Related papers: Approximation Algorithms for $\ell_0$-Low Rank App…

We study the $\ell_1$-low rank approximation problem, where for a given $n \times d$ matrix $A$ and approximation factor $\alpha \geq 1$, the goal is to output a rank-$k$ matrix $\widehat{A}$ for which $$\|A-\widehat{A}\|_1 \leq \alpha…

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…

A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…

We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an…

$\newcommand{\MatA}{\mathcal{M}}$ $\newcommand{\eps}{\varepsilon}$ $\newcommand{\NSize}{\mathsf{N}{}}$ $\newcommand{\MatB}{\mathcal{B}}$ $\newcommand{\Fnorm}[1]{\left\| {#1} \right\|_F}$ $\newcommand{\PrcOpt}[2]{\mu_{\mathrm{opt}}\pth{#1,…

We overcome two major bottlenecks in the study of low rank approximation by assuming the low rank factors themselves are sparse. Specifically, (1) for low rank approximation with spectral norm error, we show how to improve the best known…

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

We consider $\ell_1$-Rank-$r$ Approximation over GF(2), where for a binary $m\times n$ matrix ${\bf A}$ and a positive integer $r$, one seeks a binary matrix ${\bf B}$ of rank at most $r$, minimizing the column-sum norm $||{\bf A} -{\bf…

A distance matrix $A \in \mathbb R^{n \times m}$ represents all pairwise distances, $A_{ij}=\mathrm{d}(x_i,y_j)$, between two point sets $x_1,...,x_n$ and $y_1,...,y_m$ in an arbitrary metric space $(\mathcal Z, \mathrm{d})$. Such matrices…

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…

We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…

We consider relative error low rank approximation of $tensors$ with respect to the Frobenius norm: given an order-$q$ tensor $A \in \mathbb{R}^{\prod_{i=1}^q n_i}$, output a rank-$k$ tensor $B$ for which $\|A-B\|_F^2 \leq (1+\epsilon)$OPT,…

We introduce and study the problem of consistent low-rank approximation, in which rows of an input matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ arrive sequentially and the goal is to provide a sequence of subspaces that well-approximate the…

Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…

In $masked\ low-rank\ approximation$, one is given $A \in \mathbb{R}^{n \times n}$ and binary mask matrix $W \in \{0,1\}^{n \times n}$. The goal is to find a rank-$k$ matrix $L$ for which: $$cost(L) = \sum_{i=1}^{n} \sum_{j = 1}^{n} W_{i,j}…

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

There are a number of approximation algorithms for NP-hard versions of low rank approximation, such as finding a rank-$k$ matrix $B$ minimizing the sum of absolute values of differences to a given $n$-by-$n$ matrix $A$,…

We show how to compute a relative-error low-rank approximation to any positive semidefinite (PSD) matrix in sublinear time, i.e., for any $n \times n$ PSD matrix $A$, in $\tilde O(n \cdot poly(k/\epsilon))$ time we output a rank-$k$ matrix…

We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…

The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…