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Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner,…

Machine Learning · Statistics 2016-05-17 Jie Shen , Huan Xu , Ping Li

We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vectors in a vector space. These functions can serve as…

Optimization and Control · Mathematics 2017-04-13 Amin Jalali , Maryam Fazel , Lin Xiao

For a finite $\mathbb{Z}$-algebra $R$, i.e., for a ring which is not necessarily associative or unitary, but whose additive group is finitely generated, we construct a decomposition of $R/{\rm Ann}(R)$ into directly indecomposable factors…

Rings and Algebras · Mathematics 2023-08-04 Martin Kreuzer , Alexei Miasnikov , Florian Walsh

We show how to construct highly symmetric algorithms for matrix multiplication. In particular, we consider algorithms which decompose the matrix multiplication tensor into a sum of rank-1 tensors, where the decomposition itself consists of…

Computational Complexity · Computer Science 2016-12-13 Joshua A. Grochow , Cristopher Moore

Tensor decompositions are promising tools for big data analytics as they bring multiple modes and aspects of data to a unified framework, which allows us to discover complex internal structures and correlations of data. Unfortunately most…

Numerical Analysis · Computer Science 2014-12-30 Guoxu Zhou , Andrzej Cichocki , Shengli Xie

This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the…

Optimization and Control · Mathematics 2021-10-13 Joong-Ho Won , Teng Zhang , Hua Zhou

Low-rank matrix recovery is a fundamental problem in signal processing and machine learning. A recent very popular approach to recovering a low-rank matrix X is to factorize it as a product of two smaller matrices, i.e., X = UV^T, and then…

Optimization and Control · Mathematics 2023-07-19 Shuang Li , Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…

Optimization and Control · Mathematics 2018-09-27 Mohsen Kheirandishfard , Fariba Zohrizadeh , Ramtin Madani

In this paper, we study the optimality gap between two-layer ReLU networks regularized with weight decay and their convex relaxations. We show that when the training data is random, the relative optimality gap between the original problem…

Machine Learning · Computer Science 2024-07-15 Sungyoon Kim , Mert Pilanci

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

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

Factorization of numbers with the help of Gauss sums relies on an intimate relationship between the maxima of these functions and the factors. Indeed, when we restrict ourselves to integer arguments of the Gauss sum we profit from a…

Quantum Physics · Physics 2012-10-25 S. Wölk , C. Feiler , W. P. Schleich

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani

In an effort to develop an alternative approach to traditional sparse reformulations, we will provide a new type of convex reformulation of a large class of stochastic quadratically constrained quadratic optimization problems that is…

Optimization and Control · Mathematics 2023-01-31 Markus Gabl

The orthogonal decomposition factorizes a tensor into a sum of an orthogonal list of rankone tensors. We present several properties of orthogonal rank. We find that a subtensor may have a larger orthogonal rank than the whole tensor and…

Numerical Analysis · Mathematics 2022-12-05 Chao Zeng

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also…

Numerical Analysis · Mathematics 2020-08-20 Vidhi Zala , Robert M. Kirby , Akil Narayan

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

Machine Learning · Computer Science 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

This paper presents computationally feasible rank-one relaxation algorithms for the efficient simulation of a time-incremental damage model with nonconvex incremental stress potentials in multiple spatial dimensions. While the standard…

Computational Engineering, Finance, and Science · Computer Science 2023-02-10 Daniel Balzani , Maximilian Köhler , Timo Neumeier , Malte A. Peter , Daniel Peterseim