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We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…

Data Structures and Algorithms · Computer Science 2023-11-03 Vincent Cohen-Addad , Chenglin Fan , Suprovat Ghoshal , Euiwoong Lee , Arnaud de Mesmay , Alantha Newman , Tony Chang Wang

Integer data sets frequently appear in many applications in sciences and technology. To analyze these, integer low rank approximation has received much attention due to its capacity of representing the results in integers preserving the…

Numerical Analysis · Mathematics 2015-10-20 Bo Dong , Matthew M. Lin , Haesun Park

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

Numerical Analysis · Mathematics 2025-08-12 Qiaohua Liu , Yuejuan Yu

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

Blind super-resolution can be cast as a low rank matrix recovery problem by exploiting the inherent simplicity of the signal and the low dimensional structure of point spread functions. In this paper, we develop a simple yet efficient…

Information Theory · Computer Science 2022-11-23 Sihan Mao , Jinchi Chen

The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion…

Information Theory · Computer Science 2010-06-11 Wei Dai , Ely Kerman , Olgica Milenkovic

Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…

Algebraic Geometry · Mathematics 2022-04-26 Kaie Kubjas , Luca Sodomaco , Elias Tsigaridas

We study distributed low rank approximation in which the matrix to be approximated is only implicitly represented across the different servers. For example, each of $s$ servers may have an $n \times d$ matrix $A^t$, and we may be interested…

Numerical Analysis · Computer Science 2016-01-29 David P. Woodruff , Peilin Zhong

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel-structured matrices. This kind of problems arises in system identification, system theory and signal processing, where the rank…

Optimization and Control · Mathematics 2019-06-26 Tianxiang Liu , Ivan Markovsky , Ting Kei Pong , Akiko Takeda

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 approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…

Numerical Analysis · Computer Science 2013-01-30 Raghunandan H. Keshavan , Sewoong Oh

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

In this work, we present an efficient rank-compression approach for the classical simulation of Kraus decoherence channels in noisy quantum circuits. The approximation is achieved through iterative compression of the density matrix based on…

Quantum Physics · Physics 2020-09-16 Yi-Ting Chen , Collin Farquhar , Robert M. Parrish