Related papers: Column Subset Selection, Matrix Factorization, and…
We study dual volume sampling, a method for selecting k columns from an n x m short and wide matrix (n <= k <= m) such that the probability of selection is proportional to the volume spanned by the rows of the induced submatrix. This method…
In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…
Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…
In this paper, we study feature cross search as a fundamental primitive in feature engineering. The importance of feature cross search especially for the linear model has been known for a while, with well-known textbook examples. In this…
It has been recently discovered by Bell, Heinle and Levandovskyy that a large class of algebras, including the ubiquitous $G$-algebras, are finite factorization domains (FFD for short). Utilizing this result, we contribute an algorithm to…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value…
Column generation is used alongside Dantzig-Wolfe Decomposition, especially for linear programs having a decomposable pricing step requiring to solve numerous independent pricing subproblems. We propose a filtering method to detect which…
Let $M$ be a real $r\times c$ matrix and let $k$ be a positive integer. In the column subset selection problem (CSSP), we need to minimize the quantity $\|M-SA\|$, where $A$ can be an arbitrary $k\times c$ matrix, and $S$ runs over all…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…
We study the underlying structure of data (approximately) generated from a union of independent subspaces. Traditional methods learn only one subspace, failing to discover the multi-subspace structure, while state-of-the-art methods analyze…
In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…
Gradient descent for matrix factorization exhibits an implicit bias toward approximately low-rank solutions. While existing theories often assume the boundedness of iterates, empirically the bias persists even with unbounded sequences. This…
Matrix Factorization has emerged as a widely adopted framework for modeling data exhibiting low-rank structures. To address challenges in manifold learning, this paper presents a subspace-constrained quadratic matrix factorization model.…
Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…
In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial…
This paper highlights a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian…
Column Generation (CG) is an effective and iterative algorithm to solve large-scale linear programs (LP). During each CG iteration, new columns are added to improve the solution of the LP. Typically, CG greedily selects one column with the…
Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a…
We present new deterministic algorithms for several cases of the maximum rank matrix completion problem (for short matrix completion), i.e. the problem of assigning values to the variables in a given symbolic matrix as to maximize the…