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In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…

Machine Learning · Statistics 2023-03-28 Anant Mathur , Sarat Moka , Zdravko Botev

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

We study the problem of learning a structured approximation (low-rank, sparse, banded, etc.) to an unknown matrix $A$ given access to matrix-vector product (matvec) queries of the form $x \rightarrow Ax$ and $x \rightarrow A^Tx$. This…

Data Structures and Algorithms · Computer Science 2025-07-28 Noah Amsel , Pratyush Avi , Tyler Chen , Feyza Duman Keles , Chinmay Hegde , Cameron Musco , Christopher Musco , David Persson

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…

Methodology · Statistics 2023-08-02 Yong He , Ran Zhao , Wen-Xin Zhou

In solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in…

Numerical Analysis · Computer Science 2019-08-07 Michael T. Schaub , Maguy Trefois , Paul Van Dooren , Jean-Charles Delvenne

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

The components underpinning PLMs -- large weight matrices -- were shown to bear considerable redundancy. Matrix factorization, a well-established technique from matrix theory, has been utilized to reduce the number of parameters in PLM.…

Computation and Language · Computer Science 2023-06-27 Siyu Ren , Kenny Q. Zhu

The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem…

Information Theory · Computer Science 2013-12-23 Megasthenis Asteris , Dimitris S. Papailiopoulos , George N. Karystinos

Despite the prominence of neural network approaches in the field of recommender systems, simple methods such as matrix factorization with quadratic loss are still used in industry for several reasons. These models can be trained with…

Information Retrieval · Computer Science 2022-05-24 Dmitrii Beloborodov , Andrei Zimovnov , Petr Molodyk , Dmitrii Kirillov

The matrix-completion problem has attracted a lot of attention, largely as a result of the celebrated Netflix competition. Two popular approaches for solving the problem are nuclear-norm-regularized matrix approximation (Candes and Tao,…

Methodology · Statistics 2014-10-10 Trevor Hastie , Rahul Mazumder , Jason Lee , Reza Zadeh

This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…

Optimization and Control · Mathematics 2018-08-29 Arnaud Vandaele , François Glineur , Nicolas Gillis

Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…

Machine Learning · Statistics 2020-01-28 Kaiyi Ji , Jian Tan , Jinfeng Xu , Yuejie Chi

Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice including collaborative filtering, prior information and special structures are usually…

Statistics Theory · Mathematics 2022-03-09 Ji Chen , Xiaodong Li , Zongming Ma

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

Optimization and Control · Mathematics 2015-07-01 Duy-Khuong Nguyen , Tu-Bao Ho

The Boolean matrix factorization problem consists in approximating a matrix by the Boolean product of two smaller Boolean matrices. To obtain optimal solutions when the matrices to be factorized are small, we propose SAT and MaxSAT…

Machine Learning · Computer Science 2021-06-21 Florent Avellaneda , Roger Villemaire

Incomplete LU factorizations of sparse matrices are widely used as preconditioners in Krylov subspace methods to speed up solving linear systems. Unfortunately, computing the preconditioner itself can be time-consuming and sensitive to…

Machine Learning · Computer Science 2024-12-12 Paul Häusner , Aleix Nieto Juscafresa , Jens Sjölund

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

Factorization machines (FMs) are machine learning predictive models based on second-order feature interactions and FMs with sparse regularization are called sparse FMs. Such regularizations enable feature selection, which selects the most…

Machine Learning · Statistics 2021-04-02 Kyohei Atarashi , Satoshi Oyama , Masahito Kurihara
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