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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

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

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

Statistics Theory · Mathematics 2017-08-28 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into…

Optimization and Control · Mathematics 2023-02-21 Andries Steenkamp

We consider the problem of finding the best nonnegative rank-2 approximation of an arbitrary nonnegative matrix. We first revisit the theory, including an explicit parametrization of all possible nonnegative factorizations of a nonnegative…

Numerical Analysis · Mathematics 2025-07-29 Etna Lindy , Vanni Noferini , Paul Van Dooren

Estimating the linear dimensionality of a data set in the presence of noise is a common problem. However, data may also be corrupted by monotone nonlinear distortion that preserves the ordering of matrix entries but causes linear methods…

Combinatorics · Mathematics 2024-01-01 Caitlin Lienkaemper

A convex envelope for the problem of finding the best approximation to a given matrix with a prescribed rank is constructed. This convex envelope allows the usage of traditional optimization techniques when additional constraints are added…

Functional Analysis · Mathematics 2016-08-30 Fredrik Andersson , Marcus Carlsson , Carl Olsson

We prove a generalization to Jennrich's uniqueness theorem for tensor decompositions in the undercomplete setting. Our uniqueness theorem is based on an alternative definition of the standard tensor decomposition, which we call…

Computational Complexity · Computer Science 2025-10-31 Pascal Koiran , Rafael Oliveira

With lowrank approximation the storage requirements for dense data are reduced down to linear complexity and with the addition of hierarchy this also works for data without global lowrank properties. However, the lowrank factors itself are…

Mathematical Software · Computer Science 2023-08-23 Ronald Kriemann

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

The nearest point map of a real algebraic variety with respect to Euclidean distance is an algebraic function. For instance, for varieties of low rank matrices, the Eckart-Young Theorem states that this map is given by the singular value…

Algebraic Geometry · Mathematics 2014-12-01 Jan Draisma , Emil Horobet , Giorgio Ottaviani , Bernd Sturmfels , Rekha R. Thomas

We relate the problem of best low-rank approximation in the spectral norm for a matrix $A$ to Kolmogorov $n$-widths and corresponding optimal spaces. We characterize all the optimal spaces for the image of the Euclidean unit ball under $A$…

Numerical Analysis · Mathematics 2021-05-25 Michael S. Floater , Carla Manni , Espen Sande , Hendrik Speleers

Low-rank approximation is an effective model compression technique to not only reduce parameter storage requirements, but to also reduce computations. For convolutional neural networks (CNNs), however, well-known low-rank approximation…

Machine Learning · Computer Science 2019-05-27 Dongsoo Lee , Se Jung Kwon , Byeongwook Kim , Gu-Yeon Wei

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

Machine Learning · Statistics 2018-05-04 Yudong Chen , Yuejie Chi

We present an adaptation of two recent low-rank approximation technique proposed for first-order model reduction systems to the second-order systems. The resulting reduced order models are guaranteed to keep the second order structure which…

Dynamical Systems · Mathematics 2015-12-01 Younes Chahlaoui

We study distributed low rank approximation in which the matrix to be approximated is only implicitly represented across the different servers. For example, each of $s$ servers may have an $n \times d$ matrix $A^t$, and we may be interested…

Numerical Analysis · Computer Science 2016-01-29 David P. Woodruff , Peilin Zhong

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and…

Machine Learning · Computer Science 2009-02-24 Amit Singer , Mihai Cucuringu

When data is sampled from an unknown subspace, principal component analysis (PCA) provides an effective way to estimate the subspace and hence reduce the dimension of the data. At the heart of PCA is the Eckart-Young-Mirsky theorem, which…

Machine Learning · Computer Science 2012-10-11 Yao-Liang Yu , Dale Schuurmans