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Big data problems frequently require processing datasets in a streaming fashion, either because all data are available at once but collectively are larger than available memory or because the data intrinsically arrive one data point at a…

Computation · Statistics 2018-08-08 Andrea Giovannucci , Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

This paper studies streaming optimization problems that have objectives of the form $ \sum_{t=1}^Tf(\mathbf{x}_{t-1},\mathbf{x}_t)$. In particular, we are interested in how the solution $\hat{\mathbf{x} }_{t|T}$ for the $t$th frame of…

Optimization and Control · Mathematics 2022-04-26 Tomer Hamam , Justin Romberg

We consider a variant of matrix completion where entries are revealed in a biased manner. We wish to understand the extent to which such bias can be exploited in improving predictions. Towards that, we propose a natural model where the…

Machine Learning · Computer Science 2025-01-03 Yassir Jedra , Sean Mann , Charlotte Park , Devavrat Shah

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is…

Machine Learning · Statistics 2015-12-31 Ravi Ganti , Laura Balzano , Rebecca Willett

Streaming is a model where an input graph is provided one edge at a time, instead of being able to inspect it at will. In this work, we take a parameterized approach by assuming a vertex cover of the graph is given, building on work of…

Data Structures and Algorithms · Computer Science 2021-11-22 Jelle J. Oostveen , Erik Jan van Leeuwen

Motivated by the increasing demand for multi-source data integration in various scientific fields, in this paper we study matrix completion in scenarios where the data exhibits certain block-wise missing structures -- specifically, where…

Methodology · Statistics 2025-08-19 Runbing Zheng , Minh Tang

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gael Varoquaux

For many modern applications in science and engineering, data are collected in a streaming fashion carrying time-varying information, and practitioners need to process them with a limited amount of memory and computational resources in a…

Machine Learning · Statistics 2018-06-13 Laura Balzano , Yuejie Chi , Yue M. Lu

Recent progress in (semi-)streaming algorithms for monotone submodular function maximization has led to tight results for a simple cardinality constraint. However, current techniques fail to give a similar understanding for natural…

Data Structures and Algorithms · Computer Science 2022-02-17 Moran Feldman , Paul Liu , Ashkan Norouzi-Fard , Ola Svensson , Rico Zenklusen

In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…

Computation · Statistics 2020-03-04 Rahul Mazumder , Diego F. Saldana , Haolei Weng

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

We define the Streaming Communication model that combines the main aspects of communication complexity and streaming. We consider two agents that want to compute some function that depends on inputs that are distributed to each agent. The…

Computational Complexity · Computer Science 2016-09-23 Lucas Boczkowski , Iordanis Kerenidis , Frédéric Magniez

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step.…

Numerical Analysis · Mathematics 2021-05-18 Henry Adams , Lara Kassab , Deanna Needell

In this paper the problem of forecasting high dimensional time series is considered. Such time series can be modeled as matrices where each column denotes a measurement. In addition, when missing values are present, low rank matrix…

Machine Learning · Computer Science 2017-12-27 San Gultekin , John Paisley

This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…

Information Theory · Computer Science 2017-10-27 Abhinav V. Sambasivan , Jarvis D. Haupt

Tensor completion aims to recover the missing entries of a partially observed tensor by exploiting its low-rank structure, and has been applied to visual data recovery. In applications where the data arrives sequentially such as streaming…

Computer Vision and Pattern Recognition · Computer Science 2022-08-15 Yicong He , George K. Atia

We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…

Data Structures and Algorithms · Computer Science 2016-02-09 Artem Barger , Dan Feldman

The Netflix problem (from machine learning) asks the following. Given a ratings matrix in which each entry $(i,j)$ represents the rating of movie $j$ by customer $i$, if customer $i$ has watched movie $j$, and is otherwise missing, we would…

History and Overview · Mathematics 2025-01-27 S. Dzhenzher , T. Garaev , O. Nikitenko , A. Petukhov , A. Skopenkov , A. Voropaev

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran