Related papers: Enhancing the SVD Compression
In this paper we investigate the use of half-precision Kronecker product singular value decomposition (SVD) approximations as preconditioners for large-scale Tikhonov regularized least squares problems. Half precision reduces storage…
In this paper, we present methods for image compression on the basis of eigenvalue decomposition of normal matrices. The proposed methods are convenient and self-explanatory, requiring fewer and easier computations as compared to some…
An important task when processing sensor data is to distinguish relevant from irrelevant data. This paper describes a method for an iterative singular value decomposition that maintains a model of the background via singular vectors…
Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…
This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…
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…
Distributed optimization methods are often applied to solving huge-scale problems like training neural networks with millions and even billions of parameters. In such applications, communicating full vectors, e.g., (stochastic) gradients,…
In order to be able to deliver today's voluminous amount of video contents through limited bandwidth channels in a perceptually optimal way, it is important to consider perceptual trade-offs of compression and space-time downsampling…
In usual (non-stochastic) tensor network calculations, the truncated singular value decomposition (SVD) is often used for approximating a tensor, and it causes systematic errors. By introducing stochastic noise in the approximation,…
Reliable feature correspondence between frames is a critical step in visual odometry (VO) and visual simultaneous localization and mapping (V-SLAM) algorithms. In comparison with existing VO and V-SLAM algorithms, semi-direct visual…
Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…
Inverse Vandermonde matrix calculation is a long-standing problem to solve nonsingular linear system $Vc=b$ where the rows of a square matrix $V$ are constructed by progression of the power polynomials. It has many applications in…
This work presents an analysis of Higher Order Singular Value Decomposition (HO-SVD) applied to lossy compression of 3D mesh animations. We describe strategies for choosing a number of preserved spatial and temporal components after tensor…
This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model…
The success of deep neural networks in many real-world applications is leading to new challenges in building more efficient architectures. One effective way of making networks more efficient is neural network compression. We provide an…
Efficient and fast computation of a tensor singular value decomposition (t-SVD) with a few passes over the underlying data tensor is crucial because of its many potential applications. The current/existing subspace randomized algorithms…
Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods…
Smooth convex minimization over the unit trace-norm ball is an important optimization problem in machine learning, signal processing, statistics and other fields, that underlies many tasks in which one wishes to recover a low-rank matrix…
We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…
In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…