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We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…

Data Structures and Algorithms · Computer Science 2021-06-16 Ainesh Bakshi , Nadiia Chepurko , David P. Woodruff

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

Numerical Analysis · Mathematics 2025-09-22 Nicola Rares Franco

The substantial computational demands of modern large-scale deep learning present significant challenges for efficient training and deployment. Recent research has revealed a widespread phenomenon wherein deep networks inherently learn…

Machine Learning · Computer Science 2026-02-04 Laura Balzano , Tianjiao Ding , Benjamin D. Haeffele , Soo Min Kwon , Qing Qu , Peng Wang , Zhangyang Wang , Can Yaras

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…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

Regression is an important task in machine learning and data mining. It has several applications in various domains, including finance, biomedical, and computer vision. Recently, network Lasso, which estimates local models by making…

Machine Learning · Computer Science 2020-03-13 Mathis Petrovich , Makoto Yamada

Constructing the adjacency graph is fundamental to graph-based clustering. Graph learning in kernel space has shown impressive performance on a number of benchmark data sets. However, its performance is largely determined by the chosen…

Machine Learning · Computer Science 2019-03-15 Zhao Kang , Liangjian Wen , Wenyu Chen , Zenglin Xu

Low-rank matrix approximation is extremely useful in the analysis of data that arises in scientific computing, engineering applications, and data science. However, as data sizes grow, traditional low-rank matrix approximation methods, such…

Numerical Analysis · Mathematics 2020-02-26 Bolong Zhang , Michael Mascagni

To enable DNNs on edge devices like mobile phones, low-rank approximation has been widely adopted because of its solid theoretical rationale and efficient implementations. Several previous works attempted to directly approximate a…

Machine Learning · Computer Science 2020-05-01 Yuhui Xu , Yuxi Li , Shuai Zhang , Wei Wen , Botao Wang , Yingyong Qi , Yiran Chen , Weiyao Lin , Hongkai Xiong

We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…

Numerical Analysis · Mathematics 2022-06-22 Youssef Diouane , Selime Gürol , Alexandre Scotto Di Perrotolo , Xavier Vasseur

We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…

Data Structures and Algorithms · Computer Science 2011-05-05 Christos Boutsidis

In this paper we introduce min-plus low rank matrix approximation. By using min and plus rather than plus and times as the basic operations in the matrix multiplication; min-plus low rank matrix approximation is able to detect…

Numerical Analysis · Mathematics 2017-08-23 James Hook

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…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

Recent studies suggest that context-aware low-rank approximation is a useful tool for compression and fine-tuning of modern large-scale neural networks. In this type of approximation, a norm is weighted by a matrix of input activations,…

Machine Learning · Computer Science 2026-03-26 Uliana Parkina , Maxim Rakhuba

Low-rank approximations are popular methods to reduce the high computational cost of algorithms involving large-scale kernel matrices. The success of low-rank methods hinges on the matrix rank of the kernel matrix, and in practice, these…

Numerical Analysis · Computer Science 2020-10-22 Ruoxi Wang , Yingzhou Li , Eric Darve

Typical performance of approximation algorithms is studied for randomized minimum vertex cover problems. A wide class of random graph ensembles characterized by an arbitrary degree distribution is discussed with some theoretical frameworks.…

Disordered Systems and Neural Networks · Physics 2016-11-10 Satoshi Takabe , Koji Hukushima

Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis (PCA) and the calculation of truncated singular value decompositions (SVD). The present…

Computation · Statistics 2017-01-02 Arthur Szlam , Yuval Kluger , Mark Tygert
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