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In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm…

Optimization and Control · Mathematics 2018-12-06 Christian Kümmerle , Claudio Mayrink Verdun

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…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

Low-rank factorization is a popular model compression technique that minimizes the error $\delta$ between approximated and original weight matrices. Despite achieving performances close to the original models when $\delta$ is optimized, a…

Machine Learning · Computer Science 2025-12-24 Boyang Zhang , Daning Cheng , Yunquan Zhang , Fangming Liu , Jiake Tian

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

Optimization and Control · Mathematics 2010-10-06 Yun-Bin Zhao

In this paper, we propose a new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of the set of fixed rank matrices. We first introduce a geometric description of the set of fixed rank matrices…

Numerical Analysis · Mathematics 2022-03-25 Marie Billaud-Friess , Antonio Falcó , Anthony Nouy

Recent theory of mapping an image into a structured low-rank Toeplitz or Hankel matrix has become an effective method to restore images. In this paper, we introduce a generalized structured low-rank algorithm to recover images from their…

Image and Video Processing · Electrical Eng. & Systems 2018-11-28 Yue Hu , Xiaohan Liu , Mathews Jacob

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

Optimization and Control · Mathematics 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…

Algebraic Geometry · Mathematics 2022-04-26 Kaie Kubjas , Luca Sodomaco , Elias Tsigaridas

Recht, Fazel, and Parrilo provided an analogy between rank minimization and $\ell_0$-norm minimization. Subject to the rank-restricted isometry property, nuclear norm minimization is a guaranteed algorithm for rank minimization. The…

Numerical Analysis · Mathematics 2009-05-01 Kiryung Lee , Yoram Bresler

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…

Machine Learning · Computer Science 2011-06-09 Shai Shalev-Shwartz , Alon Gonen , Ohad Shamir

Regularized nonnegative low-rank approximations, such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition, form an important branch of dimensionality reduction models known for their enhanced…

Machine Learning · Computer Science 2025-01-31 Jeremy E. Cohen , Valentin Leplat

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…

Optimization and Control · Mathematics 2010-08-25 M. Journée , F. Bach , P. -A. Absil , R. Sepulchre

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund