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We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz

Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…

Applications · Statistics 2007-09-06 William Rey

Deep learning methods achieve great success recently on many computer vision problems, with image classification and object detection as the prominent examples. In spite of these practical successes, optimization of deep networks remains an…

Computer Vision and Pattern Recognition · Computer Science 2017-03-21 Kui Jia

In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…

Numerical Analysis · Mathematics 2025-02-11 Maolin Che , Yimin Wei , Hong Yan

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video…

Numerical Analysis · Mathematics 2016-09-23 Jiani Zhang , Arvind K. Saibaba , Misha Kilmer , Shuchin Aeron

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Computer Vision and Pattern Recognition · Computer Science 2014-06-12 Yilun Wang , Xinhua Su

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

Randomized methods, such as the randomized SVD (singular value decomposition) and Nystr\"om approximation, are an effective way to compute low-rank approximations of large matrices. Motivated by applications to operator learning, Boull\'e…

Numerical Analysis · Mathematics 2026-02-09 Daniel Kressner , David Persson , André Uschmajew

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

We show that given an estimate $\widehat{A}$ that is close to a general high-rank positive semi-definite (PSD) matrix $A$ in spectral norm (i.e., $\|\widehat{A}-A\|_2 \leq \delta$), the simple truncated SVD of $\widehat{A}$ produces a…

Machine Learning · Statistics 2017-11-07 Simon S. Du , Yining Wang , Aarti Singh

Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…

Machine Learning · Statistics 2021-09-24 Elena Tuzhilina , Trevor Hastie

Matrix rank minimization (RM) problems recently gained extensive attention due to numerous applications in machine learning, system identification and graphical models. In RM problem, one aims to find the matrix with the lowest rank that…

Information Theory · Computer Science 2011-02-22 Amin Khajehnejad , Samet Oymak , Babak Hassibi

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

Machine Learning · Statistics 2015-09-29 Dinesh Ramasamy , Upamanyu Madhow

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…

Numerical Analysis · Mathematics 2024-01-19 Haoran Deng , Yang Yang , Jiahe Li , Cheng Chen , Weihao Jiang , Shiliang Pu

Various Neural Networks employ time-consuming matrix operations like matrix inversion. Many such matrix operations are faster to compute given the Singular Value Decomposition (SVD). Previous work allows using the SVD in Neural Networks…

Machine Learning · Computer Science 2020-09-30 Alexander Mathiasen , Frederik Hvilshøj , Jakob Rødsgaard Jørgensen , Anshul Nasery , Davide Mottin

We develop a fast algorithm for computing the "SVD-truncated" regularized solution to the least-squares problem: $ \min_{\x} \TNorm{\matA \x - \b}. $ Let $\matA_k$ of rank $k$ be the best rank $k$ matrix computed via the SVD of $\matA$.…

Data Structures and Algorithms · Computer Science 2014-05-29 Christos Boutsidis , Malik Magdon-Ismail

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a symmetric matrix with a product of a nonnegative, low-rank matrix and its transpose. To design faster and more…

Machine Learning · Computer Science 2024-12-02 Koby Hayashi , Sinan G. Aksoy , Grey Ballard , Haesun Park
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