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In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

Statistics Theory · Mathematics 2024-07-09 Anru Zhang , Rungang Han

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Statistics Theory · Mathematics 2025-05-27 Yichi Zhang , Minh Tang

Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Wenjian Yu , Yaohang Li

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Yanfei Yang

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is…

Machine Learning · Statistics 2009-09-09 Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

Statistical Mechanics · Physics 2009-09-25 A. M. Sengupta , P. P. Mitra

For a variety of regularized optimization problems in machine learning, algorithms computing the entire solution path have been developed recently. Most of these methods are quadratic programs that are parameterized by a single parameter,…

Machine Learning · Computer Science 2012-10-31 Bernd Gärtner , Martin Jaggi , Clément Maria

Singular value decomposition is the key tool in the analysis and understanding of linear regularization methods. In the last decade nonlinear variational approaches such as $\ell^1$ or total variation regularizations became quite prominent…

Numerical Analysis · Mathematics 2012-11-12 Martin Benning , Martin Burger

This paper provides an advanced mathematical theory of the Generalized Singular Value Decomposition (GSVD) and its applications. We explore the geometry of the GSVD which provides a long sought for ellipse picture which includes a…

Numerical Analysis · Mathematics 2020-11-30 Alan Edelman , Yuyang Wang

In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…

Statistics Theory · Mathematics 2020-01-09 Anru Zhang , Dong Xia

Convolutional Neural Networks (CNNs) have made significant progress on several computer vision benchmarks, but are fraught with numerous non-human biases such as vulnerability to adversarial samples. Their lack of explainability makes…

Computer Vision and Pattern Recognition · Computer Science 2020-12-08 Malhar Jere , Maghav Kumar , Farinaz Koushanfar

Tensor completion and robust principal component analysis have been widely used in machine learning while the key problem relies on the minimization of a tensor rank that is very challenging. A common way to tackle this difficulty is to…

Machine Learning · Computer Science 2021-05-26 Tao Li , Jinwen Ma

Principal Component Analysis (PCA) is a widely used method for dimensionality reduction, but it often overlooks fairness, especially when working with data that includes demographic characteristics. This can lead to biased representations…

Machine Learning · Computer Science 2025-02-25 Vidhi Rathore , Naresh Manwani

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Weijun Xie

Spectral clustering and Singular Value Decomposition (SVD) are both widely used technique for analyzing graph data. In this note, I will present their connections using simple linear algebra, aiming to provide some in-depth understanding…

Social and Information Networks · Computer Science 2018-10-01 Ziwei Zhang

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Numerical Analysis · Computer Science 2017-12-29 Jonathan Q. Jiang , Michael K. Ng

The incremental singular value decomposition (SVD) updates a truncated SVD as new columns arrive, replacing a single large SVD with a sequence of small ones. In floating-point arithmetic, each update multiplies the running singular basis by…

Numerical Analysis · Mathematics 2026-05-05 Yangwen Zhang

In this paper we propose novel methods for completion (from limited samples) and de-noising of multilinear (tensor) data and as an application consider 3-D and 4- D (color) video data completion and de-noising. We exploit the recently…

Computer Vision and Pattern Recognition · Computer Science 2014-10-31 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

Principal component regression (PCR) is a two-stage procedure: the first stage performs principal component analysis (PCA) and the second stage constructs a regression model whose explanatory variables are replaced by principal components…

Machine Learning · Statistics 2021-11-22 Shuichi Kawano

Principal Component Analysis (PCA) via Singular Value Decomposition (SVD) of large datasets is an adaptive exploratory method to uncover natural patterns underlying the data. Several recent applications of the PCA-SVD to event-by-event…

Nuclear Theory · Physics 2023-03-21 Bao-An Li , Jake Richter
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