Related papers: Sketching Low-Rank Plus Diagonal Matrices

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

We propose a new random sketching approach for embedding high-dimensional Hilbert-Schmidt operators, using random input-output pairs. Such operator can then be approximated in a low-dimensional subspace of operators by solving a small…

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Pairwise alignment of DNA sequencing data is a ubiquitous task in bioinformatics and typically represents a heavy computational burden. A standard approach to speed up this task is to compute "sketches" of the DNA reads (typically via…

For architectural design, representation across multiple Levels of Details (LoD) is essential for achieving a smooth transition from conceptual massing to detailed modeling. However, traditional LoD modeling processes rely on manual…

Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…

This technical note reviews sate-of-the-art algorithms for linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). While repeating several parts of our article "low-rank dynamic mode…

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

This work, for the first time, introduces two constant factor approximation algorithms with linear query complexity for non-monotone submodular maximization over a ground set of size $n$ subject to a knapsack constraint, $\mathsf{DLA}$ and…

Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…

We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…

Randomized matrix algorithms have become workhorse tools in scientific computing and machine learning. To use these algorithms safely in applications, they should be coupled with posterior error estimates to assess the quality of the…

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Transformer-based models are not efficient in processing long sequences due to the quadratic space and time complexity of the self-attention modules. To address this limitation, Linformer and Informer are proposed to reduce the quadratic…

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

In this paper, we show that the bundle method can be applied to solve semidefinite programming problems with a low rank solution without ever constructing a full matrix. To accomplish this, we use recent results from randomly sketching…

We present Submatrix-wise Vector Embedding Learner (Swivel), a method for generating low-dimensional feature embeddings from a feature co-occurrence matrix. Swivel performs approximate factorization of the point-wise mutual information…

We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique…

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…

In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…