In this paper, based on an optimization problem, a sketch-and-project method for solving the linear matrix equation AXB = C is proposed. We provide a thorough convergence analysis for the new method and derive a lower bound on the convergence rate and some convergence conditions including the case that the coefficient matrix is rank deficient. By varying three parameters in the new method and convergence theorems, the new method recovers an array of well-known algorithms and their convergence results. Meanwhile, with the use of Gaussian sampling, we can obtain the Gaussian global randomized Kaczmarz (GaussGRK) method which shows some advantages in solving the matrix equation AXB = C. Finally, numerical experiments are given to illustrate the effectiveness of recovered methods.
Data profiling is an essential process in modern data-driven industries. One of its critical components is the discovery and validation of complex statistics, including functional dependencies, data constraints, association rules, and others. However, most existing data profiling systems that focus on complex statistics do not provide proper integration with the tools used by contemporary data scientists. This creates a significant barrier to the adoption of these tools in the industry. Moreover, existing systems were not created with industrial-grade workloads in mind. Finally, they do not aim to provide descriptive explanations, i.e. why a given pattern is not found. It is a significant issue as it is essential to understand the underlying reasons for a specific pattern's absence to make informed decisions based on the data. Because of that, these patterns are effectively rest in thin air: their application scope is rather limited, they are rarely used by the broader public. At the same time, as we are going to demonstrate in this presentation, complex statistics can be efficiently used to solve many classic data quality problems. Desbordante is an open-source data profiler that aims to close this gap. It is built with emphasis on industrial application: it is efficient, scalable, resilient to crashes, and provides explanations. Furthermore, it provides seamless Python integration by offloading various costly operations to the C++ core, not only mining. In this demonstration, we show several scenarios that allow end users to solve different data quality problems. Namely, we showcase typo detection, data deduplication, and data anomaly detection scenarios.
Trajectory optimization is a powerful tool for robot motion planning and control. State-of-the-art general-purpose nonlinear programming solvers are versatile, handle constraints effectively and provide a high numerical robustness, but they are slow because they do not fully exploit the optimal control problem structure at hand. Existing structure-exploiting solvers are fast, but they often lack techniques to deal with nonlinearity or rely on penalty methods to enforce (equality or inequality) path constraints. This work presents Fatrop: a trajectory optimization solver that is fast and benefits from the salient features of general-purpose nonlinear optimization solvers. The speed-up is mainly achieved through the integration of a specialized linear solver, based on a Riccati recursion that is generalized to also support stagewise equality constraints. To demonstrate the algorithm's potential, it is benchmarked on a set of robot problems that are challenging from a numerical perspective, including problems with a minimum-time objective and no-collision constraints. The solver is shown to solve problems for trajectory generation of a quadrotor, a robot manipulator and a truck-trailer problem in a few tens of milliseconds. The algorithm's C++-code implementation accompanies this work as open source software, released under the GNU Lesser General Public License (LGPL). This software framework may encourage and enable the robotics community to use trajectory optimization in more challenging applications.
Recently, encoders like ViT (vision transformer) and ResNet have been trained on vast datasets and utilized as perceptual metrics for comparing sketches and images, as well as multi-domain encoders in a zero-shot setting. However, there has been limited effort to quantify the granularity of these encoders. Our work addresses this gap by focusing on multi-modal 2D projections of individual 3D instances. This task holds crucial implications for retrieval and sketch-based modeling. We show that in a zero-shot setting, the more abstract the sketch, the higher the likelihood of incorrect image matches. Even within the same sketch domain, sketches of the same object drawn in different styles, for example by distinct individuals, might not be accurately matched. One of the key findings of our research is that meticulous fine-tuning on one class of 3D shapes can lead to improved performance on other shape classes, reaching or surpassing the accuracy of supervised methods. We compare and discuss several fine-tuning strategies. Additionally, we delve deeply into how the scale of an object in a sketch influences the similarity of features at different network layers, helping us identify which network layers provide the most accurate matching. Significantly, we discover that ViT and ResNet perform best when dealing with similar object scales. We believe that our work will have a significant impact on research in the sketch domain, providing insights and guidance on how to adopt large pretrained models as perceptual losses.
The properties of a block preconditioner that has been successfully used in finite element simulations of large scale ice-sheet flow is examined. The type of preconditioner, based on approximating the Schur complement with the mass matrix scaled by the variable viscosity, is well-known in the context of Stokes flow and has previously been analyzed for other types of non-Newtonian fluids. We adapt the theory to hold for the regularized constitutive (power-law) equation for ice and derive eigenvalue bounds of the preconditioned system for both Picard and Newton linearization using \emph{inf-sup} stable finite elements. The eigenvalue bounds show that viscosity-scaled preconditioning clusters the eigenvalues well with only a weak dependence on the regularization parameter, while the eigenvalue bounds for the traditional non-viscosity-scaled mass-matrix preconditioner are very sensitive to the same regularization parameter. The results are verified numerically in two experiments using a manufactured solution with low regularity and a simulation of glacier flow. The numerical results further show that the computed eigenvalue bounds for the viscosity-scaled preconditioner are nearly independent of the regularization parameter. Experiments are performed using both Taylor-Hood and MINI elements, which are the common choices for \emph{inf-sup} stable elements in ice-sheet models. Both elements conform well to the theoretical eigenvalue bounds, with MINI elements being more sensitive to the quality of the meshes used in glacier simulations.
This paper introduces a new method of discretization that collocates both endpoints of the domain and enables the complete convergence of the costate variables associated with the Hamilton boundary-value problem. This is achieved through the inclusion of an \emph{exceptional sample} to the roots of the Legendre-Lobatto polynomial, thus promoting the associated differentiation matrix to be full-rank. We study the location of the new sample such that the differentiation matrix is the most robust to perturbations and we prove that this location is also the choice that mitigates the Runge phenomenon associated with polynomial interpolation. Two benchmark problems are successfully implemented in support of our theoretical findings. The new method is observed to converge exponentially with the number of discretization points used.
The nonlocal Allen-Cahn equation with nonlocal diffusion operator is a generalization of the classical Allen-Cahn equation. It satisfies the energy dissipation law and maximum bound principle (MBP), and is important for simulating a series of physical and biological phenomena involving long-distance interactions in space. In this paper, we construct first- and second-order (in time) accurate, unconditionally energy stable and MBP-preserving schemes for the nonlocal Allen-Cahn type model based on the stabilized exponential scalar auxiliary variable (sESAV) approach. On the one hand, we have proved the MBP and unconditional energy stability carefully and rigorously in the fully discrete levels. On the other hand, we adopt an efficient FFT-based fast solver to compute the nearly full coefficient matrix generated from the spatial discretization, which improves the computational efficiency. Finally, typical numerical experiments are presented to demonstrate the performance of our proposed schemes.
We present an extended validation of semi-analytical, semi-empirical covariance matrices for the two-point correlation function (2PCF) on simulated catalogs representative of Luminous Red Galaxies (LRG) data collected during the initial two months of operations of the Stage-IV ground-based Dark Energy Spectroscopic Instrument (DESI). We run the pipeline on multiple effective Zel'dovich (EZ) mock galaxy catalogs with the corresponding cuts applied and compare the results with the mock sample covariance to assess the accuracy and its fluctuations. We propose an extension of the previously developed formalism for catalogs processed with standard reconstruction algorithms. We consider methods for comparing covariance matrices in detail, highlighting their interpretation and statistical properties caused by sample variance, in particular, nontrivial expectation values of certain metrics even when the external covariance estimate is perfect. With improved mocks and validation techniques, we confirm a good agreement between our predictions and sample covariance. This allows one to generate covariance matrices for comparable datasets without the need to create numerous mock galaxy catalogs with matching clustering, only requiring 2PCF measurements from the data itself. The code used in this paper is publicly available at //github.com/oliverphilcox/RascalC.
The big data era of science and technology motivates statistical modeling of matrix-valued data using a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction for data compression and storage. Low-rank representations such as singular value decomposition factor the original data into the product of orthonormal basis functions and weights, where each basis function represents an independent feature of the data. However, the basis functions in these factorizations are typically computed using algorithmic methods that cannot quantify uncertainty or account for explicit structure beyond what is implicitly specified via data correlation. We propose a flexible prior distribution for orthonormal matrices that can explicitly model structure in the basis functions. The prior is used within a general probabilistic model for singular value decomposition to conduct posterior inference on the basis functions while accounting for measurement error and fixed effects. To contextualize the proposed prior and model, we discuss how the prior specification can be used for various scenarios and relate the model to its deterministic counterpart. We demonstrate favorable model properties through synthetic data examples and apply our method to sea surface temperature data from the northern Pacific, enhancing our understanding of the ocean's internal variability.
In this paper, we study a general low-rank matrix recovery problem with linear measurements corrupted by some noise. The objective is to understand under what conditions on the restricted isometry property (RIP) of the problem local search methods can find the ground truth with a small error. By analyzing the landscape of the non-convex problem, we first propose a global guarantee on the maximum distance between an arbitrary local minimizer and the ground truth under the assumption that the RIP constant is smaller than $1/2$. We show that this distance shrinks to zero as the intensity of the noise reduces. Our new guarantee is sharp in terms of the RIP constant and is much stronger than the existing results. We then present a local guarantee for problems with an arbitrary RIP constant, which states that any local minimizer is either considerably close to the ground truth or far away from it. Next, we prove the strict saddle property, which guarantees the global convergence of the perturbed gradient descent method in polynomial time. The developed results demonstrate how the noise intensity and the RIP constant of the problem affect the landscape of the problem.
Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization algorithms due to their susceptibility to spurious local minima, simple iterative methods such as gradient descent have been remarkably successful in practice. The theoretical footings, however, had been largely lacking until recently. In this tutorial-style overview, we highlight the important role of statistical models in enabling efficient nonconvex optimization with performance guarantees. We review two contrasting approaches: (1) two-stage algorithms, which consist of a tailored initialization step followed by successive refinement; and (2) global landscape analysis and initialization-free algorithms. Several canonical matrix factorization problems are discussed, including but not limited to matrix sensing, phase retrieval, matrix completion, blind deconvolution, robust principal component analysis, phase synchronization, and joint alignment. Special care is taken to illustrate the key technical insights underlying their analyses. This article serves as a testament that the integrated consideration of optimization and statistics leads to fruitful research findings.