activity
20162018
most citedSub-sampled Newton Methods with Non-uniform Sampling

69 citations · 76 across the 2 of their papers we have counts for

collaborators

8 papers

cs.LG2018

GPU Accelerated Sub-Sampled Newton's Method

Sudhir B. Kylasa, Farbod Roosta-Khorasani, Michael W. Mahoney +1

First order methods, which solely rely on gradient information, are commonly used in diverse machine learning (ML) and data analysis (DA) applications. This is attributed to the si…

math.OC2018

Inexact Non-Convex Newton-Type Methods

Zhewei Yao, Peng Xu, Farbod Roosta-Khorasani +1

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate vario…

stat.ML2018

Out-of-sample extension of graph adjacency spectral embedding

Keith Levin, Farbod Roosta-Khorasani, Michael W. Mahoney +1

Many popular dimensionality reduction procedures have out-of-sample extensions, which allow a practitioner to apply a learned embedding to observations not seen in the initial trai…

math.OC20177 cited

Optimization Methods for Inverse Problems

Nan Ye, Farbod Roosta-Khorasani, Tiangang Cui

Optimization plays an important role in solving many inverse problems. Indeed, the task of inversion often either involves or is fully cast as a solution of an optimization problem…

stat.ML2017

Union of Intersections (UoI) for Interpretable Data Driven Discovery and Prediction

Kristofer E. Bouchard, Alejandro F. Bujan, Farbod Roosta-Khorasani +7

The increasing size and complexity of scientific data could dramatically enhance discovery and prediction for basic scientific applications. Realizing this potential, however, requ…

math.OC201669 cited

Sub-sampled Newton Methods with Non-uniform Sampling

Peng Xu, Jiyan Yang, Farbod Roosta-Khorasani +2

We consider the problem of finding the minimizer of a convex function of the form where a low-rank facto…