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Related papers: Integer Low Rank Approximation of Integer matrices

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Integer programming with block structures has received considerable attention recently and is widely used in many practical applications such as train timetabling and vehicle routing problems. It is known to be NP-hard due to the presence…

Optimization and Control · Mathematics 2024-07-01 Rui Wang , Chuwen Zhang , Shanwen Pu , Jianjun Gao , Zaiwen Wen

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often…

Systems and Control · Computer Science 2016-08-04 Frank Ong , Michael Lustig

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

The problem of low rank approximation is ubiquitous in science. Traditionally this problem is solved in unitary invariant norms such as Frobenius or spectral norm due to existence of efficient methods for building approximations. However,…

Numerical Analysis · Mathematics 2023-08-25 Stanislav Morozov , Matvey Smirnov , Nikolai Zamarashkin

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

We present a complete algorithm for finding an exact minimal polynomial from its approximate value by using an improved parameterized integer relation construction method. Our result is superior to the existence of error controlling on…

Symbolic Computation · Computer Science 2010-01-06 Xiaolin Qin , Yong Feng , Jingwei Chen , Jingzhong Zhang

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Conventional ways to solve optimization problems on low-rank matrix sets which appear in great number of applications ignore its underlying structure of an algebraic variety and existence of singular points. This leads to appearance of…

Numerical Analysis · Mathematics 2017-10-04 Valentin Khrulkov , Ivan Oseledets

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

Models in which the covariance matrix has the structure of a sparse matrix plus a low rank perturbation are ubiquitous in data science applications. It is often desirable for algorithms to take advantage of such structures, avoiding costly…

Numerical Analysis · Mathematics 2023-06-06 Shany Shumeli , Petros Drineas , Haim Avron

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

We consider $m \times s$ matrices (with $m\geq s$) in a real affine subspace of dimension $n$. The problem of finding elements of low rank in such spaces finds many applications in information and systems theory, where low rank is…

Symbolic Computation · Computer Science 2019-07-19 Didier Henrion , Simone Naldi , Mohab Safey El Din

Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity…

Optimization and Control · Mathematics 2015-02-18 Stephen J. Wright

The problem of finding sparse solutions to underdetermined systems of linear equations arises in several applications (e.g. signal and image processing, compressive sensing, statistical inference). A standard tool for dealing with sparse…

Optimization and Control · Mathematics 2016-08-03 Marianna De Santis , Stefano Lucidi , Francesco Rinaldi

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2016-11-16 Ping Li , Jun Yu , Meng Wang , Luming Zhang , Deng Cai , Xuelong Li