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We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Numerical Analysis · Mathematics 2017-07-26 Kim Batselier , Wenjian Yu , Luca Daniel , Ngai Wong

We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…

Machine Learning · Computer Science 2020-06-16 Dan Garber

Large collections of matrices arise throughout modern machine learning, signal processing, and scientific computing, where they are commonly compressed by concatenation followed by truncated singular value decomposition (SVD). This strategy…

Numerical Analysis · Mathematics 2026-01-21 Maksym Shamrai

Low-rank approximation is a task of critical importance in modern science, engineering, and statistics. Many low-rank approximation algorithms, such as the randomized singular value decomposition (RSVD), project their input matrix into a…

Numerical Analysis · Mathematics 2023-10-17 Robin Armstrong , Alex Buzali , Anil Damle

Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…

Numerical Analysis · Mathematics 2026-03-30 Chao Chang , Yuning Yang

Historically, analysis for multiscale PDEs is largely unified while numerical schemes tend to be equation-specific. In this paper, we propose a unified framework for computing multiscale problems through random sampling. This is achieved by…

Numerical Analysis · Mathematics 2022-03-09 Ke Chen , Shi Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

The randomized singular value decomposition (SVD) has become a popular approach to computing cheap, yet accurate, low-rank approximations to matrices due to its efficiency and strong theoretical guarantees. Recent work by Boull\'e and…

Numerical Analysis · Mathematics 2024-12-10 David Persson , Nicolas Boullé , Daniel Kressner

Deep Click-Through Rate (CTR) prediction models play an important role in modern industrial recommendation scenarios. However, high memory overhead and computational costs limit their deployment in resource-constrained environments.…

Information Retrieval · Computer Science 2024-06-12 Hao Yu , Minghao Fu , Jiandong Ding , Yusheng Zhou , Jianxin Wu

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…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

Parameter-efficient fine-tuning for pre-trained Vision Transformers aims to adeptly tailor a model to downstream tasks by learning a minimal set of new adaptation parameters while preserving the frozen majority of pre-trained parameters.…

Computer Vision and Pattern Recognition · Computer Science 2024-03-29 Wei Dong , Xing Zhang , Bihui Chen , Dawei Yan , Zhijun Lin , Qingsen Yan , Peng Wang , Yang Yang

Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…

Numerical Analysis · Computer Science 2018-11-22 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Vector Quantization (VQ) is an appealing model compression method to obtain a tiny model with less accuracy loss. While methods to obtain better codebooks and codes under fixed clustering dimensionality have been extensively studied,…

Computer Vision and Pattern Recognition · Computer Science 2022-11-22 Zezhou Zhu , Yucong Zhou , Zhao Zhong

Large language models (LLMs) have rapidly grown in scale, creating substantial memory and computational costs that hinder efficient deployment. Singular value decomposition (SVD) has emerged as an effective post-training compression…

Machine Learning · Computer Science 2026-05-12 Hengyi Zhu , Zhendong Mi , Grace Li Zhang , Shaoyi Huang

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…

Numerical Analysis · Mathematics 2026-02-13 Jackie Lok , Elizaveta Rebrova

Deep neural networks typically impose significant computational loads and memory consumption. Moreover, the large parameters pose constraints on deploying the model on edge devices such as embedded systems. Tensor decomposition offers a…

Computer Vision and Pattern Recognition · Computer Science 2024-08-30 Yaping He , Linhao Jiang , Di Wu

There are several factorizations of multi-dimensional tensors into lower-dimensional components, known as `tensor networks'. We consider the popular `tensor-train' (TT) format and ask: How efficiently can we compute a low-rank approximation…

Numerical Analysis · Mathematics 2023-04-18 Melven Röhrig-Zöllner , Jonas Thies , Achim Basermann

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

The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…

Statistics Theory · Mathematics 2014-02-28 Xingdong Feng , Xuming He

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet