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Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

We study the following optimization problem over a dynamical system that consists of several linear subsystems: Given a finite set of $n\times n$ matrices and an $n$-dimensional vector, find a sequence of $K$ matrices, each chosen from the…

Optimization and Control · Mathematics 2020-02-17 Zeyang Wu , Qie He

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…

Optimization and Control · Mathematics 2020-06-09 Yajing Liu , April Sagan , Andrey Bernstein , Rui Yang , Xinyang Zhou , Yingchen Zhang

We explore the impact of coarse quantization on matrix completion in the extreme scenario of dithered one-bit sensing, where the matrix entries are compared with time-varying threshold levels. In particular, instead of observing a subset of…

Information Theory · Computer Science 2024-02-16 Arian Eamaz , Farhang Yeganegi , Mojtaba Soltanalian

Matrix completion refers to completing a low-rank matrix from a few observed elements of its entries and has been known as one of the significant and widely-used problems in recent years. The required number of observations for exact…

Information Theory · Computer Science 2021-11-02 Hamideh. Sadat Fazael Ardakani , Niloufar Rahmani , Sajad Daei

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…

Data Structures and Algorithms · Computer Science 2021-06-16 Ainesh Bakshi , Nadiia Chepurko , David P. Woodruff

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

Machine Learning · Statistics 2019-10-08 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma , Yuling Yan

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i,j}…

Computational Complexity · Computer Science 2019-08-06 Nicolas Gillis , Yaroslav Shitov

In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…

Machine Learning · Statistics 2020-06-19 Weidong Liu , Xiaojun Mao , Raymond K. W. Wong

Matrix completion has received vast amount of attention and research due to its wide applications in various study fields. Existing methods of matrix completion consider only nonlinear (or linear) relations among entries in a data matrix…

Machine Learning · Computer Science 2021-07-16 Saeid Mehrdad , Mohammad Hossein Kahaei

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…

Data Structures and Algorithms · Computer Science 2017-04-07 Michael Ben-Or , Lior Eldar

We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent…

Machine Learning · Statistics 2016-11-23 Qinqing Zheng , John Lafferty

The matrix-completion problem has attracted a lot of attention, largely as a result of the celebrated Netflix competition. Two popular approaches for solving the problem are nuclear-norm-regularized matrix approximation (Candes and Tao,…

Methodology · Statistics 2014-10-10 Trevor Hastie , Rahul Mazumder , Jason Lee , Reza Zadeh

We present a novel algorithm for the completion of low-rank matrices whose entries are limited to a finite discrete alphabet. The proposed method is based on the recently-emerged proximal gradient (PG) framework of optimization theory,…

Signal Processing · Electrical Eng. & Systems 2020-06-09 Hiroki Iimori , Giuseppe Thadeu Freitas de Abreu , Omid Taghizadeh , Koji Ishibashi

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

We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…

Machine Learning · Computer Science 2023-09-26 Nikolaos P. Bakas

The analysis of nonconvex matrix completion has recently attracted much attention in the community of machine learning thanks to its computational convenience. Existing analysis on this problem, however, usually relies on $\ell_{2,\infty}$…

Machine Learning · Statistics 2020-05-22 Ji Chen , Dekai Liu , Xiaodong Li

Matrix and tensor completion aim to recover a low-rank matrix / tensor from limited observations and have been commonly used in applications such as recommender systems and multi-relational data mining. A state-of-the-art matrix completion…

Numerical Analysis · Computer Science 2018-08-28 Quanming Yao , James T. Kwok