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We present an analysis of sets of matrices with rank less than or equal to a specified number $s$. We provide a simple formula for the normal cone to such sets, and use this to show that these sets are prox-regular at all points with rank…

Optimization and Control · Mathematics 2018-09-24 D. Russell Luke

Low-rank matrix recovery problems are inverse problems which naturally arise in various fields like signal processing, imaging and machine learning. They are non-convex and NP-hard in full generality. It is therefore a delicate problem to…

Optimization and Control · Mathematics 2021-05-24 Irène Waldspurger

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…

Information Theory · Computer Science 2018-09-11 Shashanka Ubaru , Arya Mazumdar , Yousef Saad

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

In recent studies, the tensor ring (TR) rank has shown high effectiveness in tensor completion due to its ability of capturing the intrinsic structure within high-order tensors. A recently proposed TR rank minimization method is based on…

Computer Vision and Pattern Recognition · Computer Science 2020-05-21 Meng Ding , Ting-Zhu Huang , Xi-Le Zhao , Tian-Hui Ma

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Machine Learning · Computer Science 2015-07-03 Léa Laporte , Rémi Flamary , Stephane Canu , Sébastien Déjean , Josiane Mothe

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-$r$, order-$d$, $N \times N \times \cdots \times N$ tensor where $r=O(1)$, the best sampling complexity that was achieved is…

Machine Learning · Computer Science 2017-11-15 Navid Ghadermarzy , Yaniv Plan , Özgür Yılmaz

The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Optimization and Control · Mathematics 2009-05-12 Shiqian Ma , Donald Goldfarb , Lifeng Chen

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

Recommender systems based on graph neural networks perform well in tasks such as rating and ranking. However, in real-world recommendation scenarios, noise such as user misuse and malicious advertisement gradually accumulates through the…

Information Retrieval · Computer Science 2025-05-23 Meng Yan , Cai Xu , Xujing Wang , Ziyu Guan , Wei Zhao , Yuhang Zhou

Modeling user-item interaction patterns is an important task for personalized recommendations. Many recommender systems are based on the assumption that there exists a linear relationship between users and items while neglecting the…

Information Retrieval · Computer Science 2018-07-12 Shuai Zhang , Lina Yao , Aixin Sun , Sen Wang , Guodong Long , Manqing Dong

Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…

Numerical Analysis · Mathematics 2026-01-28 Weiwei Xu , Weijie Shen , Zhengjian Bai , Chen Xu

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

Optimization and Control · Mathematics 2025-10-23 Arman Sharifi Kolarijani , Tolga Ok , Peyman Mohajerin Esfahani , Mohamad Amin Sharif Kolarijani

Computing the dominant eigenvalue is important in nuclear systems as it determines the stability of the system (i.e. whether the system is sub or supercritical). Recently, the work of Kusch, Whewell, McClarren and Frank \cite{KWMF} showed…

Numerical Analysis · Mathematics 2024-09-24 C. Scalone , L. Einkemmer , J. Kusch , R. J. McClarren

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

We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank. This criterion differs notably from the…

Methodology · Statistics 2018-10-30 Xin Bing , Marten Wegkamp
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