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Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

Low-rank factorization is used in many areas of computer science where one performs spectral analysis on large sensitive data stored in the form of matrices. In this paper, we study differentially private low-rank factorization of a matrix…

Data Structures and Algorithms · Computer Science 2016-11-29 Jalaj Upadhyay

Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM…

Machine Learning · Computer Science 2019-05-21 Xiaoshuang Chen , Yin Zheng , Jiaxing Wang , Wenye Ma , Junzhou Huang

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

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…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

We show how to incorporate information from labeled examples into nonnegative matrix factorization (NMF), a popular unsupervised learning algorithm for dimensionality reduction. In addition to mapping the data into a space of lower…

Machine Learning · Computer Science 2011-12-19 Youngmin Cho , Lawrence K. Saul

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

Coupled decompositions are a widely used tool for data fusion. As the volume of data increases, so does the dimensionality of matrices and tensors, highlighting the need for more efficient coupled decomposition algorithms. This paper…

Numerical Analysis · Mathematics 2026-04-22 Erna Begovic , Anita Carevic , Ivana Sain Glibic

This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…

Numerical Analysis · Mathematics 2024-04-18 Daniel Kressner , Hei Yin Lam

Interest in unsupervised methods for joint analysis of heterogeneous data sources has risen in recent years. Low-rank latent factor models have proven to be an effective tool for data integration and have been extended to a large number of…

Methodology · Statistics 2024-05-20 Felix Held , Jacob Lindbäck , Rebecka Jörnsten

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…

Econometrics · Economics 2020-08-04 Jushan Bai , Serena Ng

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Optimization and Control · Mathematics 2024-05-21 Wenjing Li , Wei Bian , Kim-Chuan Toh

Low-rank matrix approximation is a fundamental tool in data analysis for processing large datasets, reducing noise, and finding important signals. In this work, we present a novel truncated LU factorization called Spectrum-Revealing LU…

Numerical Analysis · Computer Science 2017-08-21 David G. Anderson , Ming Gu

This paper presents a novel factorization-based, low-rank regularization method for solving multidimensional deconvolution problems in the frequency domain. In this approach, each frequency component of the unknown wavefield is represented…

Geophysics · Physics 2024-10-29 Fuqiang Chen , Matteo Ravasi , David Keyes

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

Numerical Analysis · Mathematics 2025-12-19 Ethan N. Epperly

Low-rank metric learning aims to learn better discrimination of data subject to low-rank constraints. It keeps the intrinsic low-rank structure of datasets and reduces the time cost and memory usage in metric learning. However, it is still…

Machine Learning · Computer Science 2019-09-16 Han Liu , Zhizhong Han , Yu-Shen Liu , Ming Gu

Factorization of matrices where the rank of the two factors diverges linearly with their sizes has many applications in diverse areas such as unsupervised representation learning, dictionary learning or sparse coding. We consider a setting…

Disordered Systems and Neural Networks · Physics 2022-08-11 Antoine Maillard , Florent Krzakala , Marc Mézard , Lenka Zdeborová
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