Related papers: Concatenated Matrix SVD: Compression Bounds, Incre…
We introduce a fast low-rank factorization-based framework for compressing large language models that enables rapid compression of billion-parameter models without retraining. Unlike existing factorization-based approaches that optimize…
Estimating singular subspaces from noisy matrices is a fundamental problem with wide-ranging applications across various fields. Driven by the challenges of data integration and multi-view analysis, this study focuses on estimating shared…
Localizing a cloud of points from noisy measurements of a subset of pairwise distances has applications in various areas, such as sensor network localization and reconstruction of protein conformations from NMR measurements. In [1], Drineas…
In computer vision, the estimation of the fundamental matrix is a basic problem that has been extensively studied. The accuracy of the estimation imposes a significant influence on subsequent tasks such as the camera trajectory…
With the aggressive scaling of VLSI technology, the explosion of layout patterns creates a critical bottleneck for DFM applications like OPC. Pattern clustering is essential to reduce data complexity, yet existing methods struggle with…
We present a solution to scale spectral algorithms for learning sequence functions. We are interested in the case where these functions are sparse (that is, for most sequences they return 0). Spectral algorithms reduce the learning problem…
Singular Value Decomposition (SVD) has recently seen a surge of interest as a simple yet powerful tool for large language models (LLMs) compression, with a growing number of works demonstrating 20-80% parameter reductions at minimal…
Continual learning in large language models (LLMs) is prone to catastrophic forgetting, where adapting to new tasks significantly degrades performance on previously learned ones. Existing methods typically rely on low-rank,…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
Supervised Fine-Tuning (SFT) empowers Large Language Models (LLMs) with exceptional performance on specialized tasks, but it yields dense, high-dimensional delta parameters that pose severe storage and distribution challenges. Singular…
Modern smart distribution system requires storage, transmission and processing of big data generated by sensors installed in electric meters. On one hand, this data is essentially required for intelligent decision making by smart grid but…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over…
Low-rank approximation methods such as singular value decomposition (SVD) and its variants (e.g., Fisher-weighted SVD, Activation SVD) have recently emerged as effective tools for neural network compression. In this setting, decomposition…
The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…
Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…
The randomized coordinate descent (RCD) method is a classical algorithm with simple, lightweight iterations that is widely used for various optimization problems, including the solution of positive semidefinite linear systems. As a linear…
Multiple measurement vector (MMV) problem addresses the recovery of a set of sparse signal vectors that share common non-zero support, and has emerged an important topics in compressed sensing. Even though the fundamental performance limit…
In recent years, spectral clustering has become a standard method for data analysis used in a broad range of applications. In this paper we propose a new class of algorithms for multiway spectral clustering based on optimization of a…
The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…