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math.OC2025
Stochastic Zeroth-Order Method for Computing Generalized Rayleigh Quotients
Jonas Bresch, Oleh Melnyk, Martin Schoen +1
The maximization of the (generalized) Rayleigh quotient is a central problem in numerical linear algebra. Conventional algorithms for its computation typically rely on matrix-adjoi…
math.OC2025★ 1 cited
Unsupervised Ground Metric Learning
Janis Auffenberg, Jonas Bresch, Oleh Melnyk +1
Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in m…