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Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data popularized as Robust PCA (Candes et al., 2011; Chandrasekaran et al., 2009). Compressed sensing,…

Numerical Analysis · Mathematics 2022-04-28 Jared Tanner , Simon Vary

The encoding of solutions in black-box optimization is a delicate, handcrafted balance between expressiveness and domain knowledge -- between exploring a wide variety of solutions, and ensuring that those solutions are useful. Our main…

Neural and Evolutionary Computing · Computer Science 2020-07-07 Adam Gaier , Alexander Asteroth , Jean-Baptiste Mouret

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

Extracting automatically the complex set of features composing real high-dimensional data is crucial for achieving high performance in machine--learning tasks. Restricted Boltzmann Machines (RBM) are empirically known to be efficient for…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Jérôme Tubiana , Rémi Monasson

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…

Computational Engineering, Finance, and Science · Computer Science 2024-05-28 Maximilian Köhler , Timo Neumeier , Malte. A. Peter , Daniel Peterseim , Daniel Balzani

To achieve the greatest possible speed, practitioners regularly implement randomized algorithms for low-rank approximation and least-squares regression with structured dimension reduction maps. Despite significant research effort, basic…

Data Structures and Algorithms · Computer Science 2025-09-01 Chris Camaño , Ethan N. Epperly , Raphael A. Meyer , Joel A. Tropp

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

One important goal of black-box complexity theory is the development of complexity models allowing to derive meaningful lower bounds for whole classes of randomized search heuristics. Complementing classical runtime analysis, black-box…

Neural and Evolutionary Computing · Computer Science 2016-04-11 Carola Doerr , Johannes Lengler

Sequence model based NLP applications can be large. Yet, many applications that benefit from them run on small devices with very limited compute and storage capabilities, while still having run-time constraints. As a result, there is a need…

Computation and Language · Computer Science 2020-10-08 Urmish Thakker , Jesse Beu , Dibakar Gope , Ganesh Dasika , Matthew Mattina

Dimensionality reduction via linear sketching is a powerful and widely used technique, but it is known to be vulnerable to adversarial inputs. We study the black-box adversarial setting, where a fixed, hidden sketching matrix $A \in R^{k…

Machine Learning · Computer Science 2025-09-23 Sara Ahmadian , Edith Cohen , Uri Stemmer

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

We extend our work for compression of currents and varifolds to a compression algorithm for the embedded normal cycles representation of shape, restricted to the constant normal kernel case, using the Nystrom approximation in Reproducing…

Numerical Analysis · Mathematics 2026-05-26 Allen Paul , Neill Campbell , Tony Shardlow

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

Subspace clustering refers to the problem of segmenting a set of data points approximately drawn from a union of multiple linear subspaces. Aiming at the subspace clustering problem, various subspace clustering algorithms have been proposed…

Computer Vision and Pattern Recognition · Computer Science 2016-10-17 Yu Song , Yiquan Wu

As nowadays Machine Learning (ML) techniques are generating huge data collections, the problem of how to efficiently engineer their storage and operations is becoming of paramount importance. In this article we propose a new lossless…

Data Structures and Algorithms · Computer Science 2022-03-31 Paolo Ferragina , Travis Gagie , Dominik Köppl , Giovanni Manzini , Gonzalo Navarro , Manuel Striani , Francesco Tosoni

We point out that neural networks are not black boxes, and their generalization stems from the ability to dynamically map a dataset to the extrema of the model function. We further prove that the number of extrema in a neural network is…

Machine Learning · Computer Science 2025-10-13 Shengjian Chen

Low Rank Approximation (LRA) of a matrix is a hot research subject, fundamental for Matrix and Tensor Computations and Big Data Mining and Analysis. Computations with low rank matrices can be performed at sublinear cost -- by using much…

Numerical Analysis · Mathematics 2025-08-11 Qi Luan , Victor Y. Pan , John Svadlenka , Liang Zhao