BIGDATA: F: DKA: Collaborative Research: Randomized Numerical Linear Algebra (RandNLA) for multi-linear and non-linear data

BIGDATA：F：DKA：协作研究：用于多线性和非线性数据的随机数值线性代数 (RandNLA)

• 批准号: 1447534
• 负责人: Michael Mahoney
• 金额: $ 50万
• 依托单位: International Computer Science Institute
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2014
• 资助国家: 美国
• 起止时间: 2014-09-01 至 2018-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1447534&HistoricalAwards=false
• 关键词: BIGDATA; DKA; Collaborative; Research; Randomized

Data are often modeled as matrices; and, as a result, linear algebraic algorithms such as matrix decompositions have proven extremely successful in the analysis of many data sets. Randomized Numerical Linear Algebra (RandNLA) integrates the complementary perspectives that Theoretical Computer Science and Numerical Linear Algebra bring to matrix computations, and it is a new paradigm for the design and analysis of such algorithms and for using the resulting insight to solve important scientific and societal problems. Current RandNLA algorithms extract linear structure from data matrices. The proposed work will extend RandNLA methods to multi-linear and other non-linear structure in data matrices.In more detail, the proposed work will investigate two important, non-linear, structural settings in order to start making progress towards using RandNLA approaches in situations where the underlying data exhibit non-linear structure: it will investigate how to design the next generation of RandNLA algorithms that can handle data that exhibit multi-linear structures captured by tensors; and it will investigate the applicability of RandNLA approaches to data that exhibit non-linear structure, as captured by non-linear dimensionality reduction techniques, local spectral methods, and related semi-supervised eigenvector tools. In addition, it will evaluate the proposed approaches on data applications where the PIs have significant expertise, such as the statistical analysis of population genetics data and astronomical data. Broader impacts of the project include graduate and undergraduate training, workshops and code development for RandNLA. For further information see the project web site at:http://www.stat.berkeley.edu/~mmahoney/projects/nsf-multilinear/

数据通常被建模为矩阵；因此，在对许多数据集的分析中，诸如基质分解等线性代数算法（例如矩阵分解）非常成功。 随机数值线性代数（RANDNLA）整合了理论计算机科学和数值线性代数的互补观点，将其带入矩阵计算，这是对此类算法的设计和分析的新范式，用于利用由此产生的见解来解决重要的科学和社会问题。 当前的Randnla算法从数据矩阵中提取线性结构。 The proposed work will extend RandNLA methods to multi-linear and other non-linear structure in data matrices.In more detail, the proposed work will investigate two important, non-linear, structural settings in order to start making progress towards using RandNLA approaches in situations where the underlying data exhibit non-linear structure: it will investigate how to design the next generation of RandNLA algorithms that can handle data that exhibit multi-linear structures被张量捕获；它将研究Randnla方法对表现出非线性结构的数据的适用性，如非线性降低降低技术，局部光谱方法以及相关的半监督特征向量工具所捕获的那样。此外，它将评估PI具有重要专业知识的数据应用程序所提出的方法，例如人群遗传学数据和天文数据的统计分析。 该项目的更广泛影响包括Randnla的研究生和本科培训，研讨会和代码开发。 有关更多信息，请参见项目网站：http：//www.stat.berkeley.edu/~mmahoney/projects/nsf-multililinear/