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We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…

Data Structures and Algorithms · Computer Science 2011-05-05 Christos Boutsidis

Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank matrix approximations and high-performance…

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

Matrix Factorization has emerged as a widely adopted framework for modeling data exhibiting low-rank structures. To address challenges in manifold learning, this paper presents a subspace-constrained quadratic matrix factorization model.…

Machine Learning · Computer Science 2024-11-08 Zheng Zhai , Xiaohui Li

In this work, we develop a new fast algorithm, spaQR -- sparsified QR, for solving large, sparse linear systems. The key to our approach is using low-rank approximations to sparsify the separators in a Nested Dissection based Householder QR…

Numerical Analysis · Mathematics 2020-10-15 Abeynaya Gnanasekaran , Eric Darve

Column selection is an essential tool for structure-preserving low-rank approximation, with wide-ranging applications across many fields, such as data science, machine learning, and theoretical chemistry. In this work, we develop unified…

Numerical Analysis · Mathematics 2024-08-09 Mark Fornace , Michael Lindsey

Given a matrix $M$ (not necessarily nonnegative) and a factorization rank $r$, semi-nonnegative matrix factorization (semi-NMF) looks for a matrix $U$ with $r$ columns and a nonnegative matrix $V$ with $r$ rows such that $UV$ is the best…

Numerical Analysis · Mathematics 2015-10-28 Nicolas Gillis , Abhishek Kumar

Factorization machine (FM) variants are widely used for large scale real-time content recommendation systems, since they offer an excellent balance between model accuracy and low computational costs for training and inference. These systems…

Machine Learning · Computer Science 2025-01-03 Alex Shtoff , Elie Abboud , Rotem Stram , Oren Somekh

Matrix factorization is a simple and effective solution to the recommendation problem. It has been extensively employed in the industry and has attracted much attention from the academia. However, it is unclear what the low-dimensional…

Machine Learning · Computer Science 2018-08-29 Farhan Khawar , Nevin L. Zhang

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…

Machine Learning · Computer Science 2016-05-04 Mariano Tepper , Guillermo Sapiro

The pivoted QLP decomposition is computed through two consecutive pivoted QR decompositions, and provides an approximation to the singular value decomposition. This work is concerned with a partial QLP decomposition of low-rank matrices…

Numerical Analysis · Mathematics 2023-07-06 Maboud F. Kaloorazi , Kai Liu , Jie Chen , Rodrigo C. de Lamare , Susanto Rahardja

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

We present a new algorithm for spectral clustering based on a column-pivoted QR factorization that may be directly used for cluster assignment or to provide an initial guess for k-means. Our algorithm is simple to implement, direct, and…

Numerical Analysis · Mathematics 2017-04-18 Anil Damle , Victor Minden , Lexing Ying

Low-rank matrix factorization (MF) is an important technique in data science. The key idea of MF is that there exists latent structures in the data, by uncovering which we could obtain a compressed representation of the data. By factorizing…

Numerical Analysis · Computer Science 2016-05-09 Yuan Lu , Jie Yang

This paper proposes a new deterministic sampling strategy for constructing polynomial chaos approximations for expensive physics simulation models. The proposed approach, effectively subsampled quadratures involves sparsely subsampling an…

Numerical Analysis · Mathematics 2017-05-03 Pranay Seshadri , Akil Narayan , Sankaran Mahadevan

An observed $K$-dimensional series $\left\{ y_{n}\right\} _{n=1}^{N}$ is expressed in terms of a lower $p$-dimensional latent series called factors $f_{n}$ and random noise $\varepsilon_{n}$. The equation, $y_{n}=Qf_{n}+\varepsilon_{n}$ is…

Computation · Statistics 2018-11-29 Immanuel Manohar

Identifying discrete patterns in binary data is an important dimensionality reduction tool in machine learning and data mining. In this paper, we consider the problem of low-rank binary matrix factorisation (BMF) under Boolean arithmetic.…

Optimization and Control · Mathematics 2021-08-05 Reka A. Kovacs , Oktay Gunluk , Raphael A. Hauser

A fundamental problem when adding column pivoting to the Householder QR factorization is that only about half of the computation can be cast in terms of high performing matrix-matrix multiplications, which greatly limits the benefits that…

Numerical Analysis · Mathematics 2016-12-08 Per-Gunnar Martinsson , Gregorio Quintana-Orti , Nathan Heavner , Robert van de Geijn

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…

Data Structures and Algorithms · Computer Science 2014-11-20 Khaled Elbassioni , Trung Thanh Nguyen