Related papers: Completing a joint PMF from projections: a low-ran…
Firms earning prediction plays a vital role in investment decisions, dividends expectation, and share price. It often involves multiple tensor-compatible datasets with non-linear multi-way relationships, spatiotemporal structures, and…
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…
By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…
Geometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with…
Sequence model based NLP applications can be large. Yet, many applications that benefit from them run on small devices with very limited compute and storage capabilities, while still having run-time constraints. As a result, there is a need…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…
This preliminary note presents a heuristic for determining rank constrained solutions to linear matrix equations (LME). The method proposed here is based on minimizing a non-convex quadratic functional, which will hence-forth be termed as…
Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA),…
Low-rank tensor decompositions (TDs) provide an effective framework for multiway data analysis. Traditional TD methods rely on predefined structural assumptions, such as CP or Tucker decompositions. From a probabilistic perspective, these…
To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous…
Non-negative matrix factorization (NMF) is a key technique for feature extraction and widely used in source separation. However, existing algorithms may converge to poor local minima, or to one of several minima with similar objective value…
Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…
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…
We consider tensor factorizations based on sparse measurements of the components of relatively high rank tensors. The measurements are designed in a way that the underlying graph of interactions is a random graph. The setup will be useful…
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…
This paper considers the completion problem for a tensor (also referred to as a multidimensional array) from limited sampling. Our greedy method is based on extending the low-rank approximation pursuit (LRAP) method for matrix completions…
In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…