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Related papers: Average-Case Reductions for $k$-XOR and Tensor PCA

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Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

Tensor computations, with matrix multiplication being the primary operation, serve as the fundamental basis for data analysis, physics, machine learning, and deep learning. As the scale and complexity of data continue to grow rapidly, the…

Hardware Architecture · Computer Science 2024-10-24 Qizhe Wu , Yuchen Gui , Zhichen Zeng , Xiaotian Wang , Huawen Liang , Xi Jin

We study the problem of designing worst-case to average-case reductions for quantum algorithms. For all linear problems, we provide an explicit and efficient transformation of quantum algorithms that are only correct on a small (even…

Quantum Physics · Physics 2022-12-08 Vahid R. Asadi , Alexander Golovnev , Tom Gur , Igor Shinkar , Sathyawageeswar Subramanian

In this paper, we study the estimation of a rank-one spiked tensor in the presence of heavy tailed noise. Our results highlight some of the fundamental similarities and differences in the tradeoff between statistical and computational…

Statistics Theory · Mathematics 2021-07-21 Arnab Auddy , Ming Yuan

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Tensor networks are powerful factorization techniques which reduce resource requirements for numerically simulating principal quantum many-body systems and algorithms. The computational complexity of a tensor network simulation depends on…

Data Structures and Algorithms · Computer Science 2019-03-06 Eugene F. Dumitrescu , Allison L. Fisher , Timothy D. Goodrich , Travis S. Humble , Blair D. Sullivan , Andrew L. Wright

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Many machine learning systems are vulnerable to small perturbations made to inputs either at test time or at training time. This has received much recent interest on the empirical front due to applications where reliability and security are…

Data Structures and Algorithms · Computer Science 2021-08-16 Pranjal Awasthi , Vaggos Chatziafratis , Xue Chen , Aravindan Vijayaraghavan

Canonical Polyadic Decomposition (CPD) of a third-order tensor is a minimal decomposition into a sum of rank-$1$ tensors. We find new mild deterministic conditions for the uniqueness of individual rank-$1$ tensors in CPD and present an…

Spectral Theory · Mathematics 2016-07-20 Ignat Domanov , Lieven De Lathauwer

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…

Statistics Theory · Mathematics 2013-04-29 Quentin Berthet , Philippe Rigollet

Many applications, such as photon-limited imaging and genomics, involve large datasets with noisy entries from exponential family distributions. It is of interest to estimate the covariance structure and principal components of the…

Methodology · Statistics 2017-03-08 Lydia T. Liu , Edgar Dobriban , Amit Singer

We consider the problem of recovering a low-rank tensor from its noisy observation. Previous work has shown a recovery guarantee with signal to noise ratio $O(n^{\lceil K/2 \rceil /2})$ for recovering a $K$th order rank one tensor of size…

Machine Learning · Computer Science 2015-10-28 Qinqing Zheng , Ryota Tomioka

The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…

Machine Learning · Computer Science 2018-12-19 Nicolas Gillis , Stephen A. Vavasis

Spectral methods have been the mainstay in several domains such as machine learning and scientific computing. They involve finding a certain kind of spectral decomposition to obtain basis functions that can capture important structures for…

Machine Learning · Computer Science 2020-04-20 Majid Janzamin , Rong Ge , Jean Kossaifi , Anima Anandkumar

In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by $\alpha$-stable process, where $\alpha\in(1,2)$. Using the technique of Poisson equation, the orders of strong…

Probability · Mathematics 2021-06-08 Xiaobin Sun , Yingchao Xie

We derive and implement a new way of solving coupled cluster equations with lower computational scaling. Our method is based on decomposition of both amplitudes and two electron integrals, using a combination of tensor hypercontraction and…

Chemical Physics · Physics 2020-05-14 Roman Schutski , Jinmo Zhao , Thomas M. Henderson , Gustavo E. Scuseria

Low rank tensor approximation is a fundamental tool in modern machine learning and data science. In this paper, we study the characterization, perturbation analysis, and an efficient sampling strategy for two primary tensor CUR…

Numerical Analysis · Mathematics 2021-10-15 HanQin Cai , Keaton Hamm , Longxiu Huang , Deanna Needell