Related papers: Multiple-rank Modification of Symmetric Eigenvalue…
We develop an accelerated algorithm for computing an approximate eigenvalue decomposition of bistochastic normalized kernel matrices. Our approach constructs a low rank approximation of the original kernel matrix by the pivoted partial…
The text-to-pattern Hamming distances problem asks to compute the Hamming distances between a given pattern of length $m$ and all length-$m$ substrings of a given text of length $n\ge m$. We focus on the $k$-mismatch version of the problem,…
Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…
Variational minimization of the ground-state energy as a function of the two-electron reduced density matrix (2-RDM), constrained by necessary $N$-representability conditions, provides a polynomial-scaling approach to studying strongly…
The eigenvalue shift technique is the most well-known and fundamental tool for matrix computations. Applications include the search of eigeninformation, the acceleration of numerical algorithms, the study of Google's PageRank. The shift…
The iterative algorithm recently proposed by Waxman for solving eigenvalue problems, which relies on the method of moments, has been modified to improve its convergence considerably without sacrificing its benefits or elegance. The…
A systematic numerical approach to approximate high dimensional Lindblad equations is described. It is based on a deterministic rank m approximation of the density operator, the rank m being the only parameter to adjust. From a known…
Low-rank factorization is used in many areas of computer science where one performs spectral analysis on large sensitive data stored in the form of matrices. In this paper, we study differentially private low-rank factorization of a matrix…
The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…
We present a simple formula to update the pseudoinverse of a full-rank rectangular matrix that undergoes a low-rank modification, and demonstrate its utility for solving least squares problems. The resulting algorithm can be dramatically…
The goal of this paper is to construct systematic error-correcting codes for permutations and multi-permutations in the Kendall's $\tau$-metric. These codes are important in new applications such as rank modulation for flash memories. The…
The top-k classification accuracy is one of the core metrics in machine learning. Here, k is conventionally a positive integer, such as 1 or 5, leading to top-1 or top-5 training objectives. In this work, we relax this assumption and…
In this paper, we propose a two-phase algorithm for solving continuous rank-one quadratic knapsack problems (R1QKP). In particular, we study the solution structure of the problem without the knapsack constraint. We propose an $O(n\log n)$…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
K-FAC (arXiv:1503.05671, arXiv:1602.01407) is a tractable implementation of Natural Gradient (NG) for Deep Learning (DL), whose bottleneck is computing the inverses of the so-called ``Kronecker-Factors'' (K-factors). RS-KFAC…
In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…
Given a matrix $A$, the goal of the entrywise low-rank approximation problem is to find $\operatorname{argmin} \|A-B\|_p$ over all rank-$k$ matrices $B$, where $\| \cdot \|_p$ is the entrywise $\ell_p$ norm. When $p = 2$ this well-studied…
We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…
Approximating the $k$-th spectral gap $\Delta_k=|\lambda_k-\lambda_{k+1}|$ and the corresponding midpoint $\mu_k=\frac{\lambda_k+\lambda_{k+1}}{2}$ of an $N\times N$ Hermitian matrix with eigenvalues…
The Incremental K-means (IKM), an improved version of K-means (KM), was introduced to improve the clustering quality of KM significantly. However, the speed of IKM is slower than KM. My thesis proposes two algorithms to speed up IKM while…