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We consider the related tasks of matrix completion and matrix approximation from missing data and propose adaptive sampling procedures for both problems. We show that adaptive sampling allows one to eliminate standard incoherence…

Machine Learning · Statistics 2014-07-15 Akshay Krishnamurthy , Aarti Singh

We propose a robust normal estimation method for both point clouds and meshes using a low rank matrix approximation algorithm. First, we compute a local feature descriptor for each point and find similar, non-local neighbors that we…

Graphics · Computer Science 2021-10-05 Xuequan Lu , Scott Schaefer , Jun Luo , Lizhuang Ma , Ying He

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

Low rank tensor approximation is a fundamental tool in modern machine learning and data science. In this paper, we study the characterization, perturbation analysis, and an efficient sampling strategy for two primary tensor CUR…

Numerical Analysis · Mathematics 2021-10-15 HanQin Cai , Keaton Hamm , Longxiu Huang , Deanna Needell

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

Computational Complexity · Computer Science 2014-04-11 Moritz Hardt , Raghu Meka , Prasad Raghavendra , Benjamin Weitz

In this work, we address the problem of outlier detection for robust motion estimation by using modern sparse-low-rank decompositions, i.e., Robust PCA-like methods, to impose global rank constraints. Robust decompositions have shown to be…

Computer Vision and Pattern Recognition · Computer Science 2014-10-23 German Ros , Jose Alvarez , Julio Guerrero

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

This article presents matrix backpropagation algorithms for the QR decomposition of matrices $A_{m, n}$, that are either square (m = n), wide (m < n), or deep (m > n), with rank $k = min(m, n)$. Furthermore, we derive novel matrix…

Numerical Analysis · Mathematics 2020-12-14 Denisa A. O. Roberts , Lucas R. Roberts

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…

Optimization and Control · Mathematics 2025-02-21 Yujun Zhu , Jie Zhu , Hizba Arshad , Zhongming Wang , Ju Ming

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an…

Machine Learning · Statistics 2020-11-16 Chencheng Cai , Rong Chen , Han Xiao

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

Numerical Analysis · Mathematics 2007-05-23 Shmuel Friedland , Mostafa Kaveh , Amir Niknejad , Hossein Zare

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…

Information Theory · Computer Science 2009-10-21 Benjamin Recht

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…

Mathematical Software · Computer Science 2020-08-12 Jed A. Duersch , Ming Gu

Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missing completely at random" (MCAR), i.e., each entry is…

Econometrics · Economics 2021-10-01 Anish Agarwal , Munther Dahleh , Devavrat Shah , Dennis Shen

We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank…

Machine Learning · Statistics 2015-04-09 Suriya Gunasekar , Makoto Yamada , Dawei Yin , Yi Chang

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis
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