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Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford

This paper considers the problem of completing a rating matrix based on sub-sampled matrix entries as well as observed social graphs and hypergraphs. We show that there exists a \emph{sharp threshold} on the sample probability for the task…

Machine Learning · Computer Science 2026-05-29 Zhongtian Ma , Qiaosheng Zhang , Zhen Wang

For any matrix A in R^(m x n) of rank \rho, we present a probability distribution over the entries of A (the element-wise leverage scores of equation (2)) that reveals the most influential entries in the matrix. From a theoretical…

Numerical Analysis · Computer Science 2013-12-17 Abhisek Kundu , Srinivas Nambirajan , Petros Drineas

We revisit the inductive matrix completion problem that aims to recover a rank-$r$ matrix with ambient dimension $d$ given $n$ features as the side prior information. The goal is to make use of the known $n$ features to reduce sample and…

Machine Learning · Statistics 2018-03-06 Xiao Zhang , Simon S. Du , Quanquan Gu

This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…

Machine Learning · Statistics 2016-04-26 Yudong Chen , Huan Xu , Constantine Caramanis , Sujay Sanghavi

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

Data Structures and Algorithms · Computer Science 2013-04-05 Mu Li , Gary L. Miller , Richard Peng

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

Matrix completion problem has been previously studied under various adaptive and passive settings. Previously, researchers have proposed passive, two-phase and single-phase algorithms using coherence parameter, and multi phase algorithm…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

The current data explosion poses great challenges to the approximate aggregation with an efficiency and accuracy. To address this problem, we propose a novel approach to calculate the aggregation answers with a high accuracy using only a…

Databases · Computer Science 2019-01-23 Shanshan Han , Hongzhi Wang , Jialin Wan , Jianzhong Li

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

The demand of computational resources for the modeling process increases as the scale of the datasets does, since traditional approaches for regression involve inverting huge data matrices. The main problem relies on the large data size,…

Methodology · Statistics 2023-07-06 Vasilis Chasiotis , Dimitris Karlis

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's…

Machine Learning · Statistics 2024-01-02 Ali Eshragh , Luke Yerbury , Asef Nazari , Fred Roosta , Michael W. Mahoney

The Minimum Volume Covering Ellipsoid (MVCE) problem, characterised by $n$ observations in $d$ dimensions where $n \gg d$, can be computationally very expensive in the big data regime. We apply methods from randomised numerical linear…

Optimization and Control · Mathematics 2024-11-07 Elizabeth Harris , Ali Eshragh , Bishnu Lamichhane , Jordan Shaw-Carmody , Elizabeth Stojanovski

Modern surveys with large sample sizes and growing mixed-type questionnaires require robust and scalable analysis methods. In this work, we consider recovering a mixed dataframe matrix, obtained by complex survey sampling, with entries…

Methodology · Statistics 2024-02-07 Xiaojun Mao , Hengfang Wang , Zhonglei Wang , Shu Yang

Random features provide a practical framework for large-scale kernel approximation and supervised learning. It has been shown that data-dependent sampling of random features using leverage scores can significantly reduce the number of…

Machine Learning · Computer Science 2019-03-21 Shahin Shahrampour , Soheil Kolouri

Leverage scores have become essential in statistics and machine learning, aiding regression analysis, randomized matrix computations, and various other tasks. This paper delves into the inverse problem, aiming to recover the intrinsic model…

Machine Learning · Computer Science 2024-08-22 Chenyang Li , Zhao Song , Zhaoxing Xu , Junze Yin

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

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye