Related papers: A Fast Algorithm for a Weighted Low Rank Approxima…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…
Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…
Low-Rank Adaptation (LoRA) lowers the computational and memory overhead of fine-tuning large models by updating a low-dimensional subspace of the pre-trained weight matrix. Albeit efficient, LoRA exhibits suboptimal convergence and…
Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…
Low Rank Adaptation (LoRA) is a popular Parameter Efficient Fine Tuning (PEFT) method that effectively adapts large pre-trained models for downstream tasks. LoRA parameterizes model updates using low-rank matrices at each layer,…
Inspired by fast algorithms in natural language processing, we study low rank approximation in the entrywise transformed setting where we want to find a good rank $k$ approximation to $f(U \cdot V)$, where $U, V^\top \in \mathbb{R}^{n…
Robust Principal Component Analysis (RPCA) aims at recovering a low-rank subspace from grossly corrupted high-dimensional (often visual) data and is a cornerstone in many machine learning and computer vision applications. Even though RPCA…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
Video background subtraction is one of the fundamental problems in computer vision that aims to segment all moving objects. Robust principal component analysis has been identified as a promising unsupervised paradigm for background…
We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temporal algorithm in order to process larger datasets or…
We propose a block coordinate descent type algorithm for estimating the rank of a given tensor. In addition, the algorithm provides the canonical polyadic decomposition of a tensor. In order to estimate the tensor rank we use sparse…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…
Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…
The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…
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…
This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in $O(1)$ time. The proposed algorithm computes rank-revealing decompositions of sub-matrices with a blocked adaptive cross…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
This work proposes a causal and recursive algorithm for solving the "robust" principal components' analysis (PCA) problem. We primarily focus on robustness to correlated outliers. In recent work, we proposed a new way to look at this…
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…