Related papers: Convergence Analysis of the Rank-Restricted Soft S…
Dense vector retrieval is an important building block of modern machine learning systems, underlying applications ranging from semantic search to retrieval-augmented generation and knowledge-intensive reasoning. Beyond retrieving items that…
This paper presents a post-processing algorithm for training fair neural network regression models that satisfy statistical parity, utilizing an explainable singular value decomposition (SVD) of the weight matrix. We propose a linear…
Classical data analysis requires computational efforts that become intractable in the age of Big Data. An essential task in time series analysis is the extraction of physically meaningful information from a noisy time series. One algorithm…
Random Reshuffling (RR), also known as Stochastic Gradient Descent (SGD) without replacement, is a popular and theoretically grounded method for finite-sum minimization. We propose two new algorithms: Proximal and Federated Random…
The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…
Return panels, covariances, and large feature matrices evolve one observation or one entry at a time, yet downstream models require an up-to-date low-rank factorization $A_t \approx U_t \Sigma_t V_t^\top$ on every tick -- a regime where…
A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…
Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…
There are several factorizations of multi-dimensional tensors into lower-dimensional components, known as `tensor networks'. We consider the popular `tensor-train' (TT) format and ask: How efficiently can we compute a low-rank approximation…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
One popular approach to soft-decision decoding of Reed-Solomon (RS) codes is based on using multiple trials of a simple RS decoding algorithm in combination with erasing or flipping a set of symbols or bits in each trial. This paper…
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…
Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…
Numerical computing of the rank of a matrix is a fundamental problem in scientific computation. The datasets generated by the internet often correspond to the analysis of high-dimensional sparse matrices. Notwithstanding recent advances in…
The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…
For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
Memristor crossbars enable vector-matrix multiplication (VMM), and are promising for low-power applications. However, it can be difficult to write the memristor conductance values exactly. To improve the accuracy of VMM, we propose a scheme…
This article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…
Variance reduction techniques like SVRG provide simple and fast algorithms for optimizing a convex finite-sum objective. For nonconvex objectives, these techniques can also find a first-order stationary point (with small gradient). However,…