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Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…

Machine Learning · Computer Science 2025-02-06 Aparna Gupte , Neekon Vafa , Vinod Vaikuntanathan

In this paper, we consider high-dimensional nonconvex square-root-loss regression problems and introduce a proximal majorization-minimization (PMM) algorithm for these problems. Our key idea for making the proposed PMM to be efficient is to…

Optimization and Control · Mathematics 2020-05-28 Peipei Tang , Chengjing Wang , Defeng Sun , Kim-Chuan Toh

We develop fast and memory efficient numerical methods for learning functions of many variables that admit sparse representations in terms of general bounded orthonormal tensor product bases. Such functions appear in many applications…

Numerical Analysis · Mathematics 2020-05-11 Bosu Choi , Mark Iwen , Felix Krahmer

Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

Numerical Analysis · Mathematics 2015-03-25 Per-Gunnar Martinsson

Addressing the interpretability problem of NMF on Boolean data, Boolean Matrix Factorization (BMF) uses Boolean algebra to decompose the input into low-rank Boolean factor matrices. These matrices are highly interpretable and very useful in…

Machine Learning · Computer Science 2023-07-18 Sebastian Dalleiger , Jilles Vreeken

This is the first of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The non-zero entries in the output are chosen to…

Numerical Analysis · Mathematics 2013-04-29 Chetan Jhurani

Non-negative matrix factorization (NMF) is a common method for generating topic models from text data. NMF is widely accepted for producing good results despite its relative simplicity of implementation and ease of computation. One…

Machine Learning · Computer Science 2016-08-09 Brendan Gavin , Vijay Gadepally , Jeremy Kepner

Sparse matrix reordering can significantly reduce the fill-in during matrix factorization, thereby decreasing the computational and storage requirements in sparse matrix computations. Finding a minimal fill-in ordering is known to be an…

Machine Learning · Computer Science 2026-05-19 Ziwei Li , Tao Yuan , Shuzi Niu , Huiyuan Li

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Recent work in the matrix completion literature has shown that prior knowledge of a matrix's row and column spaces can be successfully incorporated into reconstruction programs to substantially benefit matrix recovery. This paper proposes a…

Information Theory · Computer Science 2025-09-10 Oscar López

Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…

Numerical Analysis · Computer Science 2016-10-07 Arnaud Vandaele , Nicolas Gillis , Qi Lei , Kai Zhong , Inderjit Dhillon

The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization.…

Machine Learning · Statistics 2017-12-12 David W Dreisigmeyer

Exact recovery of a sparse solution for an underdetermined system of linear equations implies full search among all possible subsets of the dictionary, which is computationally intractable, while l1 minimization will do the job when a…

Information Theory · Computer Science 2014-12-22 Mohsen Joneidi , Mahdi Barzegar Khalilsarai , Alireza Zaeemzadeh , Nazanin Rahnavard

Nonnegative Matrix Factorization (NMF) is a widely applied technique in the fields of machine learning and data mining. Graph Regularized Non-negative Matrix Factorization (GNMF) is an extension of NMF that incorporates graph regularization…

Machine Learning · Computer Science 2024-03-19 Zhen Wang , Wenwen Min

This work is about rounding error analysis of randomized CholeskyQR-type algorithms for sparse matrices. We often encounter QR factorization of the sparse matrices in many real problems. In this work, we focus on some typical…

Numerical Analysis · Mathematics 2025-11-10 Haoran Guan , Yuwei Fan

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

Semi-supervised symmetric non-negative matrix factorization (SNMF) utilizes the available supervisory information (usually in the form of pairwise constraints) to improve the clustering ability of SNMF. The previous methods introduce the…

Machine Learning · Computer Science 2024-10-29 Yuheng Jia , Jia-Nan Li , Wenhui Wu , Ran Wang

We propose a quantum data fitting algorithm for non-sparse matrices, which is based on the Quantum Singular Value Estimation (QSVE) subroutine and a novel efficient method for recovering the signs of eigenvalues. Our algorithm generalizes…

Quantum Physics · Physics 2019-07-17 Guangxi Li , Youle Wang , Yu Luo , Yuan Feng

Nonnegative Matrix Factorization (NMF), first proposed in 1994 for data analysis, has received successively much attention in a great variety of contexts such as data mining, text clustering, computer vision, bioinformatics, etc. In this…

Numerical Analysis · Mathematics 2019-03-05 Paola Favati , Grazia Lotti , Ornella Menchi , Francesco Romani

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…

Machine Learning · Computer Science 2025-11-11 Gautam Chandrasekaran , Raghu Meka , Konstantinos Stavropoulos