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This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Tensor decompositions have been successfully applied to compress neural networks. The compression algorithms using tensor decompositions commonly minimize the approximation error on the weights. Recent work assumes the approximation error…

Machine Learning · Computer Science 2023-08-07 Jetze T. Schuurmans , Kim Batselier , Julian F. P. Kooij

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Deep Click-Through Rate (CTR) prediction models play an important role in modern industrial recommendation scenarios. However, high memory overhead and computational costs limit their deployment in resource-constrained environments.…

Information Retrieval · Computer Science 2024-06-12 Hao Yu , Minghao Fu , Jiandong Ding , Yusheng Zhou , Jianxin Wu

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

The low-rank tensor approximation is very promising for the compression of deep neural networks. We propose a new simple and efficient iterative approach, which alternates low-rank factorization with a smart rank selection and fine-tuning.…

Machine Learning · Computer Science 2019-11-18 Julia Gusak , Maksym Kholiavchenko , Evgeny Ponomarev , Larisa Markeeva , Ivan Oseledets , Andrzej Cichocki

Due to the falling costs of data acquisition and storage, researchers and industry analysts often want to find all instances of rare events in large datasets. For instance, scientists can cheaply capture thousands of hours of video, but are…

Databases · Computer Science 2022-01-05 Daniel Kang , Edward Gan , Peter Bailis , Tatsunori Hashimoto , Matei Zaharia

Low-rank matrix approximation (LRMA) is a powerful technique for signal processing and pattern analysis. However, its potential for data compression has not yet been fully investigated in the literature. In this paper, we propose sparse…

Multimedia · Computer Science 2016-02-22 Junhui Hou , Lap-Pui Chau , Nadia Magnenat-Thalmann , Ying He

Kernel regression is an essential and ubiquitous tool for non-parametric data analysis, particularly popular among time series and spatial data. However, the central operation which is performed many times, evaluating a kernel on the data…

Machine Learning · Computer Science 2017-06-01 Yan Zheng , Jeff M. Phillips

A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…

Optimization and Control · Mathematics 2025-03-24 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

A well-recognized limitation of kernel learning is the requirement to handle a kernel matrix, whose size is quadratic in the number of training examples. Many methods have been proposed to reduce this computational cost, mostly by using a…

Machine Learning · Computer Science 2014-11-06 Nicolò Cesa-Bianchi , Yishay Mansour , Ohad Shamir

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

Statistics Theory · Mathematics 2017-08-28 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

Deep convolutional neural networks contain tens of millions of parameters, making them impossible to work efficiently on embedded devices. We propose iterative approach of applying low-rank approximation to compress deep convolutional…

Computer Vision and Pattern Recognition · Computer Science 2019-11-18 Maksym Kholiavchenko

We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is…

Machine Learning · Computer Science 2015-03-20 Ranch Y. Q. Lai , Pong C. Yuen

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong