Related papers: A Fast Frequent Directions Algorithm for Low Rank …

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

We study distributed low rank approximation in which the matrix to be approximated is only implicitly represented across the different servers. For example, each of $s$ servers may have an $n \times d$ matrix $A^t$, and we may be interested…

This work develops a novel set of algorithms, alternating Gradient Descent (GD) and minimization for MRI (altGDmin-MRI1 and altGDmin-MRI2), for accelerated dynamic MRI by assuming an approximate low-rank (LR) model on the matrix formed by…

Mining frequent itemset using bit-vector representation approach is very efficient for dense type datasets, but highly inefficient for sparse datasets due to lack of any efficient bit-vector projection technique. In this paper we present a…

Modelling in biology must adapt to increasingly complex and massive data. The efficiency of the inference algorithms used to estimate model parameters is therefore questioned. Many of these are based on stochastic optimization processes…

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semilinear stiff matrix differential equations, we propose…

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

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…

Identifying frequent subgraphs, also called network motifs, is crucial in analyzing and predicting properties of real-world networks. However, finding large commonly-occurring motifs remains a challenging problem not only due to its NP-hard…

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

We study the streaming model for approximate matrix multiplication (AMM). We are interested in the scenario that the algorithm can only take one pass over the data with limited memory. The state-of-the-art deterministic sketching algorithm…

Stochastic gradient descent (SGD) is a powerful method for large-scale optimization problems in the area of machine learning, especially for a finite-sum formulation with numerous variables. In recent years, mini-batch SGD gains great…

Network management protocols often require timely and meaningful insight about per flow network traffic. This paper introduces Randomized Admission Policy (RAP) - a novel algorithm for the frequency and top-k estimation problems, which are…

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the…

One fruitful formulation of Deep Networks (DNs) enabling their theoretical study and providing practical guidelines to practitioners relies on Piecewise Affine Splines. In that realm, a DN's input-mapping is expressed as per-region affine…

Memory is a key computational bottleneck when solving large-scale convex optimization problems such as semidefinite programs (SDPs). In this paper, we focus on the regime in which storing an $n\times n$ matrix decision variable is…