Related papers: Low-rank binary matrix approximation in column-sum…
We give a 3-pass, polylog-space streaming PTAS for the constrained binary $k$-means problem and a 4-pass, polylog-space streaming PTAS for the binary $\ell_0$-low rank approximation problem. The connection between the above two problems has…
Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a…
We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…
Low-rank matrix recovery addresses the problem of recovering an unknown low-rank matrix from few linear measurements. Nuclear-norm minimization is a tractible approach with a recent surge of strong theoretical backing. Analagous to the…
A fundamental problem arising in many applications in Web science and social network analysis is, given an arbitrary approximation factor $c>1$, to output a set $S$ of nodes that with high probability contains all nodes of PageRank at least…
We study the problem of approximating a matrix $\mathbf{A}$ with a matrix that has a fixed sparsity pattern (e.g., diagonal, banded, etc.), when $\mathbf{A}$ is accessed only by matrix-vector products. We describe a simple randomized…
We consider a fast approximation algorithm for the linear matroid intersection problem. In this problem, we are given two $r \times n$ matrices $M_1$ and $M_2$, and the objective is to find a largest set of columns that are linearly…
We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…
We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…
A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…
We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…
This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…
Subset selection for the rank $k$ approximation of an $n\times d$ matrix $A$ offers improvements in the interpretability of matrices, as well as a variety of computational savings. This problem is well-understood when the error measure is…
Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…
Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…
Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…
We consider the task of updating a matrix function $f(A)$ when the matrix $A\in{\mathbb C}^{n \times n}$ is subject to a low-rank modification. In other words, we aim at approximating $f(A+D)-f(A)$ for a matrix $D$ of rank $k \ll n$. The…
The Longest Common Subsequence (LCS) is a fundamental string similarity measure, and computing the LCS of two strings is a classic algorithms question. A textbook dynamic programming algorithm gives an exact algorithm in quadratic time, and…