Related papers: Spectral approximations in machine learning
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
Spectral clustering has become a popular technique due to its high performance in many contexts. It comprises three main steps: create a similarity graph between N objects to cluster, compute the first k eigenvectors of its Laplacian matrix…
Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…
We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…
In this paper, we introduce an algorithm for performing spectral clustering efficiently. Spectral clustering is a powerful clustering algorithm that suffers from high computational complexity, due to eigen decomposition. In this work, we…
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
Spectral clustering is a broad class of clustering procedures in which an intractable combinatorial optimization formulation of clustering is "relaxed" into a tractable eigenvector problem, and in which the relaxed solution is subsequently…
We present a spectral approach to design approximation algorithms for network design problems. We observe that the underlying mathematical questions are the spectral rounding problems, which were studied in spectral sparsification and in…
The Nystr\"om method is a convenient heuristic method to obtain low-rank approximations to kernel matrices in nearly linear complexity. Existing studies typically use the method to approximate positive semidefinite matrices with low or…
Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral…
Eigenspaces of covariance matrices play an important role in statistical machine learning, arising in variety of modern algorithms. Quantitatively, it is convenient to describe the eigenspaces in terms of spectral projectors. This work…
Deep neural networks have proven to be particularly effective in visual and audio recognition tasks. Existing models tend to be computationally expensive and memory intensive, however, and so methods for hardware-oriented approximation have…
Spectral clustering is a novel clustering method which can detect complex shapes of data clusters. However, it requires the eigen decomposition of the graph Laplacian matrix, which is proportion to $O(n^3)$ and thus is not suitable for…
We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast…
The bilateral and nonlocal means filters are instances of kernel-based filters that are popularly used in image processing. It was recently shown that fast and accurate bilateral filtering of grayscale images can be performed using a…
Samples from intimate (non-linear) mixtures are generally modeled as being drawn from a smooth manifold. Scenarios where the data contains multiple intimate mixtures with some constituent materials in common can be thought of as manifolds…
We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
Spectral dimensionality reduction methods enable linear separations of complex data with high-dimensional features in a reduced space. However, these methods do not always give the desired results due to irregularities or uncertainties of…