The paper demonstrates that the Variational Online Gauss-Newton (VOGN) method of Khan et al. (2018) can be successfully scaled to deep learning architectures. The authors demonstrated the scalability of Bayesian methods to large scale data such as ImageNet. Extensive experiments on large scale data and models are provided. The main result is an adoption of an existing model (VOGN) to make it practical for deep learning.

An improved version of the sparse multiway kernel spectral clustering (KSC) is presented in this brief. The original algorithm is derived from weighted kernel principal component (KPCA) analysis formulated within the primal-dual least-squares support vector machine (LS-SVM) framework. Sparsity is achieved then by the combination of the incomplete Cholesky decomposition (ICD) based low rank approximation of the kernel matrix with the so called reduced set method. The original ICD based sparse KSC algorithm was reported to be computationally far too demanding, especially when applied on large scale data clustering problems that actually it was designed for, which has prevented to gain more than simply theoretical relevance so far. This is altered by the modifications reported in this brief that drastically improve the computational characteristics. Solving the alternative, symmetrized version of the computationally most demanding core eigenvalue problem eliminates the necessity of forming and SVD of large matrices during the model construction. This results in solving clustering problems now within seconds that were reported to require hours without altering the results. Furthermore, sparsity is also improved significantly, leading to more compact model representation, increasing further not only the computational efficiency but also the descriptive power. These transform the original, only theoretically relevant ICD based sparse KSC algorithm applicable for large scale practical clustering problems. Theoretical results and improvements are demonstrated by computational experiments on carefully selected synthetic data as well as on real life problems such as image segmentation.

Matrix Factorization (MF) on large scale data takes substantial time on a Central Processing Unit (CPU). While Graphical Processing Unit (GPU)s could expedite the computation of MF, the available memory on a GPU is finite. Leveraging GPUs require alternative techniques that allow not only parallelism but also address memory limitations. Synchronization between computation units, isolation of data related to a computational unit, sharing of data between computational units and identification of independent tasks among computational units are some of the challenges while leveraging GPUs for MF. We propose a block based approach to matrix factorization using Stochastic Gradient Descent (SGD) that is aimed at accelerating MF on GPUs. The primary motivation for the approach is to make it viable to factorize extremely large data sets on limited hardware without having to compromise on results. The approach addresses factorization of large scale data by identifying independent blocks, each of which are factorized in parallel using multiple computational units. The approach can be extended to one or more GPUs and even to distributed systems. The RMSE results of the block based approach are with in acceptable delta in comparison to the results of CPU based variant and multi-threaded CPU variant of similar SGD kernel implementation. The advantage, of the block based variant, in-terms of speed are significant in comparison to other variants.

The data for your sequence prediction problem probably needs to be scaled when training a neural network, such as a Long Short-Term Memory recurrent neural network. When a network is fit on unscaled data that has a range of values (e.g. In this tutorial, you will discover how to normalize and standardize your sequence prediction data and how to decide which to use for your input and output variables. How to Scale Data for Long Short-Term Memory Networks in Python Photo by Mathias Appel, some rights reserved. There are two types of scaling of your series that you may want to consider: normalization and standardization.

There are many successful spectral based unsupervised dimensionality reduction methods, including Laplacian Eigenmap (LE), Locality Preserving Projection (LPP), Spectral Regression (SR), etc. LPP and SR are two different linear spectral based methods, however, we discover that LPP and SR are equivalent, if the symmetric similarity matrix is doubly stochastic, Positive Semi-Definite (PSD) and with rank p, where p is the reduced dimension. The discovery promotes us to seek low-rank and doubly stochastic similarity matrix, we then propose an unsupervised linear dimensionality reduction method, called Unsupervised Large Graph Embedding (ULGE). ULGE starts with similar idea as LPP, it adopts an efficient approach to construct similarity matrix and then performs spectral analysis efficiently, the computational complexity can reduce to O(ndm), which is a significant improvement compared to conventional spectral based methods which need O(n^2d) at least, where n, d and m are the number of samples, dimensions and anchors, respectively. Extensive experiments on several public available data sets demonstrate the efficiency and effectiveness of the proposed method.

In this paper we address the problem of performing statistical inference for large scale data sets i.e., Big Data. The volume and dimensionality of the data may be so high that it cannot be processed or stored in a single computing node. We propose a scalable, statistically robust and computationally efficient bootstrap method, compatible with distributed processing and storage systems. Bootstrap resamples are constructed with smaller number of distinct data points on multiple disjoint subsets of data, similarly to the bag of little bootstrap method (BLB) [1]. Then significant savings in computation is achieved by avoiding the re-computation of the estimator for each bootstrap sample. Instead, a computationally efficient fixed-point estimation equation is analytically solved via a smart approximation following the Fast and Robust Bootstrap method (FRB) [2]. Our proposed bootstrap method facilitates the use of highly robust statistical methods in analyzing large scale data sets. The favorable statistical properties of the method are established analytically. Numerical examples demonstrate scalability, low complexity and robust statistical performance of the method in analyzing large data sets.