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We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…

We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…

Machine Learning · Statistics 2015-02-25 Sonia Bhaskar , Adel Javanmard

Matrix factorization is an inference problem that has acquired importance due to its vast range of applications that go from dictionary learning to recommendation systems and machine learning with deep networks. The study of its fundamental…

Disordered Systems and Neural Networks · Physics 2023-08-01 Francesco Camilli , Marc Mézard

In this work, we present an efficient rank-compression approach for the classical simulation of Kraus decoherence channels in noisy quantum circuits. The approximation is achieved through iterative compression of the density matrix based on…

Quantum Physics · Physics 2020-09-16 Yi-Ting Chen , Collin Farquhar , Robert M. Parrish

This paper describes a new algorithm for computing Nonnegative Low Rank Matrix (NLRM) approximation for nonnegative matrices. Our approach is completely different from classical nonnegative matrix factorization (NMF) which has been studied…

Optimization and Control · Mathematics 2020-06-18 Guang-Jing Song , Michael Kwok-Po Ng

Network compression reduces the computational complexity and memory consumption of deep neural networks by reducing the number of parameters. In SVD-based network compression, the right rank needs to be decided for every layer of the…

Computer Vision and Pattern Recognition · Computer Science 2019-04-15 Hyeji Kim , Muhammad Umar Karim Khan , Chong-Min Kyung

Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…

Numerical Analysis · Computer Science 2014-10-28 Éric Schost , Pierre-Jean Spaenlehauer

Recent large language models (LLMs) employ billions of parameters to enable broad problem-solving capabilities. Such language models also tend to be memory-bound because of the dominance of matrix-vector and matrix-matrix multiplications…

Machine Learning · Computer Science 2024-10-24 Chakshu Moar , Faraz Tahmasebi , Michael Pellauer , Hyoukjun Kwon

We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…

Optimization and Control · Mathematics 2025-02-21 Yujun Zhu , Jie Zhu , Hizba Arshad , Zhongming Wang , Ju Ming

Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank matrix approximation have gained widespread adoption due to…

Numerical Analysis · Mathematics 2024-04-29 Weijie Shen , Weiwei Xu , Lei Zhu

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan

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

Recommendation systems often rely on point-wise loss metrics such as the mean squared error. However, in real recommendation settings only few items are presented to a user. This observation has recently encouraged the use of rank-based…

Machine Learning · Computer Science 2015-11-05 Phong Nguyen , Jun Wang , Alexandros Kalousis

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch

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

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest…

Symbolic Computation · Computer Science 2017-12-13 Mark Giesbrecht , Joseph Haraldson , George Labahn

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi
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