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Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

Machine Learning · Computer Science 2022-12-19 Tiejin Chen , Yicheng Tao

Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…

Numerical Analysis · Mathematics 2023-08-16 Alec Dektor , Daniele Venturi

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

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

In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or architecture of the tensor network, we provide an algorithm that…

Numerical Analysis · Mathematics 2021-04-29 Cécile Haberstich , Anthony Nouy , Guillaume Perrin

Tomographic imaging is useful for revealing the internal structure of a 3D sample. Classical reconstruction methods treat the object of interest as a vector to estimate its value. Such an approach, however, can be inefficient in analyzing…

Applications · Statistics 2022-04-06 Sanket R. Jantre , Zichao Wendy Di

Low-tubal-rank tensor approximation has been proposed to analyze large-scale and multi-dimensional data. However, finding such an accurate approximation is challenging in the streaming setting, due to the limited computational resources. To…

Machine Learning · Computer Science 2021-08-24 Qianxin Yi , Chenhao Wang , Kaidong Wang , Yao Wang

A variety of dimensionality reduction techniques have been applied for computations involving large matrices. The underlying matrix is randomly compressed into a smaller one, while approximately retaining many of its original properties. As…

Machine Learning · Computer Science 2021-06-17 Zhili Feng , Fred Roosta , David P. Woodruff

Large tensors are frequently encountered in various fields such as computer vision, scientific simulations, sensor networks, and data mining. However, these tensors are often too large for convenient processing, transfer, or storage.…

Optimization and Control · Mathematics 2024-09-26 Zhiguang Cheng , Gaohang Yu , Xiaohao Cai , Liqun Qi

Among randomized numerical linear algebra strategies, so-called sketching procedures are emerging as effective reduction means to accelerate the computation of Krylov subspace methods for, e.g., the solution of linear systems, eigenvalue…

Numerical Analysis · Mathematics 2024-08-02 Davide Palitta , Marcel Schweitzer , Valeria Simoncini

The paper considers function-valued tensors, viewed as multidimensional arrays with entries in an abstract Hilbert space. Despite the absence of the algebraic structure of a field, the geometric inner-product structure suffices to introduce…

Numerical Analysis · Mathematics 2025-12-01 Stanislav Budzinskiy , Vladimir Kazeev , Maxim Olshanskii

Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

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

Value-function (VF) approximation is a central problem in Reinforcement Learning (RL). Classical non-parametric VF estimation suffers from the curse of dimensionality. As a result, parsimonious parametric models have been adopted to…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Santiago Paternain , Antonio G. Marques

We present a topological framework for finding low-flop algorithms for evaluating element stiffness matrices associated with multilinear forms for finite element methods posed over straight-sided affine domains. This framework relies on…

Numerical Analysis · Mathematics 2012-05-15 Robert C. Kirby , Anders Logg , L. Ridgway Scott , Andy R. Terrel

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

The aim of this work is to develop a fast algorithm for approximating the matrix function $f(A)$ of a square matrix $A$ that is symmetric and has hierarchically semiseparable (HSS) structure. Appearing in a wide variety of applications,…

Numerical Analysis · Mathematics 2024-02-28 Angelo A. Casulli , Daniel Kressner , Leonardo Robol

In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples…

Numerical Analysis · Mathematics 2025-12-12 Yian Chen , Yuehaw Khoo , Ziang Yu

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

We propose a novel concept of asymmetric feature maps (AFM), which allows to evaluate multiple kernels between a query and database entries without increasing the memory requirements. To demonstrate the advantages of the AFM method, we…

Computer Vision and Pattern Recognition · Computer Science 2017-04-14 Giorgos Tolias , Ondřej Chum
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