Related papers: Randomized Nystr\"om approximation of non-negative…
Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…
We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…
A lower semi-definite self-adjoint linear operator in a Hilbert space is taken whose discrete spectrum is not empty and comprises at least several eigenvalues $\lambda_{min}=\lambda_1\leqslant\ldots\leqslant\lambda_m<\sigma_{ess}$. The…
The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…
The Nystr\"{o}m method is an effective tool to generate low-rank approximations of large matrices, and it is particularly useful for kernel-based learning. To improve the standard Nystr\"{o}m approximation, ensemble Nystr\"{o}m algorithms…
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…
The paper considers function-valued tensors, viewed as multidimensional arrays with entries in an abstract Hilbert space. Despite the absence of the algebraic structure of a field, the geometric inner-product structure suffices to introduce…
In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…
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…
In this paper, we compute the eigenvalue problem (EVP) for the semiclassical random Schr\"odinger operators, where the random potentials are parameterized by an infinite series of random variables. After truncating the series, we introduce…
Many relevant machine learning and scientific computing tasks involve high-dimensional linear operators accessible only via costly matrix-vector products. In this context, recent advances in sketched methods have enabled the construction of…
Deep Neural Networks (DNNs) have encountered an emerging deployment challenge due to large and expensive memory and computation requirements. In this paper, we present a new Adaptive-Rank Singular Value Decomposition (ARSVD) method that…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
In the domain of pattern recognition, using the CovDs (Covariance Descriptors) to represent data and taking the metrics of the resulting Riemannian manifold into account have been widely adopted for the task of image set classification.…
In this work we solve, for given bounded operators $B,C$ and Hilbert-Schmidt operator $M$ acting on potentially infinite-dimensional separable Hilbert spaces, the reduced rank approximation problem, $\min\{\lVert M-BXC\rVert_{L_2}:\…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…
This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…
We propose a novel parametric dictionary learning algorithm for line spectral estimation, applicable in both single measurement vector (SMV) and multiple measurement vectors (MMV) scenarios. This algorithm, termed cubic Newtonized K-SVD…