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The randomized SVD is a method to compute an inexpensive, yet accurate, low-rank approximation of a matrix. The algorithm assumes access to the matrix through matrix-vector products (matvecs). Therefore, when we would like to apply the…

Numerical Analysis · Mathematics 2025-12-01 David Persson , Tyler Chen , Christopher Musco

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…

Optimization and Control · Mathematics 2018-06-21 Angang Cui , Jigen Peng , Haiyang Li

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…

Numerical Analysis · Mathematics 2022-05-16 Jess Banks , Jorge Garza-Vargas , Nikhil Srivastava

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…

Machine Learning · Computer Science 2019-10-08 Abdallah Chehade , Zunya Shi

We address the inverse problem that arises in compressed sensing of a low-rank matrix. Our approach is to pose the inverse problem as an approximation problem with a specified target rank of the solution. A simple search over the target…

Numerical Analysis · Mathematics 2009-06-15 Kiryung Lee , Yoram Bresler

Coded computation techniques provide robustness against straggling workers in distributed computing. However, most of the existing schemes require exact provisioning of the straggling behaviour and ignore the computations carried out by…

Information Theory · Computer Science 2021-12-07 Emre Ozfatura , Sennur Ulukus , Deniz Gunduz

We consider the problem of low-rank rectangular matrix completion in the regime where the matrix $M$ of size $n\times m$ is ``long", i.e., the aspect ratio $m/n$ diverges to infinity. Such matrices are of particular interest in the study of…

Statistics Theory · Mathematics 2024-06-24 Ludovic Stephan , Yizhe Zhu

Models in which the covariance matrix has the structure of a sparse matrix plus a low rank perturbation are ubiquitous in data science applications. It is often desirable for algorithms to take advantage of such structures, avoiding costly…

Numerical Analysis · Mathematics 2023-06-06 Shany Shumeli , Petros Drineas , Haim Avron

Many large-scale Web applications that require ranked top-k retrieval such as Web search and online advertising are implemented using inverted indices. An inverted index represents a sparse term-document matrix, where non-zero elements…

Information Retrieval · Computer Science 2015-03-19 George Beskales , Marcus Fontoura , Maxim Gurevich , Sergei Vassilvitskii , Vanja Josifovski

We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…

Machine Learning · Computer Science 2022-03-08 Ilqar Ramazanli , Barnabas Poczos

Linear regression is a fundamental and primitive problem in supervised machine learning, with applications ranging from epidemiology to finance. In this work, we propose methods for speeding up distributed linear regression. We do so by…

Information Theory · Computer Science 2024-04-02 Neophytos Charalambides , Hessam Mahdavifar , Mert Pilanci , Alfred O. Hero

We devise achievable encoding schemes for distributed source compression for computing inner products, symmetric matrix products, and more generally, square matrix products, which are a class of nonlinear transformations. To that end, our…

Information Theory · Computer Science 2024-05-21 Derya Malak

Coded distributed matrix multiplication (CDMM) schemes, such as MatDot codes, seek efficient ways to distribute matrix multiplication task(s) to a set of $N$ distributed servers so that the answers returned from any $R$ servers are…

Information Theory · Computer Science 2021-05-18 Junge Wang , Zhuqing Jia , Syed A. Jafar

A square-root-free matrix QR decomposition (QRD) scheme was rederived in [1] based on [2] to simplify computations when solving least-squares (LS) problems on embedded systems. The scheme of [1] aims at eliminating both the square-root and…

Numerical Analysis · Computer Science 2016-05-18 Mohammad M. Mansour

Straggler nodes are well-known bottlenecks of distributed matrix computations which induce reductions in computation/communication speeds. A common strategy for mitigating such stragglers is to incorporate Reed-Solomon based MDS (maximum…

Information Theory · Computer Science 2023-08-24 Anindya Bijoy Das , Aditya Ramamoorthy , David J. Love , Christopher G. Brinton

In a large-scale and distributed matrix multiplication problem $C=A^{\intercal}B$, where $C\in\mathbb{R}^{r\times t}$, the coded computation plays an important role to effectively deal with "stragglers" (distributed computations that may…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-19 Sinong Wang , Jiashang Liu , Ness Shroff

Coded distributed computing framework enables large-scale machine learning (ML) models to be trained efficiently in a distributed manner, while mitigating the straggler effect. In this work, we consider a multi-task assignment problem in a…

Information Theory · Computer Science 2019-05-21 Yuxuan Sun , Junlin Zhao , Sheng Zhou , Deniz Gündüz