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Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD)…
Low rank matrix factorization is a fundamental building block in machine learning, used for instance to summarize gene expression profile data or word-document counts. To be robust to outliers and differences in scale across features, a…
Quantum signal processing (QSP) provides a systematic framework for implementing a polynomial transformation of a linear operator, and unifies nearly all known quantum algorithms. In parallel, recent works have developed randomized…
Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…
Matrix Factorization has emerged as a widely adopted framework for modeling data exhibiting low-rank structures. To address challenges in manifold learning, this paper presents a subspace-constrained quadratic matrix factorization model.…
This paper introduces fast R updating algorithms specifically designed for statistical applications, including regression, filtering, and model selection, where data structures change frequently. Although traditional QR decomposition is…
The Nystr\"om method is a convenient heuristic method to obtain low-rank approximations to kernel matrices in nearly linear complexity. Existing studies typically use the method to approximate positive semidefinite matrices with low or…
Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…
Stochastic iterative algorithms such as the Kaczmarz and Gauss-Seidel methods have gained recent attention because of their speed, simplicity, and the ability to approximately solve large-scale linear systems of equations without needing to…
Multiresolution Matrix Factorization (MMF) is unusual amongst fast matrix factorization algorithms in that it does not make a low rank assumption. This makes MMF especially well suited to modeling certain types of graphs with complex…
Hierarchical low-rank approximation of dense matrices can reduce the complexity of their factorization from O(N^3) to O(N). However, the complex structure of such hierarchical matrices makes them difficult to parallelize. The block size and…
The CUR decomposition is a technique for low-rank approximation that selects small subsets of the columns and rows of a given matrix to use as bases for its column and rowspaces. It has recently attracted much interest, as it has several…
Over recent decades, extensive research has aimed to overcome the restrictive underlying assumptions required for a Generalized Linear Model to generate accurate and meaningful predictions. These efforts include regularizing coefficients,…
Quotient regularization models (QRMs) are a class of powerful regularization techniques that have gained considerable attention in recent years, due to their ability to handle complex and highly nonlinear data sets. However, the nonconvex…
We demonstrate an implementation for an approximate rank-k SVD factorization, combining well-known randomized projection techniques with previously known paralel solutions in order to compute steps of the random projection based SVD…
Matrix factorization (MF) has been widely used to discover the low-rank structure and to predict the missing entries of data matrix. In many real-world learning systems, the data matrix can be very high-dimensional but sparse. This poses an…
We consider the problem of computing a QR (or QZ) decomposition of a real, dense, tall and very skinny matrix. That is, the number of columns is tiny compared to the number of rows, rendering most computations completely or partially…
Continuous neural representations have recently emerged as a powerful and flexible alternative to classical discretized representations of signals. However, training them to capture fine details in multi-scale signals is difficult and…
Rank fusion is a powerful technique that allows multiple sources of information to be combined into a single result set. However, to date fusion has not been regarded as being cost-effective in cases where strict per-query efficiency…
Quadratic regression (QR) models naturally extend linear models by considering interaction effects between the covariates. To conduct model selection in QR, it is important to maintain the hierarchical model structure between main effects…