Gauss quadrature for matrix inverse forms with applications

We present a framework for accelerating a spectrum of machine learning algorithms that require computation of bilinear inverse forms u[superscript T] A[superscript −1]u, where A is a positive definite matrix and u a given vector. Our framework is built on Gauss-type quadrature and easily scales to...

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Bibliographic Details
Main Authors: Li, Chengtao, Sra, Suvrit, Jegelka, Stefanie Sabrina
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Proceedings of Machine Learning Research 2017
Online Access:http://hdl.handle.net/1721.1/113000
https://orcid.org/0000-0003-1532-3083
https://orcid.org/0000-0001-8516-4925
https://orcid.org/0000-0002-6121-9474