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We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique…

Machine Learning · Computer Science 2024-01-01 Giacomo Turri , Vladimir Kostic , Pietro Novelli , Massimiliano Pontil

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

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

Methodology · Statistics 2021-11-12 Shun Xu , Ming Yuan

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In…

Information Retrieval · Computer Science 2015-02-10 Truyen Tran , Dinh Phung , Svetha Venkatesh

This work considers the problem of learning the Markov parameters of a linear system from observed data. Recent non-asymptotic system identification results have characterized the sample complexity of this problem in the single and…

Optimization and Control · Mathematics 2021-12-09 Han Wang , James Anderson

In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular target object. We present a general kernel…

Machine Learning · Computer Science 2013-06-11 Tapio Pahikkala , Antti Airola , Michiel Stock , Bernard De Baets , Willem Waegeman

Sparse neural networks have shown similar or better generalization performance than their dense counterparts while having higher parameter efficiency. This has motivated a number of works to learn or search for high performing sparse…

Machine Learning · Computer Science 2024-03-15 Rezsa Farahani

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

Machine Learning · Computer Science 2020-11-10 Botao Hao , Yaqi Duan , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

Adapting Vision-Language Models (VLMs) to new domains with few labeled samples remains a significant challenge due to severe overfitting and computational constraints. State-of-the-art solutions, such as low-rank reparameterization,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-12 Nairouz Mrabah , Nicolas Richet , Ismail Ben Ayed , Éric Granger

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…

Numerical Analysis · Mathematics 2018-05-25 Elvar K. Bjarkason

The last decade has seen a revolution in the theory and application of machine learning and pattern recognition. Through these advancements, variable ranking has emerged as an active and growing research area and it is now beginning to be…

Computer Vision and Pattern Recognition · Computer Science 2017-06-20 Giorgio Roffo

We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…

Optimization and Control · Mathematics 2022-11-08 Ningning Han , Juan Nie , Jian Lu , Michael K. Ng

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…

Machine Learning · Computer Science 2022-11-08 Maohao Shen , Bowen Jiang , Jacky Yibo Zhang , Oluwasanmi Koyejo
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