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It is well known that any positive matrix can be scaled to have prescribed row and column sums by multiplying its rows and columns by certain positive scaling factors (which are unique up to a positive scalar). This procedure is known as…
Meaningful comparison between sets of observations often necessitates alignment or registration between them, and the resulting optimization problems range in complexity from those admitting simple closed-form solutions to those requiring…
Symmetric submodular maximization is an important class of combinatorial optimization problems, including MAX-CUT on graphs and hyper-graphs. The state-of-the-art algorithm for the problem over general constraints has an approximation ratio…
We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…
Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean…
We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…
Dropout is a simple yet effective algorithm for regularizing neural networks by randomly dropping out units through Bernoulli multiplicative noise, and for some restricted problem classes, such as linear or logistic regression, several…
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…
The matrix recovery (completion) problem, a central problem in data science and theoretical computer science, is to recover a matrix $A$ from a relatively small sample of entries. While such a task is impossible in general, it has been…
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
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…
Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…
A well-known problem in numerical ecology is how to recombine presence-absence matrices without altering row and column totals. A few solutions have been proposed, but all of them present some issues in terms of statistical robustness (i.e.…
Optimization of quadratic functions and the quotient of those are relevant in subspace and iterative optimization methods. In this paper, the calculation of the generalized operator norm and extremal generalized Rayleigh quotient is…
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…
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
We prove that for any real-valued matrix $X \in \R^{m \times n}$, and positive integers $r \ge k$, there is a subset of $r$ columns of $X$ such that projecting $X$ onto their span gives a $\sqrt{\frac{r+1}{r-k+1}}$-approximation to best…
We study implicit regularization when optimizing an underdetermined quadratic objective over a matrix $X$ with gradient descent on a factorization of $X$. We conjecture and provide empirical and theoretical evidence that with small enough…