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The Singular Value Decomposition (SVD) of matrices is a widely used tool in scientific computing. In many applications of machine learning, data analysis, signal and image processing, the large datasets are structured into tensors, for…

Numerical Analysis · Mathematics 2023-11-07 Anas El Hachimi , Khalide Jbilou , Mustapha Hached , Ahmed Ratnani

By singular value decomposition (SVD) of a numerically singular Hessian matrix and a numerically singular system of linear equations for the experimental data (accumulated in the respective ${\chi ^2}$ function) and constraints, least…

High Energy Physics - Phenomenology · Physics 2014-08-27 Mehrdad Goshtasbpour

Training of one-vs.-rest SVMs can be parallelized over the number of classes in a straight forward way. Given enough computational resources, one-vs.-rest SVMs can thus be trained on data involving a large number of classes. The same cannot…

Machine Learning · Statistics 2017-07-05 Maximilian Alber , Julian Zimmert , Urun Dogan , Marius Kloft

Distance weighted discrimination (DWD) was originally proposed to handle the data piling issue in the support vector machine. In this paper, we consider the sparse penalized DWD for high-dimensional classification. The state-of-the-art…

Machine Learning · Statistics 2015-01-27 Boxiang Wang , Hui Zou

The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…

Machine Learning · Statistics 2020-03-19 Kun Chen , Ruipeng Dong , Wanwan Xu , Zemin Zheng

Affine rank minimization problem is the generalized version of low rank matrix completion problem where linear combinations of the entries of a low rank matrix are observed and the matrix is estimated from these measurements. We propose a…

Machine Learning · Computer Science 2021-05-17 Siva Shanmugam , Sheetal Kalyani

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

In low-rank tensor completion tasks, due to the underlying multiple large-scale singular value decomposition (SVD) operations and rank selection problem of the traditional methods, they suffer from high computational cost and high…

Numerical Analysis · Computer Science 2018-05-23 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

We present two generalisations of Singular Value Decomposition from real-numbered matrices to dual-numbered matrices. We prove that every dual-numbered matrix has both types of SVD. Both of our generalisations are motivated by applications,…

Rings and Algebras · Mathematics 2021-06-10 Ran Gutin

In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…

Optimization and Control · Mathematics 2023-12-14 Tianyun Tang , Kim-Chuan Toh

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…

Numerical Analysis · Mathematics 2024-07-25 Mengyu Wang , Jingchun Zhou , Hanyu Li

This paper aims at a better understanding of matrix factorization (MF), factorization machines (FM), and their combination with deep algorithms' application in recommendation systems. Specifically, this paper will focus on Singular Value…

Information Retrieval · Computer Science 2022-03-22 Yuefeng Zhang

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti

The generalized singular value decomposition (GSVD, a.k.a. "SVD triplet", "duality diagram" approach) provides a unified strategy and basis to perform nearly all of the most common multivariate analyses (e.g., principal components,…

Mathematical Software · Computer Science 2020-11-19 Derek Beaton

We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently…

Machine Learning · Computer Science 2017-09-18 Sébastien M. R. Arnold , Chunming Wang

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

Methodology · Statistics 2019-03-12 Abdolrahman Khoshrou , Eric J. Pauwels

Storing data is particularly a challenge when dealing with image data which often involves large file sizes due to the high resolution and complexity of images. Efficient image compression algorithms are crucial to better manage data…

Computer Vision and Pattern Recognition · Computer Science 2024-06-10 Zahra Golpayegani , Nizar Bouguila

In this paper we consider the problem of sparse signal recovery in Multiple Measurement Vectors (MMVs) case. Recently, ample researches have been conducted to solve this problem and diverse methods are proposed, one of which is deep neural…

Signal Processing · Electrical Eng. & Systems 2018-06-26 Zohreh Mohades , Vahid TabaTabaVakili
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