Related papers: Fixed-Rank Approximation of a Positive-Semidefinit…
Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well…
Given a matrix $M$ (not necessarily nonnegative) and a factorization rank $r$, semi-nonnegative matrix factorization (semi-NMF) looks for a matrix $U$ with $r$ columns and a nonnegative matrix $V$ with $r$ rows such that $UV$ is the best…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
This work provides improved guarantees for streaming principle component analysis (PCA). Given $A_1, \ldots, A_n\in \mathbb{R}^{d\times d}$ sampled independently from distributions satisfying $\mathbb{E}[A_i] = \Sigma$ for $\Sigma \succeq…
This paper concerns a fundamental class of convex matrix optimization problems. It presents the first algorithm that uses optimal storage and provably computes a low-rank approximation of a solution. In particular, when all solutions have…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…
Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…
We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…
Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…
Quadratically constrained quadratic programs (QCQPs) have a wide range of applications in signal processing and wireless communications. Non-convex QCQPs are NP-hard in general. Existing approaches relax the non-convexity using…
Prediction suffix trees (PST) provide an effective tool for sequence modelling and prediction. Current prediction techniques for PSTs rely on exact matching between the suffix of the current sequence and the previously observed sequence. We…
Low rank matrix approximation (LRMA), which aims to recover the underlying low rank matrix from its degraded observation, has a wide range of applications in computer vision. The latest LRMA methods resort to using the nuclear norm…
We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…
In this paper, we show that if the optimization function is restricted-strongly-convex (RSC) and restricted-smooth (RSM) -- a rich subclass of weakly submodular functions -- then a streaming algorithm with constant factor approximation…
Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…
We study the problem of image alignment for panoramic stitching. Unlike most existing approaches that are feature-based, our algorithm works on pixels directly, and accounts for errors across the whole images globally. Technically, we…
Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…