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SVD serves as an exploratory tool in identifying the dominant features in the form of top rank-r singular factors corresponding to the largest singular values. For Big Data applications it is well known that Singular Value Decomposition…

Machine Learning · Computer Science 2021-04-30 Gurpreet Singh , Soumyajit Gupta

The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…

Numerical Analysis · Mathematics 2025-10-09 Danil Akhtiamov , Reza Ghane , Babak Hassibi

We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…

Machine Learning · Statistics 2024-10-29 Aniket Das , Dheeraj Nagaraj , Soumyabrata Pal , Arun Suggala , Prateek Varshney

We consider a streaming data model in which n sensors observe individual streams of data, presented in a turnstile model. Our goal is to analyze the singular value decomposition (SVD) of the matrix of data defined implicitly by the stream…

Information Theory · Computer Science 2012-11-05 Anna C. Gilbert , Jae Young Park , Michael B. Wakin

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

Machine Learning · Statistics 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

Low-tubal-rank tensor approximation has been proposed to analyze large-scale and multi-dimensional data. However, finding such an accurate approximation is challenging in the streaming setting, due to the limited computational resources. To…

Machine Learning · Computer Science 2021-08-24 Qianxin Yi , Chenhao Wang , Kaidong Wang , Yao Wang

Singular Value Decomposition (SVD) is a technique based on linear projection theory, which has been frequently used for data analysis. It constitutes an optimal (in the sense of least squares) decomposition of a matrix in the most relevant…

Data Analysis, Statistics and Probability · Physics 2015-03-17 Pau Erola , Javier Borge-Holthoefer , Sergio Gomez , Alex Arenas

We study the space complexity of solving the bias-regularized SVM problem in the streaming model. This is a classic supervised learning problem that has drawn lots of attention, including for developing fast algorithms for solving the…

Data Structures and Algorithms · Computer Science 2020-07-08 Alexandr Andoni , Collin Burns , Yi Li , Sepideh Mahabadi , David P. Woodruff

Singular Value Decomposition (SVD) has recently seen a surge of interest as a simple yet powerful tool for large language models (LLMs) compression, with a growing number of works demonstrating 20-80% parameter reductions at minimal…

Machine Learning · Computer Science 2025-08-05 Zishan Shao , Yixiao Wang , Qinsi Wang , Ting Jiang , Zhixu Du , Hancheng Ye , Danyang Zhuo , Yiran Chen , Hai Li

Quantum-inspired singular value decomposition (SVD) is a technique to perform SVD in logarithmic time with respect to the dimension of a matrix, given access to the matrix embedded in a segment-tree data structure. The speedup is possible…

Quantum Physics · Physics 2022-09-27 Iori Takeda , Souichi Takahira , Kosuke Mitarai , Keisuke Fujii

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Statistics Theory · Mathematics 2025-05-27 Yichi Zhang , Minh Tang

Truncated Singular Value Decomposition (SVD) calculates the closest rank-$k$ approximation of a given input matrix. Selecting the appropriate rank $k$ defines a critical model order choice in most applications of SVD. To obtain a principled…

Information Theory · Computer Science 2013-01-08 Mario Frank , Joachim M. Buhmann

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Weijun Xie

Deep neural networks (NN) are extensively used for machine learning tasks such as image classification, perception and control of autonomous systems. Increasingly, these deep NNs are also been deployed in high-assurance applications. Thus,…

Machine Learning · Computer Science 2017-09-27 Souradeep Dutta , Susmit Jha , Sriram Sanakaranarayanan , Ashish Tiwari

It is well-known that the precision of data, hyperparameters, and internal representations employed in learning systems directly impacts its energy, throughput, and latency. The precision requirements for the training algorithm are also…

Machine Learning · Statistics 2016-08-30 Charbel Sakr , Ameya Patil , Sai Zhang , Yongjune Kim , Naresh Shanbhag

Singular Value Decomposition (SVD) is a popular approach in various network applications, such as link prediction and network parameter characterization. Incremental SVD approaches are proposed to process newly changed nodes and edges in…

Social and Information Networks · Computer Science 2017-11-28 Ziwei Zhang , Peng Cui , Jian Pei , Xiao Wang , Wenwu Zhu

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…

Information Theory · Computer Science 2023-07-07 Elad Romanov

Most existing domain adaptation methods focus on adaptation from only one source domain, however, in practice there are a number of relevant sources that could be leveraged to help improve performance on target domain. We propose a novel…

Computer Vision and Pattern Recognition · Computer Science 2021-08-02 Ruihuang Li , Xu Jia , Jianzhong He , Shuaijun Chen , Qinghua Hu

Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods…

Machine Learning · Computer Science 2020-09-30 Adrian Englhardt , Holger Trittenbach , Daniel Kottke , Bernhard Sick , Klemens Böhm

Gradient clipping is a standard safeguard for training neural networks under noisy, heavy-tailed stochastic gradients; yet, most clipping rules treat all parameters as vectors and ignore the matrix structure of modern architectures. We show…

Machine Learning · Computer Science 2026-05-13 Alexander Yukhimchuk , Mladen Kolar , Martin Takáč , Sayantan Choudhury
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