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Factorizing large matrices by QR with column pivoting (QRCP) is substantially more expensive than QR without pivoting, owing to communication costs required for pivoting decisions. In contrast, randomized QRCP (RQRCP) algorithms have proven…

Numerical Analysis · Mathematics 2018-04-17 Jianwei Xiao , Ming Gu , Julien Langou

Quantile regression (QR) is a powerful tool for estimating one or more conditional quantiles of a target variable $\mathrm{Y}$ given explanatory features $\boldsymbol{\mathrm{X}}$. A limitation of QR is that it is only defined for scalar…

Computation · Statistics 2023-06-05 Aviv A. Rosenberg , Sanketh Vedula , Yaniv Romano , Alex M. Bronstein

This paper develops and analyzes a new algorithm for QR decomposition with column pivoting (QRCP) of rectangular matrices with many more rows than columns. The algorithm carefully combines methods from randomized numerical linear algebra to…

Numerical Analysis · Mathematics 2025-03-18 Maksim Melnichenko , Oleg Balabanov , Riley Murray , James Demmel , Michael W. Mahoney , Piotr Luszczek

We present parallel and sequential dense QR factorization algorithms for tall and skinny matrices and general rectangular matrices that both minimize communication, and are as stable as Householder QR. The sequential and parallel algorithms…

Numerical Analysis · Mathematics 2008-09-16 James Demmel , Laura Grigori , Mark Hoemmen , Julien Langou

In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance based on best instantaneous convergence, and develop low…

Numerical Analysis · Computer Science 2014-02-21 Aravindh Krishnamoorthy

Query rewriting (QR) systems are widely used to reduce the friction caused by errors in a spoken language understanding pipeline. However, the underlying supervised models require a large number of labeled pairs, and these pairs are hard…

Computation and Language · Computer Science 2020-12-22 Yunmo Chen , Sixing Lu , Fan Yang , Xiaojiang Huang , Xing Fan , Chenlei Guo

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Methodology · Statistics 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

The QR algorithm is one of the three phases in the process of computing the eigenvalues and the eigenvectors of a dense nonsymmetric matrix. This paper describes a task-based QR algorithm for reducing an upper Hessenberg matrix to real…

Mathematical Software · Computer Science 2021-12-17 Mirko Myllykoski

The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…

Machine Learning · Computer Science 2022-10-04 Amir Moslemi , Arash Ahmadian

The dominant contribution to communication complexity in factorizing a matrix using QR with column pivoting is due to column-norm updates that are required to process pivot decisions. We use randomized sampling to approximate this process…

Numerical Analysis · Mathematics 2018-01-23 Jed A. Duersch , Ming Gu

Linear Regression is a seminal technique in statistics and machine learning, where the objective is to build linear predictive models between a response (i.e., dependent) variable and one or more predictor (i.e., independent) variables. In…

Computational Geometry · Computer Science 2023-07-19 Suraj Shetiya , Shohedul Hasan , Abolfazl Asudeh , Gautam Das

While the proper orthogonal decomposition (POD) is optimal under certain norms it's also expensive to compute. For large matrix sizes, it is well known that the QR decomposition provides a tractable alternative. Under the assumption that it…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-18 Harbir Antil , Dangxing Chen , Scott E. Field

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

This paper focuses on coordinate update methods, which are useful for solving problems involving large or high-dimensional datasets. They decompose a problem into simple subproblems, where each updates one, or a small block of, variables…

Optimization and Control · Mathematics 2016-08-16 Zhimin Peng , Tianyu Wu , Yangyang Xu , Ming Yan , Wotao Yin

Graph rewriting is a popular tool for the optimisation and modification of graph expressions in domains such as compilers, machine learning and quantum computing. The underlying data structures are often port graphs - graphs with labels at…

Data Structures and Algorithms · Computer Science 2025-03-27 Luca Mondada , Pablo Andrés-Martínez

The forest matrix plays a crucial role in network science, opinion dynamics, and machine learning, offering deep insights into the structure of and dynamics on networks. In this paper, we study the problem of querying entries of the forest…

Social and Information Networks · Computer Science 2024-09-10 Haoxin Sun , Xiaotian Zhou , Zhongzhi Zhang

Redundancy matrices provide insights into the load carrying behavior of statically indeterminate structures. This information can be employed for the design and analysis of structures with regard to certain objectives, for example…

Computational Engineering, Finance, and Science · Computer Science 2023-06-22 Tim Krake , Malte von Scheven , Jan Gade , Moataz Abdelaal , Daniel Weiskopf , Manfred Bischoff

Fast matrix algorithms have become the fundamental tools of machine learning in big data era. The generalized matrix regression problem is widely used in the matrix approximation such as CUR decomposition, kernel matrix approximation, and…

Machine Learning · Computer Science 2019-12-30 Haishan Ye , Shusen Wang , Zhihua Zhang , Tong Zhang