Related papers: Beating Randomized Response on Incoherent Matrices
In the task of differentially private (DP) continual counting, we receive a stream of increments and our goal is to output an approximate running total of these increments, without revealing too much about any specific increment. Despite…
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…
Personalized recommendations form an important part of today's internet ecosystem, helping artists and creators to reach interested users, and helping users to discover new and engaging content. However, many users today are skeptical of…
Ratio statistics--such as relative risk and odds ratios--play a central role in hypothesis testing, model evaluation, and decision-making across many areas of machine learning, including causal inference and fairness analysis. However,…
We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
Scientific collaborations benefit from collaborative learning of distributed sources, but remain difficult to achieve when data are sensitive. In recent years, privacy preserving techniques have been widely studied to analyze distributed…
We study distributed low rank approximation in which the matrix to be approximated is only implicitly represented across the different servers. For example, each of $s$ servers may have an $n \times d$ matrix $A^t$, and we may be interested…
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…
Dimensional reduction of high dimensional data can be achieved by keeping only the relevant eigenmodes after principal component analysis. However, differentiating relevant eigenmodes from the random noise eigenmodes is problematic. A new…
Differential privacy has become a widely accepted notion of privacy, leading to the introduction and deployment of numerous privatization mechanisms. However, ensuring the privacy guarantee is an error-prone process, both in designing…
We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…
We consider the problem of reconstructing a low rank matrix from noisy observations of a subset of its entries. This task has applications in statistical learning, computer vision, and signal processing. In these contexts, "noise"…
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…
We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…
A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…