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Related papers: Subset Selection for Matrices with Fixed Blocks

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For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

Machine Learning · Computer Science 2018-06-07 Michał Dereziński , Manfred K. Warmuth

Coreset selection targets the challenge of finding a small, representative subset of a large dataset that preserves essential patterns for effective machine learning. Although several surveys have examined data reduction strategies before,…

Machine Learning · Computer Science 2026-01-30 Brian B. Moser , Arundhati S. Shanbhag , Stanislav Frolov , Federico Raue , Joachim Folz , Andreas Dengel

We analyze the performance of spectral clustering for community extraction in stochastic block models. We show that, under mild conditions, spectral clustering applied to the adjacency matrix of the network can consistently recover hidden…

Statistics Theory · Mathematics 2014-12-31 Jing Lei , Alessandro Rinaldo

Best subset selection (BSS) is widely known as the holy grail for high-dimensional variable selection. Nevertheless, the notorious NP-hardness of BSS substantially restricts its practical application and also discourages its theoretical…

Methodology · Statistics 2021-08-27 Yongyi Guo , Ziwei Zhu , Jianqing Fan

Model selection is a strategy aimed at creating accurate and robust models. A key challenge in designing these algorithms is identifying the optimal model for classifying any particular input sample. This paper addresses this challenge and…

Machine Learning · Computer Science 2023-05-22 James Kotary , Vincenzo Di Vito , Ferdinando Fioretto

We propose a new pivotal method for estimating high-dimensional matrices. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A\_0$ corrupted by noise. We propose a new method for estimating…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp , Stéphane Gaiffas

We consider a network topology design problem in which an initial undirected graph underlying the network is given and the objective is to select a set of edges to add to the graph to optimize the coherence of the resulting network. We show…

Optimization and Control · Mathematics 2014-11-19 Tyler Summers , Iman Shames , John Lygeros , Florian Dörfler

We give the first single-pass streaming algorithm for Column Subset Selection with respect to the entrywise $\ell_p$-norm with $1 \leq p < 2$. We study the $\ell_p$ norm loss since it is often considered more robust to noise than the…

Data Structures and Algorithms · Computer Science 2021-07-19 Shuli Jiang , Dongyu Li , Irene Mengze Li , Arvind V. Mahankali , David P. Woodruff

The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the…

Statistics Theory · Mathematics 2016-03-02 Y. X. Rachel Wang , Peter J. Bickel

Procrustes problems are matrix approximation problems searching for a~transformation of the given dataset to fit another dataset. They find applications in numerous areas, such as factor and multivariate analysis, computer vision,…

Optimization and Control · Mathematics 2023-05-01 Terézia Fulová , Mária Trnovská

In this study, we consider the subset selection problems with submodular or monotone discrete objective functions under partition matroid constraints where the thresholds are dynamic. We focus on POMC, a simple Pareto optimization approach…

Neural and Evolutionary Computing · Computer Science 2020-12-17 Anh Viet Do , Frank Neumann

Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent…

Machine Learning · Computer Science 2018-07-24 Rong Ge , Jason D. Lee , Tengyu Ma

In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subset of the columns of the input nonnegative data matrix containing all columns),…

Machine Learning · Statistics 2014-04-07 Nicolas Gillis , Stephen A. Vavasis

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…

Machine Learning · Statistics 2012-08-09 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors $v_1,\ldots,v_m \in \mathbb{R}^d$ and a constraint family ${\cal B}\subseteq 2^{[m]}$, find a set $S \in \cal{B}$ that…

Data Structures and Algorithms · Computer Science 2018-07-24 Javad B. Ebrahimi , Damian Straszak , Nisheeth K. Vishnoi

Several recent randomized linear algebra algorithms rely upon fast dimension reduction methods. A popular choice is the Subsampled Randomized Hadamard Transform (SRHT). In this article, we address the efficacy, in the Frobenius and spectral…

Data Structures and Algorithms · Computer Science 2015-03-20 Christos Boutsidis , Alex Gittens

We prove a new lower bound for the Frobenius norm of the inverse of an non-negative matrix. This bound is only a modest improvement over previous results, but is sufficient for fully resolving a conjecture of Harwitz and Sloane, commonly…

Combinatorics · Mathematics 2024-09-09 Elsa Frankel , John Urschel
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