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In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be viewed as an extension of the Kogbetliantz…

Machine Learning · Computer Science 2022-02-09 Cristian Rusu

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

In recent years, variational quantum algorithms have garnered significant attention as a candidate approach for near-term quantum advantage using noisy intermediate-scale quantum (NISQ) devices. In this article we introduce kernel descent,…

Quantum Physics · Physics 2025-12-16 Lars Simon , Holger Eble , Manuel Radons

The skeleton is an essential shape characteristic providing a compact representation of the studied shape. Its computation on the image grid raises many issues. Due to the effects of discretization, the required properties of the skeleton -…

Computer Vision and Pattern Recognition · Computer Science 2014-06-03 Aurélie Leborgne , Julien Mille , Laure Tougne

Low-rank approximations are popular methods to reduce the high computational cost of algorithms involving large-scale kernel matrices. The success of low-rank methods hinges on the matrix rank of the kernel matrix, and in practice, these…

Numerical Analysis · Computer Science 2020-10-22 Ruoxi Wang , Yingzhou Li , Eric Darve

Most state of the art deep neural networks are overparameterized and exhibit a high computational cost. A straightforward approach to this problem is to replace convolutional kernels with its low-rank tensor approximations, whereas the…

Computer Vision and Pattern Recognition · Computer Science 2020-08-13 Anh-Huy Phan , Konstantin Sobolev , Konstantin Sozykin , Dmitry Ermilov , Julia Gusak , Petr Tichavsky , Valeriy Glukhov , Ivan Oseledets , Andrzej Cichocki

For the antisymmetric tensors the paper examines a low-rank approximation which is represented via only three vectors. We describe a suitable low-rank format and propose an alternating least squares structure-preserving algorithm for…

Numerical Analysis · Mathematics 2024-11-08 Erna Begovic , Lana Perisa

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

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

Rational minimax approximation of real functions on real intervals is an established topic, but when it comes to complex functions or domains, there appear to be no algorithms currently in use. Such a method is introduced here, the {\em…

Numerical Analysis · Mathematics 2019-08-19 Yuji Nakatsukasa , Lloyd N. Trefethen

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

In this paper, we consider the problem of estimating the eigenvalues and eigenfunctions of the covariance kernel (i.e., the functional principal components) from sparse and irregularly observed longitudinal data. We approach this problem…

Methodology · Statistics 2007-10-30 Jie Peng , Debashis Paul

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida

This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its…

Data Structures and Algorithms · Computer Science 2024-06-19 Mehrdad Ghadiri , Matthew Fahrbach , Gang Fu , Vahab Mirrokni

Low-rank approximation is an effective model compression technique to not only reduce parameter storage requirements, but to also reduce computations. For convolutional neural networks (CNNs), however, well-known low-rank approximation…

Machine Learning · Computer Science 2019-05-27 Dongsoo Lee , Se Jung Kwon , Byeongwook Kim , Gu-Yeon Wei

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Image segmentation is an important component of many image understanding systems. It aims to group pixels in a spatially and perceptually coherent manner. Typically, these algorithms have a collection of parameters that control the degree…

Computer Vision and Pattern Recognition · Computer Science 2018-02-02 Marc Bosch , Christopher M. Gifford , Austin G. Dress , Clare W. Lau , Jeffrey G. Skibo , Gordon A. Christie

We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which is repeatedly observed at discrete, synchronous design…

Statistics Theory · Mathematics 2025-09-03 Max Berger , Hajo Holzmann

An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based on assuming decaying sensitivities between subsystems,…

Optimization and Control · Mathematics 2025-01-16 Mario Sperl , Luca Saluzzi , Lars Grüne , Dante Kalise