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We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…

Optimization and Control · Mathematics 2025-12-19 El Mahdi Chayti , Taha El Bakkali El Kadi , Omar Saadi , Martin Jaggi

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

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

Randomized smoothing is currently a state-of-the-art method to construct a certifiably robust classifier from neural networks against $\ell_2$-adversarial perturbations. Under the paradigm, the robustness of a classifier is aligned with the…

Machine Learning · Computer Science 2021-11-18 Jongheon Jeong , Sejun Park , Minkyu Kim , Heung-Chang Lee , Doguk Kim , Jinwoo Shin

Recently, the issue of adversarial robustness in the time series domain has garnered significant attention. However, the available defense mechanisms remain limited, with adversarial training being the predominant approach, though it does…

Machine Learning · Computer Science 2024-09-20 Chang Dong , Zhengyang Li , Liangwei Zheng , Weitong Chen , Wei Emma Zhang

Smoothed analysis is a method for analyzing the performance of algorithms, used especially for those algorithms whose running time in practice is significantly better than what can be proven through worst-case analysis. Spielman and Teng…

Data Structures and Algorithms · Computer Science 2026-05-26 Eleon Bach , Sophie Huiberts

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

Statistical Mechanics · Physics 2009-09-25 A. M. Sengupta , P. P. Mitra

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban

We provide a polynomial lower bound on the minimum singular value of an $m\times m$ random matrix $M$ with jointly Gaussian entries, under a polynomial bound on the matrix norm and a global small-ball probability bound $$\inf_{x,y\in…

Probability · Mathematics 2021-12-03 Zipei Nie

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…

Data Structures and Algorithms · Computer Science 2010-10-28 Avner Magen , Anastasios Zouzias

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

Large collections of matrices arise throughout modern machine learning, signal processing, and scientific computing, where they are commonly compressed by concatenation followed by truncated singular value decomposition (SVD). This strategy…

Numerical Analysis · Mathematics 2026-01-21 Maksym Shamrai

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

Probability · Mathematics 2019-04-25 Phil Kopel , Sean O'Rourke , Van Vu

We introduce the smoothed analysis of algorithms, which is a hybrid of the worst-case and average-case analysis of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small…

Data Structures and Algorithms · Computer Science 2009-09-25 Daniel A. Spielman , Shang-Hua Teng

Arbitrary matrices $M \in \mathbb{R}^{m \times n}$, randomly perturbed in an additive manner using a random matrix $R \in \mathbb{R}^{m \times n}$, are shown to asymptotically almost surely satisfy the so-called {\sl robust null space…

Probability · Mathematics 2025-07-29 Elad Aigner-Horev , Dan Hefetz , Michael Trushkin

We develop a rigorous mathematical analysis of zero-shot learning with attributes. In this setting, the goal is to label novel classes with no training data, only detectors for attributes and a description of how those attributes are…

Machine Learning · Computer Science 2022-11-29 Alessio Mazzetto , Cristina Menghini , Andrew Yuan , Eli Upfal , Stephen H. Bach

The simplex method for linear programming is known to be highly efficient in practice, and understanding its performance from a theoretical perspective is an active research topic. The framework of smoothed analysis, first introduced by…

Data Structures and Algorithms · Computer Science 2025-10-22 Sophie Huiberts , Yin Tat Lee , Xinzhi Zhang

This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…

Machine Learning · Computer Science 2025-11-07 Max Staats , Matthias Thamm , Bernd Rosenow

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

We consider differentially private approximate singular vector computation. Known worst-case lower bounds show that the error of any differentially private algorithm must scale polynomially with the dimension of the singular vector. We are…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth