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Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number…

Optimization and Control · Mathematics 2019-06-03 Albert S. Berahas , Raghu Bollapragada , Jorge Nocedal

The Tucker decomposition, an extension of singular value decomposition for higher-order tensors, is a useful tool in analysis and compression of large-scale scientific data. While it has been studied extensively for static datasets, there…

Numerical Analysis · Mathematics 2026-05-26 Saibal De , Zitong Li , Hemanth Kolla , Eric T. Phipps

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

This work presents a detailed evaluation of Rust (software) implementations of several popular sketching solutions, as well as recently proposed optimizations. We compare these solutions in terms of computational speed, memory consumption,…

Databases · Computer Science 2023-09-07 Roy Friedman

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

Randomized sketching accelerates large-scale numerical linear algebra by reducing computational complexity. While the traditional sketch-and-solve approach reduces the problem size directly through sketching, the sketch-and-precondition…

Numerical Analysis · Mathematics 2025-05-23 Ruihan Xu , Yiping Lu

This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…

Machine Learning · Statistics 2023-03-20 Mohamed El Amine Seddik , Mohammed Mahfoud , Merouane Debbah

We propose a sub-structural niching method that fully exploits the problem decomposition capability of linkage-learning methods such as the estimation of distribution algorithms and concentrate on maintaining diversity at the sub-structural…

Neural and Evolutionary Computing · Computer Science 2007-05-23 K. Sastry , H. A. Abbass , D. E. Goldberg , D. D. Johnson

Low-rank tensor completion has been widely used in computer vision and machine learning. This paper develops a novel multi-modal core tensor factorization (MCTF) method combined with a tensor low-rankness measure and a better nonconvex…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Haijin Zeng

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

The Hadamard product of two tensors in the tensor-train (TT) format is a fundamental operation across various applications, such as TT-based function multiplication for nonlinear differential equations or convolutions. However, conventional…

Quantum Physics · Physics 2026-02-23 Zhaonan Meng , Yuehaw Khoo , Jiajia Li , E. Miles Stoudenmire

Recent works have shown that imposing tensor structures on the coefficient tensor in regression problems can lead to more reliable parameter estimation and lower sample complexity compared to vector-based methods. This work investigates a…

Machine Learning · Statistics 2023-08-08 Batoul Taki , Anand D. Sarwate , Waheed U. Bajwa

Tensor clustering has become an important topic, specifically in spatio-temporal modeling, due to its ability to cluster spatial modes (e.g., stations or road segments) and temporal modes (e.g., time of the day or day of the week). Our…

Methodology · Statistics 2024-04-09 Jiuyun Hu , Ziyue Li , Chen Zhang , Fugee Tsung , Hao Yan

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

Sketching uses randomized Hash functions for dimensionality reduction and acceleration. The existing sketching methods, such as count sketch (CS), tensor sketch (TS), and higher-order count sketch (HCS), either suffer from low accuracy or…

Machine Learning · Computer Science 2021-06-25 Xingyu Cao , Jiani Liu

A common approach for compressing large-scale data is through matrix sketching. In this work, we consider the problem of recovering low-rank matrices from two noisy linear sketches using the double sketching scheme discussed in Fazel et al.…

Numerical Analysis · Mathematics 2023-07-17 Anna Ma , Dominik Stöger , Yizhe Zhu

We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…

Information Theory · Computer Science 2016-02-18 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Numerical Analysis · Mathematics 2021-02-01 Anthony Nouy

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…

Machine Learning · Computer Science 2021-06-08 Simin Liu , Tianrui Liu , Ali Vakilian , Yulin Wan , David P. Woodruff