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Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices. The algorithms are based on the so-called QB factorization,…

Numerical Analysis · Mathematics 2018-02-13 Wenjian Yu , Yu Gu , Yaohang Li

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…

Information Theory · Computer Science 2009-10-21 Benjamin Recht

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

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…

Numerical Analysis · Computer Science 2017-03-17 Mostafa Rahmani , George Atia

We resolve a long-standing open question, about the existence of a constant-factor approximation algorithm for the average-case \textsc{Decision Tree} problem with uniform probability distribution over the hypotheses. We answer the question…

Data Structures and Algorithms · Computer Science 2026-04-29 Michał Szyfelbein

A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

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

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

Given a matrix $M$ (not necessarily nonnegative) and a factorization rank $r$, semi-nonnegative matrix factorization (semi-NMF) looks for a matrix $U$ with $r$ columns and a nonnegative matrix $V$ with $r$ rows such that $UV$ is the best…

Numerical Analysis · Mathematics 2015-10-28 Nicolas Gillis , Abhishek Kumar

There has recently been considerable interest in completing a low-rank matrix or tensor given only a small fraction (or few linear combinations) of its entries. Related approaches have found considerable success in the area of recommender…

Machine Learning · Computer Science 2017-02-20 Nikos Kargas , Nicholas D. Sidiropoulos

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

We investigate how to train kernel approximation methods that generalize well under a memory budget. Building on recent theoretical work, we define a measure of kernel approximation error which we find to be more predictive of the empirical…

Machine Learning · Computer Science 2019-03-21 Jian Zhang , Avner May , Tri Dao , Christopher Ré

Bilingual lexicon induction induces the word translations by aligning independently trained word embeddings in two languages. Existing approaches generally focus on minimizing the distances between words in the aligned pairs, while…

Computation and Language · Computer Science 2022-10-19 Zhoujin Tian , Chaozhuo Li , Shuo Ren , Zhiqiang Zuo , Zengxuan Wen , Xinyue Hu , Xiao Han , Haizhen Huang , Denvy Deng , Qi Zhang , Xing Xie

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Reinforcement learning (RL) aims to estimate the action to take given a (time-varying) state, with the goal of maximizing a cumulative reward function. Predominantly, there are two families of algorithms to solve RL problems: value-based…

Machine Learning · Computer Science 2025-01-10 Sergio Rozada , Hoi-To Wai , Antonio G. Marques

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $\mathbf{P}^T\mathbf{A}\mathbf{P} =…

Numerical Analysis · Computer Science 2018-03-01 Jean-Guillaume Dumas , Clement Pernet

Low-rank adaptation is a popular parameter-efficient fine-tuning method for large language models. In this paper, we analyze the impact of low-rank updating, as implemented in LoRA. Our findings suggest that the low-rank updating mechanism…

Computation and Language · Computer Science 2024-05-21 Ting Jiang , Shaohan Huang , Shengyue Luo , Zihan Zhang , Haizhen Huang , Furu Wei , Weiwei Deng , Feng Sun , Qi Zhang , Deqing Wang , Fuzhen Zhuang

Tensor decomposition is a mathematically supported technique for data compression. It consists of applying some kind of a Low Rank Decomposition technique on the tensors or matrices in order to reduce the redundancy of the data. However, it…

Machine Learning · Computer Science 2025-05-27 Habib Hajimolahoseini , Walid Ahmed , Austin Wen , Yang Liu

This manuscript describes a technique for computing partial rank-revealing factorizations, such as, e.g, a partial QR factorization or a partial singular value decomposition. The method takes as input a tolerance $\varepsilon$ and an…

Numerical Analysis · Mathematics 2015-06-19 Per-Gunnar Martinsson , Sergey Voronin