Related papers: When Can We Solve the Weighted Low Rank Approximat…
Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…
We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…
In the total least squares problem, one is given an $m \times n$ matrix $A$, and an $m \times d$ matrix $B$, and one seeks to "correct" both $A$ and $B$, obtaining matrices $\hat{A}$ and $\hat{B}$, so that there exists an $X$ satisfying the…
We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…
We study the classical approximate string matching problem, that is, given strings $P$ and $Q$ and an error threshold $k$, find all ending positions of substrings of $Q$ whose edit distance to $P$ is at most $k$. Let $P$ and $Q$ have…
In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…
Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex…
We consider in this paper the multivariate regression problem, when the target regression matrix $A$ is close to a low rank matrix. Our primary interest in on the practical case where the variance of the noise is unknown. Our main…
Consider the Maximum Weight Independent Set problem for rectangles: given a family of weighted axis-parallel rectangles in the plane, find a maximum-weight subset of non-overlapping rectangles. The problem is notoriously hard both in the…
Low-rank and sparse composite approximation is a natural idea to compress Large Language Models (LLMs). However, such an idea faces two primary challenges that adversely affect the performance of existing methods. The first challenge…
Low rank approximation of a matrix (LRA) is a highly important area of Numerical Linear and Multilinear Algebra and Data Mining and Analysis. One can operate with an LRA superfast -- by using much fewer memory cells and flops than an input…
We improve the running times of $O(1)$-approximation algorithms for the set cover problem in geometric settings, specifically, covering points by disks in the plane, or covering points by halfspaces in three dimensions. In the unweighted…
Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…