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Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

数值分析 · 计算机科学 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

机器学习 · 计算机科学 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

For the rank regularized minimization problem, we introduce several kinds of stationary points by the problem itself and its equivalent reformulations including the mathematical program with an equilibrium constraint (MPEC), the global…

最优化与控制 · 数学 2019-06-27 Yulan Liu , Shaohua Pan

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

统计理论 · 数学 2017-07-18 Yiyuan She , Kun Chen

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

最优化与控制 · 数学 2011-01-04 Donald Goldfarb , Shiqian Ma

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

最优化与控制 · 数学 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

最优化与控制 · 数学 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…

最优化与控制 · 数学 2016-01-07 Nicolas Boumal

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank…

机器学习 · 统计学 2017-09-04 Teng Zhang , Yi Yang

Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…

计算机视觉与模式识别 · 计算机科学 2020-12-11 Zhanxuan Hu , Feiping Nie , Rong Wang , Xuelong Li

Low-Rank Adaptation (LoRA) drives research to align its performance with full fine-tuning. However, significant challenges remain: (1) Simply increasing the rank size of LoRA does not effectively capture high-rank information, which leads…

机器学习 · 计算机科学 2024-10-21 Chuanyu Tang , Yilong Chen , Zhenyu Zhang , Junyuan Shang , Wenyuan Zhang , Yong Huang , Tingwen Liu

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

机器学习 · 计算机科学 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…

数值分析 · 数学 2016-03-21 Julianne Chung , Matthias Chung

We study the convergence rate of the alternating projection method (APM) applied to the intersection of an affine subspace and the second-order cone. We show that when they intersect non-transversally, the convergence rate is $O(k^{-1/2})$,…

最优化与控制 · 数学 2024-01-05 Hiroyuki Ochiai , Yoshiyuki Sekiguchi , Hayato Waki

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

机器学习 · 计算机科学 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

机器学习 · 统计学 2012-07-11 David Wipf

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

机器学习 · 统计学 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

最优化与控制 · 数学 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

Large-scale optimization problems arising from the discretization of problems involving PDEs sometimes admit solutions that can be well approximated by low-rank matrices. In this paper, we will exploit this low-rank approximation property…

数值分析 · 数学 2024-05-01 Marco Sutti , Bart Vandereycken

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

最优化与控制 · 数学 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun