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1. chinaXiv:201908.00121 [pdf]

一中求解特征值问题的广义共轭梯度算法

谢和虎; 张宁; 李瑜; 徐然; 游春光
Subjects: Mathematics >> Computational Mathematics.

本文基于阻尼块反幂法与子空间投影算法设计了一种求解特征值问题的广义共轭梯度算法, 同时也实现了相应的计算软件包. 然后对算法和计算过程进行了一系列的优化来提高算法的稳定性、计算效率和并行可扩展性, 使得本文的算法适合在并行计算环境下求解大规模稀疏矩阵的特征值. 所形成的软件包是基于Matrix-Free和Vector-Free设计的, 可以应用于任意的矩阵向量结构. 针对几种典型矩阵的测试结果表明本文的算法和软件包不但具有良好的数值稳定性, 同时相比于SLEPc软件包中的LOBPCG以及Jacobi-Davidson解法器有2-6倍的效率提升. 软件包的网址: https://github.com/pase2017/GCGE-1.0.

submitted time 2019-08-27 Hits95Downloads39 Comment 0

2. chinaXiv:201904.00081 [pdf]

接圆回归

何沧平
Subjects: Mathematics >> Computational Mathematics.

本文提出一个名为接圆回归的点击率预测新方法,尝试替代常用的因子分解机(FM)。接圆回归用超平面拼接出一个封闭凸多面体,圈出正样本,有直观的几何解释, 能从任意初始值一次收敛到全局最优解。 拟合出来的曲面Lipschitz连续,变化平缓。在人工设计的星环集、双堆集、双月集上,接圆回归的分类准确性、解释性、平滑性全面超过FM。在同量级参数量、计算量 的条件下,接圆回归在Avazu集和Criteo集上的AUC超过FM。

submitted time 2019-04-10 Hits1908Downloads265 Comment 0

3. chinaXiv:201803.00428 [pdf]

逻辑回归上的反拉加速方法

何沧平
Subjects: Mathematics >> Computational Mathematics.

本文通过严格数学分析找出了逻辑回归过拟合的成因:边界样本的损失贡献比重大且随法向量增长而加速增大、边界样本分布散乱,顺便理清了正则项的作用机理。 利用过拟合机制,本文提出一种反拉方法,既能缓解过拟合,又能减少训练步数,在MNIST数据集上实现加速38.25倍,在CIFAR10数据集上实现加速5.61倍。

submitted time 2018-04-03 Hits1952Downloads107 Comment 0

4. chinaXiv:201803.00428 [pdf]

逻辑回归上的反拉加速方法

何沧平
Subjects: Mathematics >> Computational Mathematics.

本文通过严格数学分析找出了逻辑回归过拟合的成因:边界样本的损失贡献比重大且随法向量增长而加速增大、边界样本分布散乱,顺便理清了正则项的作用机理。 利用过拟合机制,本文提出一种反拉方法,既能缓解过拟合,又能减少训练步数,在MNIST数据集上实现加速38.25倍,在CIFAR10数据集上实现加速5.61倍。

submitted time 2018-03-22 Hits2477Downloads636 Comment 0

5. chinaXiv:201708.00246 [pdf]

From limited-aperture to full-aperture

Xiaodong Liu
Subjects: Mathematics >> Computational Mathematics.

Many numerical methods have been proposed in the last 30 years for inverse problems. While very successful in many cases, progress has lagged in other areas of applications which are forced to rely on {\em limited-aperture} measurements. In this paper, we introduce some techniques to retrieve the other data that can not be measured directly. We consider the inverse acoustic scattering of time harmonic plane waves and take the scattering amplitude to be the measurements. Assume that the scattering amplitude can only be measured with observation directions restricted in $S^{n-1}_0$, which is compactly supported in the unit sphere. Based on the reciprocity relation of the scattering amplitude, we prove a special symmetric structure of the corresponding multi-static response matrix. This will also be verified by numerical examples. Combining this, with the help of the Green's formula for the scattered field, we introduce an iterative scheme to retrieve approximate {\em full-aperture} scattering amplitude. As an application, using a recently proposed direct sampling method [28], we consider the fast and robust sampling methods with {\em limited-aperture} measurements. Some numerical simulations are conducted with noisy data, and the results will further verify the effectiveness and robustness of the proposed data retrieval method and of the sampling method for inverse acoustic scattering problems.

submitted time 2017-08-22 Hits1415Downloads1033 Comment 0

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