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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

Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the…

Machine Learning · Statistics 2014-09-18 Luwan Zhang , Grace Wahba , Ming Yuan

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

Structural network embedding is a crucial step in enabling effective downstream tasks for complex systems that aims to project a network into a lower-dimensional space while preserving similarities among nodes. We introduce a simple and…

Social and Information Networks · Computer Science 2024-12-23 Giuseppe Squillace , Mirco Tribastone , Max Tschaikowski , Andrea Vandin

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

In this paper we address the problem of recovering a matrix, with inherent low rank structure, from its lower dimensional projections. This problem is frequently encountered in wide range of areas including pattern recognition, wireless…

Numerical Analysis · Computer Science 2013-12-25 Anupriya Gogna , Ankita Shukla , Angshul Majumdar

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

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank…

Optimization and Control · Mathematics 2022-02-17 Christian Grussler , Pontus Giselsson

Quasi-separable matrices are a class of rank-structured matriceswidely used in numerical linear algebra and of growing interestin computer algebra, with applications in e.g. the linearization ofpolynomial matrices. Various representation…

Symbolic Computation · Computer Science 2023-02-10 Clément Pernet , Hippolyte Signargout , Gilles Villard

We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…

Probability · Mathematics 2021-07-16 Sergio Caracciolo , Vittorio Erba , Andrea Sportiello

Let $\mathbf{P}=\{ p_1, p_2, \ldots p_n \}$ and $\mathbf{Q} = \{ q_1, q_2 \ldots q_m \}$ be two point sets in an arbitrary metric space. Let $\mathbf{A}$ represent the $m\times n$ pairwise distance matrix with $\mathbf{A}_{i,j} = d(p_i,…

Data Structures and Algorithms · Computer Science 2018-09-20 Ainesh Bakshi , David P. Woodruff

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

The importance of accurate recommender systems has been widely recognized by academia and industry. However, the recommendation quality is still rather low. Recently, a linear sparse and low-rank representation of the user-item matrix has…

Information Retrieval · Computer Science 2016-02-29 Zhao Kang , Qiang Cheng

The distance metric plays an important role in nearest neighbor (NN) classification. Usually the Euclidean distance metric is assumed or a Mahalanobis distance metric is optimized to improve the NN performance. In this paper, we study the…

Machine Learning · Statistics 2007-06-26 Bharath K. Sriperumbudur , Gert R. G. Lanckriet

Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line…

Machine Learning · Computer Science 2015-03-20 Purushottam Kar , Harish Karnick

The paper deals with the problem of penalized empirical risk minimization over a convex set of linear functionals on the space of Hermitian matrices with convex loss and nuclear norm penalty. Such penalization is often used in low rank…

Statistics Theory · Mathematics 2012-10-11 Vladimir Koltchinskii

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

We state and give self contained proofs of semidefinite programming characterizations of the numerical radius and its dual norm for matrices. We show that the computation of the numerical radius and its dual norm within $\varepsilon$…

Numerical Analysis · Mathematics 2024-01-25 Shmuel Friedland , Chi-Kwong Li

The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approximate the regularization path, i.e., the optimal solution as…

Systems and Control · Computer Science 2015-04-22 Niclas Blomberg , Cristian R. Rojas , Bo Wahlberg