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The problem of column subset selection asks for a subset of columns from an input matrix such that the matrix can be reconstructed as accurately as possible within the span of the selected columns. A natural extension is to consider a…

Machine Learning · Computer Science 2024-08-13 Antonis Matakos , Bruno Ordozgoiti , Suhas Thejaswi

Classification with a large number of classes is a key problem in machine learning and corresponds to many real-world applications like tagging of images or textual documents in social networks. If one-vs-all methods usually reach top…

Machine Learning · Computer Science 2019-06-25 Thomas Gerald , Aurélia Léon , Nicolas Baskiotis , Ludovic Denoyer

CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…

Numerical Analysis · Mathematics 2016-12-20 Victor Y. Pan

Generalized singular values (GSVs) play an essential role in the comparative analysis. In the real world data for comparative analysis, both data matrices are usually numerically low-rank. This paper proposes a randomized algorithm to first…

Numerical Analysis · Mathematics 2024-04-16 Weiwei Xu , Weijie Shen , Wen Li , Weiguo Gao , Yingzhou Li

In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…

Machine Learning · Statistics 2021-09-07 Reza Godaz , Reza Monsefi , Faezeh Toutounian , Reshad Hosseini

Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behaviour, and in this sense, the stochastic analysis of the…

Numerical Analysis · Mathematics 2025-10-01 Alexandre Scotto Di Perrotolo , Youssef Diouane , Selime Gürol , Xavier Vasseur

Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work…

Data Structures and Algorithms · Computer Science 2017-11-07 Cameron Musco , David P. Woodruff

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

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Numerical Analysis · Mathematics 2018-10-22 Anthony Nouy

Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…

Algebraic Geometry · Mathematics 2022-04-26 Kaie Kubjas , Luca Sodomaco , Elias Tsigaridas

Integer data sets frequently appear in many applications in sciences and technology. To analyze these, integer low rank approximation has received much attention due to its capacity of representing the results in integers preserving the…

Numerical Analysis · Mathematics 2015-10-20 Bo Dong , Matthew M. Lin , Haesun Park

Subspace inference for neural networks assumes that a subspace of their parameter space suffices to produce a reliable uncertainty quantification. In this work, we underpin the validity of this assumption by using low rank techniques. We…

Machine Learning · Computer Science 2026-04-13 Josua Faller , Jörg Martin

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

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

The article concerns low-rank approximation of matrices generated by sampling a smooth function of two $m$-dimensional variables. We identify several misconceptions surrounding a claim that, for a specific class of analytic functions, such…

Numerical Analysis · Mathematics 2025-09-09 Stanislav Budzinskiy

A fundamental problem arising in many applications in Web science and social network analysis is, given an arbitrary approximation factor $c>1$, to output a set $S$ of nodes that with high probability contains all nodes of PageRank at least…

Data Structures and Algorithms · Computer Science 2015-03-20 Christian Borgs , Michael Brautbar , Jennifer Chayes , Shang-Hua Teng

In this work, we discuss low-parametric approaches for approximating SimRank matrices, which estimate the similarity between pairs of nodes in a graph. Although SimRank matrices and their computation require a significant amount of memory,…

Numerical Analysis · Mathematics 2026-02-25 Egor P. Berezin , Robert T. Zaks , German Z. Alekhin , Stanislav V. Morozov , Sergey A. Matveev

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

Data Structures and Algorithms · Computer Science 2017-05-19 Flavio Chierichetti , Sreenivas Gollapudi , Ravi Kumar , Silvio Lattanzi , Rina Panigrahy , David P. Woodruff

Dual complex numbers can represent rigid body motion in 2D spaces. Dual complex matrices are linked with screw theory, and have potential applications in various areas. In this paper, we study low rank approximation of dual complex…

Numerical Analysis · Mathematics 2022-02-01 Liqun Qi , David M. Alexander , Zhongming Chen , Chen Ling , Ziyan Luo

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle
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