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A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…

Numerical Analysis · Mathematics 2017-06-02 Arthur Szlam , Andrew Tulloch , Mark Tygert

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

The emergence of similar representations between independently trained neural models has sparked significant interest in the representation learning community, leading to the development of various methods to obtain communication between…

Machine Learning · Computer Science 2024-06-24 Valentino Maiorca , Luca Moschella , Marco Fumero , Francesco Locatello , Emanuele Rodolà

This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…

Optimization and Control · Mathematics 2024-10-28 Morgan Jones , James Anderson

It has been known in potential theory that, for some kernels matrices corresponding to well-separated point sets, fast analytical low-rank approximation can be achieved via the use of proxy points. This proxy point method gives a…

Numerical Analysis · Mathematics 2019-03-22 Xin Ye , Jianlin Xia , Lexing Ying

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

We study the well-known methods of alternating and simultaneous projections when applied to two nonorthogonal linear subspaces of a real Euclidean space. Assuming that both of the methods have a common starting point chosen from either one…

Optimization and Control · Mathematics 2023-11-15 Simeon Reich , Rafał Zalas

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

Numerical Analysis · Mathematics 2019-05-02 Robert M. Gower , Peter Richtárik

The nonnegative rank of a nonnegative matrix is the minimum number of nonnegative rank-one factors needed to reconstruct it exactly. The problem of determining this rank and computing the corresponding nonnegative factors is difficult;…

Optimization and Control · Mathematics 2012-08-30 Nicolas Gillis , François Glineur

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

We present an efficient low-rank approximation algorithm for non-negative tensors. The algorithm is derived from our two findings: First, we show that rank-1 approximation for tensors can be viewed as a mean-field approximation by treating…

Machine Learning · Statistics 2021-10-26 Kazu Ghalamkari , Mahito Sugiyama

Let $X=C+\mathrm{E}$ with a deterministic matrix $C\in\R^{M\times M}$ and $\mathrm{E}$ some centered Gaussian $M\times M$-matrix whose entries are independent with variance $\sigma^2$. In the present work, the accuracy of reduced-rank…

Probability · Mathematics 2012-05-08 Angelika Rohde

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong

This work develops a provably accurate fully-decentralized alternating projected gradient descent (GD) algorithm for recovering a low rank (LR) matrix from mutually independent projections of each of its columns, in a fast and…

Information Theory · Computer Science 2025-08-27 Shana Moothedath , Namrata Vaswani

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

We consider alternating gradient descent (AGD) with fixed step size applied to the asymmetric matrix factorization objective. We show that, for a rank-$r$ matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$, $T = C…

Machine Learning · Computer Science 2024-02-09 Rachel Ward , Tamara G. Kolda

Determinantal varieties -- the sets of bounded-rank matrices or tensors -- have attracted growing interest in low-rank optimization. The tangent cone to low-rank sets is widely studied and underpins a range of geometric methods. The…

Optimization and Control · Mathematics 2025-12-12 Yan Yang , Bin Gao , Ya-xiang Yuan

The fundamental matrix can be estimated from point matches. The current gold standard is to bootstrap the eight-point algorithm and two-view projective bundle adjustment. The eight-point algorithm first computes a simple linear least…

Optimization and Control · Mathematics 2014-03-20 Florian Bugarin , Adrien Bartoli , Didier Henrion , Jean-Bernard Lasserre , Jean-José Orteu , Thierry Sentenac