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In this paper, we study the problem of recovering two unknown signals from their convolution, which is commonly referred to as blind deconvolution. Reformulation of blind deconvolution as a low-rank recovery problem has led to multiple…

Information Theory · Computer Science 2023-03-20 Julia Kostin , Felix Krahmer , Dominik Stöger

In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…

Optimization and Control · Mathematics 2019-05-14 Angang Cui , Meng Wen , Haiyang Li , Jigen Peng

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

Machine Learning · Statistics 2016-03-25 Qinqing Zheng , John Lafferty

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen

We introduce a reformulation of regularized low-rank recovery models to take advantage of GPU, multiple CPU, and hybridized architectures. Low-rank recovery often involves nuclear-norm minimization through iterative thresholding of singular…

Optimization and Control · Mathematics 2017-10-05 Derek Driggs , Stephen Becker , Aleksandr Aravkin

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

Compressing neural networks is a key step when deploying models for real-time or embedded applications. Factorizing the model's matrices using low-rank approximations is a promising method for achieving compression. While it is possible to…

Machine Learning · Computer Science 2023-10-20 Lucas Maison , Hélion du Mas des Bourboux , Thomas Courtat

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too…

Machine Learning · Statistics 2017-12-12 Mohammadreza Soltani , Chinmay Hegde

Low-rank representation~(LRR) has been a significant method for segmenting data that are generated from a union of subspaces. It is, however, known that solving the LRR program is challenging in terms of time complexity and memory…

Machine Learning · Statistics 2017-10-24 Jie Shen , Ping Li , Huan Xu

Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…

Machine Learning · Computer Science 2023-06-30 Shuai Zhang

The overfitting is one of the cursing subjects in the deep learning field. To solve this challenge, many approaches were proposed to regularize the learning models. They add some hyper-parameters to the model to extend the generalization;…

Machine Learning · Computer Science 2020-05-06 Mohammad Mahdi Bejani , Mehdi Ghatee

The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…

Data Structures and Algorithms · Computer Science 2019-11-20 Frank Ban , David Woodruff , Qiuyi Zhang

Regularized nonnegative low-rank approximations, such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition, form an important branch of dimensionality reduction models known for their enhanced…

Machine Learning · Computer Science 2025-01-31 Jeremy E. Cohen , Valentin Leplat

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