Related papers: Single-pass randomized QLP decomposition for low-r…
Randomized algorithms in numerical linear algebra have proven to be effective in ameliorating issues of scalability when working with large matrices, efficiently producing accurate low-rank approximations. A key remaining challenge,…
The Matching Augmentation Problem (MAP) has recently received significant attention as an important step towards better approximation algorithms for finding cheap $2$-edge connected subgraphs. This has culminated in a…
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…
This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…
The polar decomposition of a matrix is a key element in the quantum linear algebra toolbox. We show that the problem of quantum polar decomposition, recently studied in Lloyd et al. [LBP+20], has a simple and concise implementation via the…
Low-rank approximation of images via singular value decomposition is well-received in the era of big data. However, singular value decomposition (SVD) is only for order-two data, i.e., matrices. It is necessary to flatten a higher order…
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…
We study Sigma-Delta quantization methods coupled with appropriate reconstruction algorithms for digitizing randomly sampled low-rank matrices. We show that the reconstruction error associated with our methods decays polynomially with the…
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…
The low-rank approximation properties of Randomly Pivoted LU (RPLU), a variant of Gaussian elimination where pivots are sampled proportional to the squared entries of the Schur complement, are analyzed. It is shown that the RPLU iterates…
We present a variational quantum circuit that produces the Singular Value Decomposition of a bipartite pure state. The proposed circuit, that we name Quantum Singular Value Decomposer or QSVD, is made of two unitaries respectively acting on…
Structured low-rank (SLR) algorithms, which exploit annihilation relations between the Fourier samples of a signal resulting from different properties, is a powerful image reconstruction framework in several applications. This scheme relies…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…
Hyperparameter tuning is an important task of machine learning, which can be formulated as a bilevel program (BLP). However, most existing algorithms are not applicable for BLP with non-smooth lower-level problems. To address this, we…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
To enable DNNs on edge devices like mobile phones, low-rank approximation has been widely adopted because of its solid theoretical rationale and efficient implementations. Several previous works attempted to directly approximate a…
Generalized singular values (GSVs) play an essential role in the comparative analysis. In the real world data for comparative analysis, both data matrices are usually numerically low-rank. This paper proposes a randomized algorithm to first…
Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…
Modern deep neural networks (DNNs) often require high memory consumption and large computational loads. In order to deploy DNN algorithms efficiently on edge or mobile devices, a series of DNN compression algorithms have been explored,…