1 code implementation • 14 Feb 2020 • Nick Alger, Peng Chen, Omar Ghattas
We present a method for converting tensors into tensor train format based on actions of the tensor as a vector-valued multilinear function.
Numerical Analysis Numerical Analysis
2 code implementations • 7 Feb 2020 • Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas
In this work we motivate the extension of Newton methods to the SA regime, and argue for the use of the scalable low rank saddle free Newton (LRSFN) method, which avoids forming the Hessian in favor of making a low rank approximation.
1 code implementation • 16 May 2019 • Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas
We survey sub-sampled inexact Newton methods and consider their application in non-convex settings.
Optimization and Control Numerical Analysis