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For some kernel matrices, low-rank approximations can be quickly obtained via analytic techniques. One important class of analytic methods that has received attention in recent years is based on the use of proxy points. Accuracy analysis…

Numerical Analysis · Mathematics 2026-05-26 Mikhail Lepilov , Jianlin Xia

Many algorithms in scientific computing and data science take advantage of low-rank approximation of matrices and kernels, and understanding why nearly-low-rank structure occurs is essential for their analysis and further development. This…

Numerical Analysis · Mathematics 2025-10-16 Marcus Webb

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

Deep neural networks have achieved state-of-the-art performance across numerous applications, but their high memory and computational demands present significant challenges, particularly in resource-constrained environments. Model…

Machine Learning · Computer Science 2026-02-18 Shihao Zhang , Rayan Saab

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

Low-rank approximation of kernels is a fundamental mathematical problem with widespread algorithmic applications. Often the kernel is restricted to an algebraic variety, e.g., in problems involving sparse or low-rank data. We show that…

Machine Learning · Computer Science 2023-10-02 Jason M. Altschuler , Pablo A. Parrilo

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work…

Data Structures and Algorithms · Computer Science 2017-11-07 Cameron Musco , David P. Woodruff

The goal in thinning is to summarize a dataset using a small set of representative points. Remarkably, sub-Gaussian thinning algorithms like Kernel Halving and Compress can match the quality of uniform subsampling while substantially…

Machine Learning · Statistics 2026-03-03 Annabelle Michael Carrell , Albert Gong , Abhishek Shetty , Raaz Dwivedi , Lester Mackey

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…

Machine Learning · Computer Science 2019-05-28 Vatsal Sharan , Kai Sheng Tai , Peter Bailis , Gregory Valiant

We propose a data-driven approach for deep convolutional neural network compression that achieves high accuracy with high throughput and low memory requirements. Current network compression methods either find a low-rank factorization of…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Breton Minnehan , Andreas Savakis

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Numerical Analysis · Mathematics 2018-09-25 Victor Y. Pan , Qi Luan , John Svadlenka , Liang Zhao

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank…

Numerical Analysis · Mathematics 2023-06-30 Difeng Cai , Edmond Chow , Yuanzhe Xi

Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…

Algebraic Geometry · Mathematics 2022-04-26 Kaie Kubjas , Luca Sodomaco , Elias Tsigaridas

Tensor network contractions are widely used in statistical physics, quantum computing, and computer science. We introduce a method to efficiently approximate tensor network contractions using low-rank approximations, where each intermediate…

Quantum Physics · Physics 2025-01-01 Linjian Ma , Matthew Fishman , Miles Stoudenmire , Edgar Solomonik
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