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Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…

Numerical Analysis · Mathematics 2015-03-10 Steffen Börm , Knut Reimer

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…

Machine Learning · Statistics 2018-06-18 Pratik Jawanpuria , Bamdev Mishra

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

The increasing size of neural networks has led to a growing demand for methods of efficient fine-tuning. Recently, an orthogonal fine-tuning paradigm was introduced that uses orthogonal matrices for adapting the weights of a pretrained…

Machine Learning · Computer Science 2024-06-17 Mikhail Gorbunov , Nikolay Yudin , Vera Soboleva , Aibek Alanov , Alexey Naumov , Maxim Rakhuba

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Machine Learning · Statistics 2018-09-05 Krzysztof Choromanski , Mark Rowland , Adrian Weller

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

In this work, we develop a new fast algorithm, spaQR -- sparsified QR, for solving large, sparse linear systems. The key to our approach is using low-rank approximations to sparsify the separators in a Nested Dissection based Householder QR…

Numerical Analysis · Mathematics 2020-10-15 Abeynaya Gnanasekaran , Eric Darve

Low-rank matrix factorization (MF) is an important technique in data science. The key idea of MF is that there exists latent structures in the data, by uncovering which we could obtain a compressed representation of the data. By factorizing…

Numerical Analysis · Computer Science 2016-05-09 Yuan Lu , Jie Yang

The recent low-rank prior based models solve the tensor completion problem efficiently. However, these models fail to exploit the local patterns of tensors, which compromises the performance of tensor completion. In this paper, we propose a…

Numerical Analysis · Mathematics 2021-04-13 Liyu Su

Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…

Optimization and Control · Mathematics 2015-03-19 Filippo Pompili , Nicolas Gillis , P. -A. Absil , François Glineur

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

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…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

Structured dense matrices result from boundary integral problems in electrostatics and geostatistics, and also Schur complements in sparse preconditioners such as multi-frontal methods. Exploiting the structure of such matrices can reduce…

Numerical Analysis · Mathematics 2023-11-03 Sameer Deshmukh , Qinxiang Ma , Rio Yokota , George Bosilca

We consider the problem of learning low-rank tensors from partial observations with structural constraints, and propose a novel factorization of such tensors, which leads to a simpler optimization problem. The resulting problem is an…

Machine Learning · Computer Science 2023-05-16 Jayadev Naram , Tanmay Kumar Sinha , Pawan Kumar

We present novel algorithmic techniques to efficiently verify the Kruskal rank of matrices that arise in sparse linear regression, tensor decomposition, and latent variable models. Our unified framework combines randomized hashing…

Data Structures and Algorithms · Computer Science 2025-03-10 Fengqin Zhou

We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error.…

Machine Learning · Computer Science 2016-10-31 Felix X. Yu , Ananda Theertha Suresh , Krzysztof Choromanski , Daniel Holtmann-Rice , Sanjiv Kumar

In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…

Numerical Analysis · Mathematics 2021-03-05 Abeynaya Gnanasekaran , Eric Darve

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux
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