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Weighted low rank approximation (WLRA) is an important yet computationally challenging primitive with applications ranging from statistical analysis, model compression, and signal processing. To cope with the NP-hardness of this problem,…

Data Structures and Algorithms · Computer Science 2024-06-05 David P. Woodruff , Taisuke Yasuda

This paper studies tensor-based Robust Principal Component Analysis (RPCA) using atomic-norm regularization. Given the superposition of a sparse and a low-rank tensor, we present conditions under which it is possible to exactly recover the…

Optimization and Control · Mathematics 2019-01-31 Derek Driggs , Stephen Becker , Jordan Boyd-Graber

In this paper, we study the problem of recovering a low-rank matrix (the principal components) from a high-dimensional data matrix despite both small entry-wise noise and gross sparse errors. Recently, it has been shown that a convex…

Information Theory · Computer Science 2010-01-15 Zihan Zhou , Xiaodong Li , John Wright , Emmanuel Candes , Yi Ma

Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2010-10-11 Yuzhao Ni , Ju Sun , Xiaotong Yuan , Shuicheng Yan , Loong-Fah Cheong

Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…

Numerical Analysis · Mathematics 2024-11-28 Victor Y. Pan , Qi Luan , Soo Go

Tensor robust principal component analysis (RPCA), which seeks to separate a low-rank tensor from its sparse corruptions, has been crucial in data science and machine learning where tensor structures are becoming more prevalent. While…

Machine Learning · Statistics 2022-12-23 Harry Dong , Megna Shah , Sean Donegan , Yuejie Chi

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

In this work, we address the following matrix recovery problem: suppose we are given a set of data points containing two parts, one part consists of samples drawn from a union of multiple subspaces and the other part consists of outliers.…

Information Theory · Computer Science 2014-04-01 Guangcan Liu , Huan Xu , Shuicheng Yan

Robust Principal Component Analysis (PCA) has received massive attention in recent years. It aims to recover a low-rank matrix and a sparse matrix from their sum. This paper proposes a novel nonconvex Robust PCA algorithm, coined Riemannian…

Machine Learning · Statistics 2023-02-28 Keaton Hamm , Mohamed Meskini , HanQin Cai

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani

We propose a novel value function approximation technique for Markov decision processes. We consider the problem of compactly representing the state-action value function using a low-rank and sparse matrix model. The problem is to decompose…

Machine Learning · Computer Science 2015-09-02 Hao Yi Ong

Principal Component Analysis (PCA) is a workhorse of modern data science. While PCA assumes the data conforms to Euclidean geometry, for specific data types, such as hierarchical and cyclic data structures, other spaces are more…

Machine Learning · Statistics 2024-07-11 Puoya Tabaghi , Michael Khanzadeh , Yusu Wang , Sivash Mirarab

Reduced-rank linear discriminant analysis (RRLDA) is a foundational method of dimension reduction for classification that has been useful in a wide range of applications. The goal is to identify an optimal subspace to project the…

Computation · Statistics 2026-02-12 Jocelyn T. Chi

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

Tensor train is a hierarchical tensor network structure that helps alleviate the curse of dimensionality by parameterizing large-scale multidimensional data via a set of network of low-rank tensors. Associated with such a construction is a…

Machine Learning · Computer Science 2018-03-15 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be…

Machine Learning · Computer Science 2019-09-05 Salar Fattahi , Somayeh Sojoudi

Neural operators have emerged as data-driven surrogates for solving partial differential equations (PDEs), and their success hinges on efficiently modeling the long-range, global coupling among spatial points induced by the underlying…

Machine Learning · Computer Science 2026-04-07 Zherui Yang , Haiyang Xin , Tao Du , Ligang Liu

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Low-rank representation~(LRR) has been a significant method for segmenting data that are generated from a union of subspaces. It is, however, known that solving the LRR program is challenging in terms of time complexity and memory…

Machine Learning · Statistics 2017-10-24 Jie Shen , Ping Li , Huan Xu