Applied Math Seminar: Ethan Epperly (Caltech)
Applied Math Seminar: Ethan Epperly (Caltech)
Title: Randomly pivoted Cholesky: Fast, accurate matrix approximation for scientific machine learning Abstract: Low-rank approximation of positive semidefinite matrices is a basic problem in computational mathematics, with many applications to machine learning and scientific computing. Existing approaches for this problem largely fall into two categories: simple, fast, but sometimes inaccurate methods and sophisticated, slower methods […]