Related papers: Optimal Bias-variance Tradeoff in Matrix and Tenso…

In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…

We develop a fast algorithm for computing the "SVD-truncated" regularized solution to the least-squares problem: $ \min_{\x} \TNorm{\matA \x - \b}. $ Let $\matA_k$ of rank $k$ be the best rank $k$ matrix computed via the SVD of $\matA$.…

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Computing the top eigenvectors of a matrix is a problem of fundamental interest to various fields. While the majority of the literature has focused on analyzing the reconstruction error of low-rank matrices associated with the retrieved…

Given a matrix $X$, and two ranks $r_1$ and $r_2$, the Hadamard decomposition (HD) looks for two low-rank matrices, $X_1$ of rank $r_1$ and $X_2$ of rank $r_2$, both of the same size as $X$, such that $X\approx X_1\circ X_2$, where $\circ$…

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

We show that sufficiently low tensor rank for the balanced tripartitioning tensor $P_d(x,y,z)=\sum_{A,B,C\in\binom{[3d]}{d}:A\cup B\cup C=[3d]}x_Ay_Bz_C$ for a large enough constant $d$ implies uniform arithmetic circuits for the matrix…

We show how to construct nonnegative low-rank approximations of nonnegative tensors in Tucker and tensor train formats. We use alternating projections between the nonnegative orthant and the set of low-rank tensors, using STHOSVD and TTSVD…

Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

Given vectors $v_1,\dots,v_n\in\mathbb{R}^d$ and a matroid $M=([n],I)$, we study the problem of finding a basis $S$ of $M$ such that $\det(\sum_{i \in S}v_i v_i^\top)$ is maximized. This problem appears in a diverse set of areas such as…

Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…

We study the low rank regression problem $\my = M\mx + \epsilon$, where $\mx$ and $\my$ are $d_1$ and $d_2$ dimensional vectors respectively. We consider the extreme high-dimensional setting where the number of observations $n$ is less than…

This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertainty. As an example, we focus on the so-called Conditional…

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…

Tensors are ubiquitous in science and engineering and tensor factorization approaches have become important tools for the characterization of higher order structure. Factorizations includes the outer-product rank Canonical Polyadic…

Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…

In stochastic low-rank matrix bandit, the expected reward of an arm is equal to the inner product between its feature matrix and some unknown $d_1$ by $d_2$ low-rank parameter matrix $\Theta^*$ with rank $r \ll d_1\wedge d_2$. While all…

In this work, we develop an optimization framework for problems whose solutions are well-approximated by Hierarchical Tucker (HT) tensors, an efficient structured tensor format based on recursive subspace factorizations. By exploiting the…