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The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k…

Statistics Theory · Mathematics 2007-06-25 Marcus Hutter

Learning the structure of Bayesian networks and causal relationships from observations is a common goal in several areas of science and technology. We show that the prequential minimum description length principle (MDL) can be used to…

Machine Learning · Computer Science 2021-07-13 Jorg Bornschein , Silvia Chiappa , Alan Malek , Rosemary Nan Ke

A well-known method for completing low-rank matrices based on convex optimization has been established by Cand{\`e}s and Recht. Although theoretically complete, the method may not entirely solve the low-rank matrix completion problem. This…

Methodology · Statistics 2014-07-17 Guangcan Liu , Ping Li

This paper introduces a fast algorithm for randomized computation of a low-rank Dynamic Mode Decomposition (DMD) of a matrix. Here we consider this matrix to represent the development of a spatial grid through time e.g. data from a static…

Computer Vision and Pattern Recognition · Computer Science 2016-04-12 N. Benjamin Erichson , Carl Donovan

Constrained low-rank matrix approximations have been known for decades as powerful linear dimensionality reduction techniques to be able to extract the information contained in large data sets in a relevant way. However, such low-rank…

Machine Learning · Computer Science 2021-12-20 Pierre De Handschutter , Nicolas Gillis , Xavier Siebert

In this paper we discuss a method, which we call Minimum Conditional Description Length (MCDL), for estimating the parameters of a subset of sites within a Markov random field. We assume that the edges are known for the entire graph…

Information Theory · Computer Science 2016-02-25 Matthew G. Reyes , David L. Neuhoff

Neural networks have achieved tremendous success in a large variety of applications. However, their memory footprint and computational demand can render them impractical in application settings with limited hardware or energy resources. In…

Machine Learning · Computer Science 2022-10-19 Steffen Schotthöfer , Emanuele Zangrando , Jonas Kusch , Gianluca Ceruti , Francesco Tudisco

Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…

Numerical Analysis · Mathematics 2025-12-22 Kingsley Yeon , Mihai Anitescu

Latest least squares regression (LSR) methods mainly try to learn slack regression targets to replace strict zero-one labels. However, the difference of intra-class targets can also be highlighted when enlarging the distance between…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Zhe Chen , Xiao-Jun Wu , Josef Kittler

Rank-based metrics are some of the most widely used criteria for performance evaluation of computer vision models. Despite years of effort, direct optimization for these metrics remains a challenge due to their non-differentiable and…

Machine Learning · Computer Science 2024-12-16 Michal Rolínek , Vít Musil , Anselm Paulus , Marin Vlastelica , Claudio Michaelis , Georg Martius

Low-rank approximations of data matrices are an important dimensionality reduction tool in machine learning and regression analysis. We consider the case of categorical variables, where it can be formulated as the problem of finding…

Machine Learning · Computer Science 2018-03-14 Reka Kovacs , Oktay Gunluk , Raphael Hauser

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…

Information Theory · Computer Science 2013-01-29 Guangcan Liu , Zhouchen Lin , Shuicheng Yan , Ju Sun , Yong Yu , Yi Ma

Low-rank metric learning aims to learn better discrimination of data subject to low-rank constraints. It keeps the intrinsic low-rank structure of datasets and reduces the time cost and memory usage in metric learning. However, it is still…

Machine Learning · Computer Science 2019-09-16 Han Liu , Zhizhong Han , Yu-Shen Liu , Ming Gu

MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive…

Machine Learning · Computer Science 2023-02-07 Audrey Huang , Jinglin Chen , Nan Jiang

Dimensionality reduction (DR) of image features plays an important role in image retrieval and classification tasks. Recently, two types of methods have been proposed to improve the both the accuracy and efficiency for the dimensionality…

Computer Vision and Pattern Recognition · Computer Science 2013-04-10 Yao Nan , Qian Feng , Sun Zuolei

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

The Minimum Description Length (MDL) principle offers a formal framework for applying Occam's razor in machine learning. However, its application to neural networks such as Transformers is challenging due to the lack of a principled,…

Machine Learning · Computer Science 2026-03-04 Peter Shaw , James Cohan , Jacob Eisenstein , Kristina Toutanova

In this paper, we propose a novel approach to the rank minimization problem, termed rank residual constraint (RRC) model. Different from existing low-rank based approaches, such as the well-known nuclear norm minimization (NNM) and the…

Computer Vision and Pattern Recognition · Computer Science 2020-02-05 Zhiyuan Zha , Xin Yuan , Bihan Wen , Jiantao Zhou , Jiachao Zhang , Ce Zhu