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The coresets approach, also called subsampling or subset selection, aims to select a subsample as a surrogate for the observed sample and has found extensive applications in large-scale data analysis. Existing coresets methods construct the…

Computation · Statistics 2024-09-17 Mengyu Li , Jun Yu , Tao Li , Cheng Meng

The objective of the paper is to establish a computable upper bound for the almost sure convergence rate for a class of ratio consensus algorithms defined via column-stochastic matrices. Our result extends the works of Iutzeler et al.…

Optimization and Control · Mathematics 2022-04-06 Balázs Gerencsér

We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block-banded), or be more highly structured (e.g., symmetric…

Numerical Analysis · Mathematics 2021-05-05 Misha E. Kilmer , Arvind K. Saibaba

A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value…

Machine Learning · Computer Science 2018-04-05 Stephane Chretien , Zhen-Wai Olivier Ho

In practical conjugate gradient (CG) computations it is important to monitor the quality of the approximate solution to $Ax=b$ so that the CG algorithm can be stopped when the required accuracy is reached. The relevant convergence…

Numerical Analysis · Mathematics 2018-10-05 Gérard Meurant , Petr Tichý

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

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

Numerical Analysis · Mathematics 2007-05-23 Shmuel Friedland , Mostafa Kaveh , Amir Niknejad , Hossein Zare

Consider a matrix $\mathbf{F} \in \mathbb{K}[x]^{m \times n}$ of univariate polynomials over a field $\mathbb{K}$. We study the problem of computing the column rank profile of $\mathbf{F}$. To this end we first give an algorithm which…

Symbolic Computation · Computer Science 2022-05-11 George Labahn , Vincent Neiger , Thi Xuan Vu , Wei Zhou

Low-rank decomposition plays a central role in accelerating convolutional neural network (CNN), and the rank of decomposed kernel-tensor is a key parameter that determines the complexity and accuracy of a neural network. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2018-07-02 Hyeji Kim , Chong-Min Kyung

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy…

Data Structures and Algorithms · Computer Science 2013-12-25 Ahmed K. Farahat , Ali Ghodsi , Mohamed S. Kamel

In this letter, we propose a novel semi-supervised subspace clustering method, which is able to simultaneously augment the initial supervisory information and construct a discriminative affinity matrix. By representing the limited amount of…

Computer Vision and Pattern Recognition · Computer Science 2023-01-05 Yuheng Jia , Guanxing Lu , Hui Liu , Junhui Hou

The low-rank matrix optimization with affine set (rank-MOA) is to minimize a continuously differentiable function over a low-rank set intersecting with an affine set. Under some suitable assumptions, the intersection rule of the Fr\'{e}chet…

Spectral Theory · Mathematics 2019-12-09 Xinrong Li , Naihua Xiu , Ziyan Luo

While Deep Learning (DL) technologies are a promising tool to solve networking problems that map to classification tasks, their computational complexity is still too high with respect to real-time traffic measurements requirements. To…

Networking and Internet Architecture · Computer Science 2022-10-04 Alessandro Finamore , James Roberts , Massimo Gallo , Dario Rossi

We discuss a randomized strong rank-revealing QR factorization that effectively reveals the spectrum of a matrix $\textbf{M}$. This factorization can be used to address problems such as selecting a subset of the columns of $\textbf{M}$,…

Numerical Analysis · Mathematics 2025-03-25 Laura Grigori , Zhipeng Xue

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…

Data Structures and Algorithms · Computer Science 2019-08-07 Brian Brubach , Karthik Abinav Sankararaman , Aravind Srinivasan , Pan Xu

The classic rank-revealing QR factorization factorizes a matrix $A$ as $AP=QR$ where $P$ permutes the columns of $A$, $Q$ is an orthogonal matrix, and $R$ is upper triangular with non-increasing diagonal entries. This is called…

Numerical Analysis · Mathematics 2019-05-27 Reid Atcheson

A CUR factorization is often utilized as a substitute for the singular value decomposition (SVD), especially when a concrete interpretation of the singular vectors is challenging. Moreover, if the original data matrix possesses properties…

Numerical Analysis · Mathematics 2024-06-25 Perfect Y. Gidisu , Michiel E. Hochstenbach

Bayesian coresets approximate a posterior distribution by building a small weighted subset of the data points. Any inference procedure that is too computationally expensive to be run on the full posterior can instead be run inexpensively on…

Machine Learning · Statistics 2023-01-18 Cian Naik , Judith Rousseau , Trevor Campbell

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