Related papers: Why are Big Data Matrices Approximately Low Rank?
A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…
For a given symmetric tensor, we aim at finding a new one whose symmetric rank is small and that is close to the given one. There exist linear relations among the entries of low rank symmetric tensors. Such linear relations can be expressed…
The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion…
Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…
We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often…
Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…
This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results…
In structured system theory, a pattern matrix is a matrix with entries either fixed to zero or free to take arbitrary numbers. The (generic) rank of a pattern matrix is the rank of almost all its realizations. The resilience of various…
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…
Eigenvector localization refers to the situation when most of the components of an eigenvector are zero or near-zero. This phenomenon has been observed on eigenvectors associated with extremal eigenvalues, and in many of those cases it can…
Low rank tensor representation underpins much of recent progress in tensor completion. In real applications, however, this approach is confronted with two challenging problems, namely (1) tensor rank determination; (2) handling real tensor…
We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…
The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…
Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…
A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…
Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…
As a paradigm to recover unknown entries of a matrix from partial observations, low-rank matrix completion (LRMC) has generated a great deal of interest. Over the years, there have been lots of works on this topic but it might not be easy…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…