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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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214428642856 · Jun 202019922001200920172026
48 results for Low-rank Spectral Optimization

Gradient descent with small random init mimics spectral methods for low-rank matrix recovery.

problem Reconstructing a low-rank matrix from few measurements.
method Gradient descent with small random initialization followed by a few iterations.
result Gradient descent from small random init converges to a well-generalizing solution.

Partial convexification improves tractability of low-rank spectral optimization problems.

problem Minimizing linear objectives subject to matrix inequalities and low-rank constraints.
method Partial convexification of the domain set, deriving rank bounds, and developing a column generation algorithm.
result The partial convexification LSOP-R is equivalent to the original LSOP under certain conditions and yields high-quality solutions.

Paper explores statistical and computational limits of estimating low-rank Gaussian mixtures.

problem Estimating low-rank matrix-variate observations with optimal statistical and computational limits.
method Low-rank Gaussian mixture model (LrMM) and minimax lower bounds.
result Minimax optimality of maximum likelihood estimator and spectral aggregation method.

We introduce a new parameterization method for deep learning layers using spectral tensor train decomposition.

problem Efficiency and stability in deep learning models with weight matrix compression.
method Spectral Tensor Train Parameterization (STTP) of weight matrices.
result Improved compression and training stability in neural networks.

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially outperform simple spectral approaches. Recent work characterizes the asymptotic acc…

2017-11-06abs ↗pdf ↗

Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.

problem Recovering signals through an inhomogeneous low-rank matrix channel.
method Derive and analyze an approximate message-passing algorithm (AMP) and a spectral method.
result The AMP iteration matches the conjectured optimal computational phase transition.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

The paper analyzes how low-rank layers in neural networks improve generalization.

problem Understanding how low-rank layers affect generalization in neural networks.
method Applying Maurer's chain rule for Gaussian complexity to analyze rank and spectral norm constraints.
result Deep networks with low-rank layers achieve better generalization than those with full-rank layers.

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value obtained from a spectral method can reconstruct a tensor of size $n\times n \times\c…

2019-06-12abs ↗pdf ↗

Develops precise expressions for random projections for better machine learning tasks.

problem Improving the accuracy of dimensionality reduction in machine learning tasks.
method Exploits recent developments in spectral analysis of random matrices to derive accurate expressions for random projection matrices.
result Provides precise expressions that reflect the practical performance of sketching methods, including Gaussian and Rademacher sketches.

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural networks, among others. Our approach is to directly estimate the low-rank factor …

2018-02-17abs ↗pdf ↗

Efficiently compress pretrained models using RSI for improved predictive accuracy.

problem Efficiently compressing large pretrained models for practical deployment.
method Randomized subspace iteration (RSI) for low-rank approximation of pretrained models.
result RSI achieves near-optimal approximation quality and outperforms RSVD in predictive accuracy.

We accelerate the power method for strong low-rank approximation using fast sketching.

problem Efficiency bottleneck in power method for large target ranks.
method Developed an algorithmic and theoretical framework for accelerating the power method using fast sketching.
result Simple and provably efficient methods for singular value decomposition, low-rank factorization, and Nyström approximation.

We propose a new framework for the analysis of low-rank tensors which lies at the intersection of spectral graph theory and signal processing. As a first step, we present a new graph based low-rank decomposition which approximates the classical low-rank SVD for matrices and multi-linear SVD for tensors. Then, building …

2016-11-15abs ↗pdf ↗

This paper proposes a new Nystrom-based clustering algorithm for large-scale data.

problem Spectral clustering's high computational complexity for large-scale data.
method Centroid Minimum Sum of Squared Similarities (CMS3) sampling procedure with eigen spectrum shape heuristic.
result Competitive low-rank approximations in test datasets compared to state-of-the-art methods.

Paper proposes a new method to improve clustering ensemble performance.

problem Improving clustering ensemble performance by refining co-association matrix.
method Low-rank tensor approximation to derive coherent-link matrix and refine co-association matrix.
result The proposed method achieves breakthrough in clustering performance compared to state-of-the-art methods.

New algorithm recovers tensor factors from incomplete measurements efficiently.

problem Recovering tensor factors from incomplete measurements.
method Scaled gradient descent (ScaledGD) algorithm with spectral initializations.
result ScaledGD provably converges linearly for tensor completion and regression.

Proposes a framework to extract ordered eigenfunctions from contextual kernels.

problem Lack of exact spectral decomposition in existing methods.
method Modular building blocks for compatibility with contextual kernels and scalability.
result Extracted eigenfunctions provide effective importance scores for feature selection.

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank approximations, similar algorithms appears recently in the literature under different name…

2013-02-27abs ↗pdf ↗

Paper develops DP methods for low-rank matrix estimation with near-optimal performance.

problem Estimating a low-rank matrix under differential privacy constraints.
method Introduced computationally efficient DP-initialization and Riemannian optimization-based DP-RGrad algorithm.
result DP-RGrad achieves near-optimal convergence rate under weak differential privacy constraints.

Most existing approaches address multi-view subspace clustering problem by constructing the affinity matrix on each view separately and afterwards propose how to extend spectral clustering algorithm to handle multi-view data. This paper presents an approach to multi-view subspace clustering that learns a joint subspace…

2017-08-29abs ↗pdf ↗

In this paper, we consider low rank matrix estimation using either matrix-version Dantzig Selector A^λd\hat{A}_λ^d or matrix-version LASSO estimator A^λL\hat{A}_λ^L. We consider sub-Gaussian measurements, i.e.i.e., the measurements X1,,XnRm×mX_1,\ldots,X_n\in\mathbb{R}^{m\times m} have i.i.d.i.i.d. sub-Gaussian entries. Suppose $\textrm…

2014-03-25abs ↗pdf ↗

Gradient descent solves asymmetric low-rank matrix sensing without balancing.

problem Recovering asymmetric low-rank matrices from linear measurements.
method Gradient descent with spectral initialization, avoiding balancing term.
result Gradient descent converges linearly without balancing, factors stay balanced.

A federated model learns shared archetypes from heterogeneous clients in continual learning.

problem Federated learning struggles with client heterogeneity and streaming distribution shifts.
method Clients encode their data as low-rank Hebbian operators, which are sent to a central server for aggregation and factorization into global archetypes.
result Improved global archetype reconstruction and associative retrieval in heterogeneous clients, drift, and novelty settings.

The study reveals the spectral structure of attention layers and its implications for generalization.

problem Understanding the spectral structure and generalization of trained attention layers.
method Empirical risk minimization in a single-head tied-attention layer, using random matrix theory, spin-glass theory, and approximate message passing.
result Exact high-dimensional characterization of training and test error, interpolation and recovery thresholds, and spectrum of the key and query matrices.

Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of applications, from collaborative filtering (the `Netflix problem') to structure-from-motion and positioning. We study a low complexity algorithm…

2009-06-11abs ↗pdf ↗

Multitask learning, i.e. taking advantage of the relatedness of individual tasks in order to improve performance on all of them, is a core challenge in the field of machine learning. We focus on matrix regression tasks where the rank of the weight matrix is constrained to reduce sample complexity. We introduce the comm…

2019-10-27abs ↗pdf ↗

ScaledGD algorithm estimates low-rank tensors efficiently from corrupted data.

problem Estimating meaningful information from corrupted tensor data.
method Scaled gradient descent (ScaledGD) algorithm with tailored spectral initializations.
result ScaledGD achieves linear convergence at a constant rate independent of condition number.

Low-rank matrix is desired in many machine learning and computer vision problems. Most of the recent studies use the nuclear norm as a convex surrogate of the rank operator. However, all singular values are simply added together by the nuclear norm, and thus the rank may not be well approximated in practical problems. …

2015-07-03abs ↗pdf ↗

PAC-Bayesian matrix completion with a spectral scaled Student prior offers efficient inference.

problem Matrix completion with underlying low-rank structure.
method Spectral scaled Student prior and PAC-Bayesian bounds.
result Minimax-optimal oracle inequality for model misspecification and general sampling distribution.

LASE improves local network structure visualization by targeting locally low-dimensional regions.

problem Global spectral embedding fails to capture local geometric features in sparse, transitive networks.
method Local Adjacency Spectral Embedding (LASE) using weighted spectral decomposition.
result LASE reveals locally low-dimensional structure, improving local reconstruction and visualization.