Related papers: Multiple-rank Modification of Symmetric Eigenvalue…

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…

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

A novel algorithm is proposed for CANDECOMP/PARAFAC tensor decomposition to exploit best rank-1 tensor approximation. Different from the existing algorithms, our algorithm updates rank-1 tensors simultaneously in parallel. In order to…

The numerical solution of eigenvalue problems is essential in various application areas of scientific and engineering domains. In many problem classes, the practical interest is only a small subset of eigenvalues so it is unnecessary to…

We propose a rank-$k$ variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation ($1$-SVD) in Frank-Wolfe with a top-$k$ singular-vector…

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

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…

This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

SimRank, proposed by Jeh and Widom, provides a good similarity measure that has been successfully used in numerous applications. While there are many algorithms proposed for computing SimRank, their computational costs are very high. In…

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

The $k$-mappability problem has two integers parameters $m$ and $k$. For every subword of size $m$ in a text $S$, we wish to report the number of indices in $S$ in which the word occurs with at most $k$ mismatches. The problem was lately…

We incorporate explicit Nystrom methods into the RKQ algorithm for stepwise global error control in numerical solutions of initial-value problems. The initial-value problem is transformed into an explicitly second-order problem, so as to be…

We study rank-1 {L1-norm-based TUCKER2} (L1-TUCKER2) decomposition of 3-way tensors, treated as a collection of $N$ $D \times M$ matrices that are to be jointly decomposed. Our contributions are as follows. i) We prove that the problem is…

In this paper, we study the $k$-forest problem in the model of resource augmentation. In the $k$-forest problem, given an edge-weighted graph $G(V,E)$, a parameter $k$, and a set of $m$ demand pairs $\subseteq V \times V$, the objective is…

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

We consider the online $k$-taxi problem, a generalization of the $k$-server problem, in which $k$ taxis serve a sequence of requests in a metric space. A request consists of two points $s$ and $t$, representing a passenger that wants to be…

Models in which the covariance matrix has the structure of a sparse matrix plus a low rank perturbation are ubiquitous in data science applications. It is often desirable for algorithms to take advantage of such structures, avoiding costly…

Many automated machine learning methods, such as those for hyperparameter and neural architecture optimization, are computationally expensive because they involve training many different model configurations. In this work, we present a new…

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

In this article, we study the efficient dynamical computation of all-pairs SimRanks on time-varying graphs. Li {\em et al}.'s approach requires $O(r^4 n^2)$ time and $O(r^2 n^2)$ memory in a graph with $n$ nodes, where $r$ is the target…