Related papers: Efficient Randomized Algorithms for the Fixed-Prec…
Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…
We primarily study a special a weighted low-rank approximation of matrices and then apply it to solve the background modeling problem. We propose two algorithms for this purpose: one operates in the batch mode on the entire data and the…
Classification is a common task in machine learning. Random features (RFs) stand as a central technique for scalable learning algorithms based on kernel methods, and more recently proposed optimized random features, sampled depending on the…
Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank matrix approximation have gained widespread adoption due to…
We characterize optimal rank-1 matrix approximations with Hankel or Toeplitz structure with regard to two different norms, the Frobenius norm and the spectral norm, in a new way. More precisely, we show that these rank-1 matrix…
We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness of the iterates. All methods in the family converge…
The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…
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…
Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…
The successful implementation of algorithms on quantum processors relies on the accurate control of quantum bits (qubits) to perform logic gate operations. In this era of noisy intermediate-scale quantum (NISQ) computing, systematic…
We study the $\ell_1$-low rank approximation problem, where for a given $n \times d$ matrix $A$ and approximation factor $\alpha \geq 1$, the goal is to output a rank-$k$ matrix $\widehat{A}$ for which $$\|A-\widehat{A}\|_1 \leq \alpha…
This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…
The problem of computing a representation for a real polynomial as a sum of minimum number of squares of polynomials can be casted as finding a symmetric positive semidefinite real matrix (Gram matrix) of minimum rank subject to linear…
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…
In this paper, we describe the randomized QLP (RQLP) algorithm and its enhanced version (ERQLP) for computing the low rank approximation to $A$ of size $m\times n$ efficiently such that $A\approx QLP$, where $L$ is the rank-$k$…