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In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

We consider sparse variants of the classical Learning Parities with random Noise (LPN) problem. Our main contribution is a new algorithmic framework that provides learning algorithms against low-noise for both Learning Sparse Parities…

Cryptography and Security · Computer Science 2025-06-03 Xue Chen , Wenxuan Shu , Zhaienhe Zhou

In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

Machine Learning · Computer Science 2025-11-03 Junfan Li , Shizhong Liao , Zenglin Xu , Liqiang Nie

$\newcommand{\MatA}{\mathcal{M}}$ $\newcommand{\eps}{\varepsilon}$ $\newcommand{\NSize}{\mathsf{N}{}}$ $\newcommand{\MatB}{\mathcal{B}}$ $\newcommand{\Fnorm}[1]{\left\| {#1} \right\|_F}$ $\newcommand{\PrcOpt}[2]{\mu_{\mathrm{opt}}\pth{#1,…

Computational Geometry · Computer Science 2014-11-03 Sariel Har-Peled

The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…

Data Structures and Algorithms · Computer Science 2019-11-20 Frank Ban , David Woodruff , Qiuyi Zhang

We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…

Data Structures and Algorithms · Computer Science 2022-07-19 Yi Li , Honghao Lin , David P. Woodruff , Yuheng Zhang

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

In applications such as natural language processing or computer vision, one is given a large $n \times d$ matrix $A = (a_{i,j})$ and would like to compute a matrix decomposition, e.g., a low rank approximation, of a function $f(A) =…

Data Structures and Algorithms · Computer Science 2021-07-19 Yifei Jiang , Yi Li , Yiming Sun , Jiaxin Wang , David P. Woodruff

We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a \emph{corrupted} set of samples from $\mathcal{N}(\mu,\mathbf{I}_d)$, where the unknown mean $\mu \in…

Data Structures and Algorithms · Computer Science 2024-03-08 Ankit Pensia

We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an…

Data Structures and Algorithms · Computer Science 2020-11-17 Arvind V. Mahankali , David P. Woodruff

Low-rank approximation and column subset selection are two fundamental and related problems that are applied across a wealth of machine learning applications. In this paper, we study the question of socially fair low-rank approximation and…

Machine Learning · Computer Science 2024-12-10 Zhao Song , Ali Vakilian , David P. Woodruff , Samson Zhou

The fundamental sparsest cut problem takes as input a graph $G$ together with the edge costs and demands, and seeks a cut that minimizes the ratio between the costs and demands across the cuts. For $n$-node graphs~$G$ of treewidth~$k$,…

Data Structures and Algorithms · Computer Science 2024-04-23 Parinya Chalermsook , Matthias Kaul , Matthias Mnich , Joachim Spoerhase , Sumedha Uniyal , Daniel Vaz

Network applications, such as multimedia streaming and video conferencing, impose growing requirements over Quality of Service (QoS), including bandwidth, delay, jitter, etc. Meanwhile, networks are expected to be load-balanced,…

Discrete Mathematics · Computer Science 2015-04-22 Longkun Guo , Kewen Liao , Hong Shen , Peng Li

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…

Data Structures and Algorithms · Computer Science 2020-01-01 Jean Cardinal , Aurélien Ooms

Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…

Numerical Analysis · Mathematics 2026-03-25 Salman Ahmadi-Asl , Malihe Nobakht Kooshkghazi , Valentin Leplat

We describe an algorithm for sampling a low-rank random matrix $Q$ that best approximates a fixed target matrix $P\in\mathbb{C}^{n\times m}$ in the following sense: $Q$ is unbiased, i.e., $\mathbb{E}[Q] = P$; $\mathsf{rank}(Q)\leq r$; and…

Data Structures and Algorithms · Computer Science 2026-03-18 Leighton Pate Barnes , Stephen Cameron , Benjamin Howard

There are a number of approximation algorithms for NP-hard versions of low rank approximation, such as finding a rank-$k$ matrix $B$ minimizing the sum of absolute values of differences to a given $n$-by-$n$ matrix $A$,…

Data Structures and Algorithms · Computer Science 2020-04-20 Zhao Song , David P. Woodruff , Peilin Zhong

This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices. We first benefit from a convex optimization which develops $l_1$-norm penalty to encourage the sparsity and…

Statistics Theory · Mathematics 2014-08-08 Shenglong Zhou , Naihua Xiu , Ziyan Luo , Lingchen Kong