Related papers: CUR Matrix Approximation through Convex Optimizati…
In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…
This study investigates the applicability of Singular Value Decomposition for the image classification of specific breeds of cats and dogs using fur color as the primary identifying feature. Sequential Quadratic Programming (SQP) is…
This article studies how to form CUR decompositions of low-rank matrices via primarily random sampling, though deterministic methods due to previous works are illustrated as well. The primary problem is to determine when a column submatrix…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential…
We propose an approximation method for thresholding of singular values using Chebyshev polynomial approximation (CPA). Many signal processing problems require iterative application of singular value decomposition (SVD) for minimizing the…
Color images and video sequences can be modeled as three-way tensors, which admit low tubal-rank approximations via convex surrogate minimization. This optimization problem is efficiently addressed by tensor singular value thresholding…
Vector Quantization (VQ) is a well-known technique in deep learning for extracting informative discrete latent representations. VQ-embedded models have shown impressive results in a range of applications including image and speech…
The traditional method of computing singular value decomposition (SVD) of a data matrix is based on a least squares principle, thus, is very sensitive to the presence of outliers. Hence the resulting inferences across different applications…
BACKGROUND. Formal demography has a long history of building simple models of age schedules of demographic quantities, e.g. mortality and fertility rates. These are widely used in demographic methods to manipulate whole age schedules using…
The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…
Convolutional neural networks (CNNs) have long been the paradigm of choice for robust medical image processing (MIP). Therefore, it is crucial to effectively and efficiently deploy CNNs on devices with different computing capabilities to…
With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value…
The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…
A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value…
We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…
Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally challenging. A widely used convex inner approximation replaces…
With the increasing interest in applying the methodology of difference-of-convex (dc) optimization to diverse problems in engineering and statistics, this paper establishes the dc property of many well-known functions not previously known…
We present a simple yet novel parameterized form of linear mapping to achieves remarkable network compression performance: a pseudo SVD called Ternary SVD (TSVD). Unlike vanilla SVD, TSVD limits the $U$ and $V$ matrices in SVD to ternary…
This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…