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math.OC2021★ 2 cited
Distributed Principal Component Analysis with Limited Communication
Foivos Alimisis, Peter Davies, Bart Vandereycken +1
We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly…
math.OC2018
Explicit Stabilised Gradient Descent for Faster Strongly Convex Optimisation
Armin Eftekhari, Bart Vandereycken, Gilles Vilmart +1
This paper introduces the Runge-Kutta Chebyshev descent method (RKCD) for strongly convex optimisation problems. This new algorithm is based on explicit stabilised integrators for…