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This work studies low-rank approximation of a positive semidefinite matrix from partial entries via nonconvex optimization. We characterized how well local-minimum based low-rank factorization approximates a fixed positive semidefinite…

Optimization and Control · Mathematics 2019-04-08 Ji Chen , Xiaodong Li

We propose a Semi-Lagrangian scheme coupled with Radial Basis Function interpolation for approximating a curvature-related level set model, which has been proposed by Zhao et al. in \cite{ZOMK} to reconstruct unknown surfaces from sparse,…

Numerical Analysis · Mathematics 2016-11-08 Elisabetta Carlini , Roberto Ferretti

In this paper, we present a new iterative rounding framework for many clustering problems. Using this, we obtain an $(\alpha_1 + \epsilon \leq 7.081 + \epsilon)$-approximation algorithm for $k$-median with outliers, greatly improving upon…

Data Structures and Algorithms · Computer Science 2018-04-09 Ravishankar Krishnaswamy , Shi Li , Sai Sandeep

We present polynomial-time algorithms for approximate counting and sampling solutions to constraint satisfaction problems (CSPs) with atomic constraints within the local lemma regime: $$ pD^{2+o_q(1)}\lesssim 1. $$ When the domain size $q$…

Data Structures and Algorithms · Computer Science 2024-04-05 Chunyang Wang , Yitong Yin

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an…

Data Structures and Algorithms · Computer Science 2020-11-17 Arvind V. Mahankali , David P. Woodruff

We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…

Machine Learning · Computer Science 2019-10-31 Chen Dan , Hong Wang , Hongyang Zhang , Yuchen Zhou , Pradeep Ravikumar

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

We present a local algorithm (constant-time distributed algorithm) for approximating max-min LPs. The objective is to maximise $\omega$ subject to $Ax \le 1$, $Cx \ge \omega 1$, and $x \ge 0$ for nonnegative matrices $A$ and $C$. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-05-15 Patrik Floréen , Joel Kaasinen , Petteri Kaski , Jukka Suomela

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

Given matrices A and B and vectors a, b, c and d, all with non-negative entries, we consider the problem of computing min {c.x: x in Z^n_+, Ax > a, Bx < b, x < d}. We give a bicriteria-approximation algorithm that, given epsilon in (0, 1],…

Data Structures and Algorithms · Computer Science 2015-06-02 Stavros G. Kolliopoulos , Neal E. Young

This work, for the first time, introduces two constant factor approximation algorithms with linear query complexity for non-monotone submodular maximization over a ground set of size $n$ subject to a knapsack constraint, $\mathsf{DLA}$ and…

Data Structures and Algorithms · Computer Science 2023-07-11 Canh V. Pham , Tan D. Tran , Dung T. K. Ha , My T. Thai

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

We consider $\ell_1$-Rank-$r$ Approximation over GF(2), where for a binary $m\times n$ matrix ${\bf A}$ and a positive integer $r$, one seeks a binary matrix ${\bf B}$ of rank at most $r$, minimizing the column-sum norm $||{\bf A} -{\bf…

Data Structures and Algorithms · Computer Science 2019-04-15 Fedor V. Fomin , Petr A. Golovach , Fahad Panolan , Kirill Simonov

We study Nystr\"om type subsampling approaches to large scale kernel methods, and prove learning bounds in the statistical learning setting, where random sampling and high probability estimates are considered. In particular, we prove that…

Machine Learning · Statistics 2016-03-18 Alessandro Rudi , Raffaello Camoriano , Lorenzo Rosasco

We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's…

Machine Learning · Statistics 2024-01-02 Ali Eshragh , Luke Yerbury , Asef Nazari , Fred Roosta , Michael W. Mahoney

We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…

Optimization and Control · Mathematics 2020-03-25 Bo Wei , William B. Haskell , Sixiang Zhao

We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…

Data Structures and Algorithms · Computer Science 2024-02-26 Sayan Bhattacharya , Peter Kiss , Aaron Sidford , David Wajc

In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…

Optimization and Control · Mathematics 2018-10-25 Divya Padmanabhan , Karthik Natarajan , Karthyek R. A. Murthy

In the Shortest-Superstring problem, we are given a set of strings S and want to find a string that contains all strings in S as substrings and has minimum length. This is a classical problem in approximation and the best known…

Data Structures and Algorithms · Computer Science 2016-11-11 Marcin Mucha