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Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

Optimization and Control · Mathematics 2010-10-06 Yun-Bin Zhao

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

We introduce a method that uses low-rank approximations of cross-correlation matrices in mixed continuous and categorical Gaussian Process models. This new method -- called Low-Rank Correlation (LRC) -- offers the ability to flexibly adapt…

Machine Learning · Statistics 2020-10-07 Dominik Kirchhoff , Sonja Kuhnt

We study the column subset selection problem with respect to the entrywise $\ell_1$-norm loss. It is known that in the worst case, to obtain a good rank-$k$ approximation to a matrix, one needs an arbitrarily large $n^{\Omega(1)}$ number of…

Data Structures and Algorithms · Computer Science 2020-04-20 Zhao Song , David P. Woodruff , Peilin Zhong

Low-rank decomposition plays a central role in accelerating convolutional neural network (CNN), and the rank of decomposed kernel-tensor is a key parameter that determines the complexity and accuracy of a neural network. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2018-07-02 Hyeji Kim , Chong-Min Kyung

We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…

Machine Learning · Statistics 2018-01-26 Yining Wang , Aarti Singh

Low-rank approximation is an effective model compression technique to not only reduce parameter storage requirements, but to also reduce computations. For convolutional neural networks (CNNs), however, well-known low-rank approximation…

Machine Learning · Computer Science 2019-05-27 Dongsoo Lee , Se Jung Kwon , Byeongwook Kim , Gu-Yeon Wei

Identifying discrete patterns in binary data is an important dimensionality reduction tool in machine learning and data mining. In this paper, we consider the problem of low-rank binary matrix factorisation (BMF) under Boolean arithmetic.…

Optimization and Control · Mathematics 2021-08-05 Reka A. Kovacs , Oktay Gunluk , Raphael A. Hauser

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

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

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Numerical Analysis · Mathematics 2018-09-25 Victor Y. Pan , Qi Luan , John Svadlenka , Liang Zhao

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

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…

Numerical Analysis · Mathematics 2020-11-30 Paul B. Rohrbach , Sergey Dolgov , Lars Grasedyck , Robert Scheichl

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

Compression has emerged as one of the essential deep learning research topics, especially for the edge devices that have limited computation power and storage capacity. Among the main compression techniques, low-rank compression via matrix…

Machine Learning · Computer Science 2021-12-02 Moonjung Eo , Suhyun Kang , Wonjong Rhee

Given a fixed matrix, the problem of column subset selection requests a column submatrix that has favorable spectral properties. Most research from the algorithms and numerical linear algebra communities focuses on a variant called…

Numerical Analysis · Mathematics 2014-04-29 Joel A. Tropp