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Related papers: On Weighted Low-Rank Approximation

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We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

This preliminary note presents a heuristic for determining rank constrained solutions to linear matrix equations (LME). The method proposed here is based on minimizing a non-convex quadratic functional, which will hence-forth be termed as…

Optimization and Control · Mathematics 2018-09-10 Shravan Mohan

We propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation frame- work. Our method is motivated by generalized Polynomial…

Numerical Analysis · Mathematics 2021-05-04 Akil Narayan , John D. Jakeman , Tao Zhou

In this short article, some properties of matrices of moving least-squares approximation have been proven.The used technique is based on singular-value decomposition and inequalities for singular-values. Some inequalities for the norm of…

Numerical Analysis · Mathematics 2015-10-28 Svetoslav Nenov , Tsvetelin Tsvetkov

A multimodal network encodes relationships between the same set of nodes in multiple settings, and network alignment is a powerful tool for transferring information and insight between a pair of networks. We propose a method for multimodal…

Social and Information Networks · Computer Science 2017-03-31 Huda Nassar , David F. Gleich

Low-rank approximation of kernels is a fundamental mathematical problem with widespread algorithmic applications. Often the kernel is restricted to an algebraic variety, e.g., in problems involving sparse or low-rank data. We show that…

Machine Learning · Computer Science 2023-10-02 Jason M. Altschuler , Pablo A. Parrilo

We consider the problem of link prediction, based on partial observation of a large network, and on side information associated to its vertices. The generative model is formulated as a matrix logistic regression. The performance of the…

Statistics Theory · Mathematics 2018-03-20 Nicolai Baldin , Quentin Berthet

We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends…

Statistics Theory · Mathematics 2019-09-24 Daniel Irving Bernstein , Grigoriy Blekherman , Rainer Sinn

Low rank matrix approximation is an important tool in machine learning. Given a data matrix, low rank approximation helps to find factors, patterns and provides concise representations for the data. Research on low rank approximation…

Computational Complexity · Computer Science 2017-04-21 Chen Dan , Kristoffer Arnsfelt Hansen , He Jiang , Liwei Wang , Yuchen Zhou

Matrices of (approximate) low rank are pervasive in data science, appearing in recommender systems, movie preferences, topic models, medical records, and genomics. While there is a vast literature on how to exploit low rank structure in…

Machine Learning · Computer Science 2018-05-31 Madeleine Udell , Alex Townsend

We study the problem of approximating a matrix $\mathbf{A}$ with a matrix that has a fixed sparsity pattern (e.g., diagonal, banded, etc.), when $\mathbf{A}$ is accessed only by matrix-vector products. We describe a simple randomized…

Data Structures and Algorithms · Computer Science 2024-03-27 Noah Amsel , Tyler Chen , Feyza Duman Keles , Diana Halikias , Cameron Musco , Christopher Musco

We consider the problem of reconstructing an unknown bounded function $u$ defined on a domain $X\subset \mathbb{R}^d$ from noiseless or noisy samples of $u$ at $n$ points $(x^i)_{i=1,\dots,n}$. We measure the reconstruction error in a norm…

Numerical Analysis · Mathematics 2016-08-02 Albert Cohen , Giovanni Migliorati

This manuscript describes a technique for computing partial rank-revealing factorizations, such as, e.g, a partial QR factorization or a partial singular value decomposition. The method takes as input a tolerance $\varepsilon$ and an…

Numerical Analysis · Mathematics 2015-06-19 Per-Gunnar Martinsson , Sergey Voronin

We present a generalized formulation for reweighted least squares approximations. The goal of this article is twofold: firstly, to prove that the solution of such problem can be expressed as a convex combination of certain interpolants when…

We study the rank of the random $n\times m$ 0/1 matrix ${\bf A}_{n,m;k}$ where each column is chosen independently from the set $\Omega_{n,k}$ of 0/1 vectors with exactly $k$ 1's. Here 0/1 are the elements of the field $GF_2$. We obtain an…

Combinatorics · Mathematics 2018-11-16 C. Cooper , A. M. Frieze , W. Pegden

We present and study approximate notions of dimensional and margin complexity, which correspond to the minimal dimension or norm of an embedding required to approximate, rather then exactly represent, a given hypothesis class. We show that…

Machine Learning · Computer Science 2020-03-10 Pritish Kamath , Omar Montasser , Nathan Srebro

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

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…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

The article concerns low-rank approximation of matrices generated by sampling a smooth function of two $m$-dimensional variables. We identify several misconceptions surrounding a claim that, for a specific class of analytic functions, such…

Numerical Analysis · Mathematics 2025-09-09 Stanislav Budzinskiy

A common problem in machine learning is to rank a set of n items based on pairwise comparisons. Here ranking refers to partitioning the items into sets of pre-specified sizes according to their scores, which includes identification of the…

Machine Learning · Computer Science 2018-01-08 Reinhard Heckel , Max Simchowitz , Kannan Ramchandran , Martin J. Wainwright