Roosta, Marcus Gallagher
It is well-known that the distribution over functions induced through a zero-mean iid prior distribution over the parameters of a multi-layer perceptron (MLP) converges to a Gaussi…
LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data
Ali Eshragh, Fred Roosta, Asef Nazari +1
We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast alg…
Limit theorems for out-of-sample extensions of the adjacency and Laplacian spectral embeddings
Keith Levin, Fred Roosta, Minh Tang +2
Graph embeddings, a class of dimensionality reduction techniques designed for relational data, have proven useful in exploring and modeling network structure. Most dimensionality r…
Convergence of Newton-MR under Inexact Hessian Information
Yang Liu, Fred Roosta
Recently, there has been a surge of interest in designing variants of the classical Newton-CG in which the Hessian of a (strongly) convex function is replaced by suitable approxima…
Implicit Langevin Algorithms for Sampling From Log-concave Densities
Liam Hodgkinson, Robert Salomone, Fred Roosta
For sampling from a log-concave density, we study implicit integrators resulting from -method discretization of the overdamped Langevin diffusion stochastic differential equatio…
DINGO: Distributed Newton-Type Method for Gradient-Norm Optimization
Rixon Crane, Fred Roosta
For optimization of a sum of functions in a distributed computing environment, we present a novel communication efficient Newton-type algorithm that enjoys a variety of advantages…