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We describe two algorithms for computing a sparse solution to a least-squares problem where the coefficient matrix can have arbitrary dimensions. We show that the solution vector obtained by our algorithms is close to the solution vector…

Data Structures and Algorithms · Computer Science 2014-11-05 Christos Boutsidis

Numerical computing of the rank of a matrix is a fundamental problem in scientific computation. The datasets generated by the internet often correspond to the analysis of high-dimensional sparse matrices. Notwithstanding recent advances in…

Numerical Analysis · Mathematics 2023-04-13 Chen Zhao , Yuqing Liu , Li Hu , Zhengzhong Yuan

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…

Numerical Analysis · Computer Science 2019-05-13 Vinita Vasudevan , M. Ramakrishna

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is…

Machine Learning · Computer Science 2018-12-20 Ershad Banijamali , Amir-Hossein Karimi , Ali Ghodsi

We study streaming algorithms for the $\ell_p$ subspace approximation problem. Given points $a_1, \ldots, a_n$ as an insertion-only stream and a rank parameter $k$, the $\ell_p$ subspace approximation problem is to find a $k$-dimensional…

Data Structures and Algorithms · Computer Science 2024-06-06 Hossein Esfandiari , Vahab Mirrokni , Praneeth Kacham , David P. Woodruff , Peilin Zhong

This paper presents an innovative approach to dimensionality reduction and feature extraction in high-dimensional datasets, with a specific application focus on wood surface defect detection. The proposed framework integrates sparse…

Machine Learning · Computer Science 2024-10-01 Harish Neelam , Koushik Sai Veerella , Souradip Biswas

Sparse approximations using highly over-complete dictionaries is a state-of-the-art tool for many imaging applications including denoising, super-resolution, compressive sensing, light-field analysis, and object recognition. Unfortunately,…

Computer Vision and Pattern Recognition · Computer Science 2014-12-03 Ali Ayremlou , Thomas Goldstein , Ashok Veeraraghavan , Richard Baraniuk

In this paper we study constrained subspace approximation problem. Given a set of $n$ points $\{a_1,\ldots,a_n\}$ in $\mathbb{R}^d$, the goal of the {\em subspace approximation} problem is to find a $k$ dimensional subspace that best…

Data Structures and Algorithms · Computer Science 2025-04-30 Aditya Bhaskara , Sepideh Mahabadi , Madhusudhan Reddy Pittu , Ali Vakilian , David P. Woodruff

We present an efficient coreset construction algorithm for large-scale Support Vector Machine (SVM) training in Big Data and streaming applications. A coreset is a small, representative subset of the original data points such that a models…

Machine Learning · Computer Science 2020-02-18 Murad Tukan , Cenk Baykal , Dan Feldman , Daniela Rus

Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics, machine learning, finance other applications can produce…

Computation · Statistics 2016-03-15 James Baglama , Michael Kane , Bryan Lewis , Alex Poliakov

Coresets have become an invaluable tool for solving $k$-means and kernel $k$-means clustering problems on large datasets with small numbers of clusters. On the other hand, spectral clustering works well on sparse graphs and has recently…

Machine Learning · Computer Science 2025-03-11 Ben Jourdan , Gregory Schwartzman , Peter Macgregor , He Sun

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

We consider the problem of constructing small coresets for $k$-Median in Euclidean spaces. Given a large set of data points $P\subset \mathbb{R}^d$, a coreset is a much smaller set $S\subset \mathbb{R}^d$, so that the $k$-Median costs of…

Data Structures and Algorithms · Computer Science 2023-02-28 Lingxiao Huang , Ruiyuan Huang , Zengfeng Huang , Xuan Wu

We develop and analyze a method to reduce the size of a very large set of data points in a high dimensional Euclidean space R d to a small set of weighted points such that the result of a predetermined data analysis task on the reduced set…

Data Structures and Algorithms · Computer Science 2018-07-13 Dan Feldman , Melanie Schmidt , Christian Sohler

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

Dimension reduction (DR) algorithms have proven to be extremely useful for gaining insight into large-scale high-dimensional datasets, particularly finding clusters in transcriptomic data. The initial phase of these DR methods often…

Machine Learning · Computer Science 2025-10-15 Yingfan Wang , Yiyang Sun , Haiyang Huang , Cynthia Rudin

In ordinary Dimensionality Reduction (DR), each data instance in a high dimensional space (original space), or on a distance matrix denoting original space distances, is mapped to (projected onto) one point in a low dimensional space…

Computer Vision and Pattern Recognition · Computer Science 2022-06-28 Farshad Barahimi

The sparse dictionary coding framework represents signals as a linear combination of a few predefined dictionary atoms. It has been employed for images, time series, graph signals and recently for 2-way (or 2D) spatio-temporal data…

Machine Learning · Computer Science 2024-06-12 Boya Ma , Maxwell McNeil , Abram Magner , Petko Bogdanov