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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

Low-rank approximation of a matrix function, $f(A)$, is an important task in computational mathematics. Most methods require direct access to $f(A)$, which is often considerably more expensive than accessing $A$. Persson and Kressner (SIMAX…

Numerical Analysis · Mathematics 2024-07-08 David Persson , Raphael A. Meyer , Christopher Musco

As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…

Machine Learning · Computer Science 2020-11-17 Miao Cheng , Xinge You

The approximation of nonlinear kernels via linear feature maps has recently gained interest due to their applications in reducing the training and testing time of kernel-based learning algorithms. Current random projection methods avoid the…

Computer Vision and Pattern Recognition · Computer Science 2016-02-05 A. G. Chung , M. J. Shafiee , A. Wong

We propose a novel online learning paradigm for nonlinear-function estimation tasks based on the iterative projections in the L2 space with probability measure reflecting the stochastic property of input signals. The proposed learning…

Signal Processing · Electrical Eng. & Systems 2018-09-13 Motoya Ohnishi , Masahiro Yukawa

The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…

Data Structures and Algorithms · Computer Science 2025-11-05 Martino Ciaperoni , Aristides Gionis , Heikki Mannila

Despite their successes, what makes kernel methods difficult to use in many large scale problems is the fact that storing and computing the decision function is typically expensive, especially at prediction time. In this paper, we overcome…

Machine Learning · Computer Science 2014-08-14 Quoc Viet Le , Tamas Sarlos , Alexander Johannes Smola

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

We describe a randomized algorithm for producing a near-optimal hierarchical off-diagonal low-rank (HODLR) approximation to an $n\times n$ matrix $\mathbf{A}$, accessible only though matrix-vector products with $\mathbf{A}$ and…

Data Structures and Algorithms · Computer Science 2024-10-25 Tyler Chen , Feyza Duman Keles , Diana Halikias , Cameron Musco , Christopher Musco , David Persson

Data similarity is a key concept in many data-driven applications. Many algorithms are sensitive to similarity measures. To tackle this fundamental problem, automatically learning of similarity information from data via self-expression has…

Machine Learning · Computer Science 2019-03-12 Zhao Kang , Yiwei Lu , Yuanzhang Su , Changsheng Li , Zenglin Xu

Dealing with land cover classification of the new image sources has also turned to be a complex problem requiring large amount of memory and processing time. In order to cope with these problems, statistical learning has greatly helped in…

Quantum computing can empower machine learning models by enabling kernel machines to leverage quantum kernels for representing similarity measures between data. Quantum kernels are able to capture relationships in the data that are not…

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

We propose an efficient matrix rank reduction method for non-negative matrices, whose time complexity is quadratic in the number of rows or columns of a matrix. Our key insight is to formulate rank reduction as a mean-field approximation by…

Machine Learning · Statistics 2021-03-05 Kazu Ghalamkari , Mahito Sugiyama

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

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

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

The 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

Neural networks have achieved tremendous success in a large variety of applications. However, their memory footprint and computational demand can render them impractical in application settings with limited hardware or energy resources. In…

Machine Learning · Computer Science 2022-10-19 Steffen Schotthöfer , Emanuele Zangrando , Jonas Kusch , Gianluca Ceruti , Francesco Tudisco

We study generalization properties of kernel regularized least squares regression based on a partitioning approach. We show that optimal rates of convergence are preserved if the number of local sets grows sufficiently slowly with the…

Statistics Theory · Mathematics 2019-02-26 Nicole Mücke

The use of low-rank approximation filters in the field of NMR is increasing due to their flexibility and effectiveness. Despite their ability to reduce the Mean Square Error between the processed signal and the true signal is well known,…

Data Analysis, Statistics and Probability · Physics 2023-10-05 R. Francischello , M. F. Santarelli , A. Flori , L. Menichetti , M. Geppi