Related papers: Low-rank tensor methods for model order reduction
In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…
Multiway data often naturally occurs in a tensorial format which can be approximately represented by a low-rank tensor decomposition. This is useful because complexity can be significantly reduced and the treatment of large-scale data sets…
In this paper, we propose a new approaches for low rank approximation of quaternion tensors \cite{chen2019low,zhang1997quaternions,hamilton1866elements}. The first method uses quasi-norms to approximate the tensor by a low-rank tensor using…
We propose a novel value function approximation technique for Markov decision processes. We consider the problem of compactly representing the state-action value function using a low-rank and sparse matrix model. The problem is to decompose…
Low Rank Adaptation (LoRA) is a popular Parameter Efficient Fine Tuning (PEFT) method that effectively adapts large pre-trained models for downstream tasks. LoRA parameterizes model updates using low-rank matrices at each layer,…
Using the matrix product state (MPS) representation of the recently proposed tensor ring decompositions, in this paper we propose a tensor completion algorithm, which is an alternating minimization algorithm that alternates over the factors…
Low-rank decomposition has emerged as a vital tool for enhancing parameter efficiency in neural network architectures, gaining traction across diverse applications in machine learning. These techniques significantly lower the number of…
Modern NLP models rely heavily on engineered features, which often combine word and contextual information into complex lexical features. Such combination results in large numbers of features, which can lead to over-fitting. We present a…
High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…
This paper presents a memory efficient, first-order method for low multi-linear rank approximation of high-order, high-dimensional tensors. In our method, we exploit the second-order information of the cost function and the constraints to…
Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…
Reduced-rank regressions are powerful tools used to identify co-movements within economic time series. However, this task becomes challenging when we observe matrix-valued time series, where each dimension may have a different co-movement…
We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various…
Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In contrast, few…
We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…
This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…
Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…
Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…
A common data analysis task is the reduced-rank regression problem: $$\min_{\textrm{rank-}k \ X} \|AX-B\|,$$ where $A \in \mathbb{R}^{n \times c}$ and $B \in \mathbb{R}^{n \times d}$ are given large matrices and $\|\cdot\|$ is some norm.…