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In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…

Numerical Analysis · Mathematics 2009-04-07 Pierre Maréchal , Aude Rondepierre

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…

Machine Learning · Statistics 2013-11-12 Akshay Krishnamurthy , Aarti Singh

We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…

Optimization and Control · Mathematics 2025-12-04 Stefan Clarke , Bartolomeo Stellato

Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex…

Machine Learning · Statistics 2015-03-10 Yuning Yang , Siamak Mehrkanoon , Johan A. K. Suykens

Fast approximations to matrix multiplication have the potential to dramatically reduce the cost of neural network inference. Recent work on approximate matrix multiplication proposed to replace costly multiplications with table-lookups by…

Machine Learning · Computer Science 2022-07-14 Calvin McCarter , Nicholas Dronen

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

Data Structures and Algorithms · Computer Science 2018-12-18 Arun Jambulapati , Kirankumar Shiragur , Aaron Sidford

Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

A matrix network is a family of matrices, with relatedness modeled by a weighted graph. We consider the task of completing a partially observed matrix network. We assume a novel sampling scheme where a fraction of matrices might be…

Machine Learning · Computer Science 2018-06-11 Qingyun Sun , Mengyuan Yan David Donoho , Stephen Boyd

Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…

Machine Learning · Computer Science 2019-10-08 Abdallah Chehade , Zunya Shi

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

With the growth of model and data sizes, a broad effort has been made to design pruning techniques that reduce the resource demand of deep learning pipelines, while retaining model performance. In order to reduce both inference and training…

Machine Learning · Computer Science 2026-02-24 Dayana Savostianova , Emanuele Zangrando , Gianluca Ceruti , Francesco Tudisco

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban

We improve the current best running time value to invert sparse matrices over finite fields, lowering it to an expected $O\big(n^{2.2131}\big)$ time for the current values of fast rectangular matrix multiplication. We achieve the same…

Data Structures and Algorithms · Computer Science 2022-12-13 Sílvia Casacuberta , Rasmus Kyng

Fourier domain structured low-rank matrix priors are emerging as powerful alternatives to traditional image recovery methods such as total variation and wavelet regularization. These priors specify that a convolutional structured matrix,…

Numerical Analysis · Computer Science 2017-06-27 Greg Ongie , Mathews Jacob

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung