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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.

169,051 papers · 148 categories

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86171257342 · Jun 202019922001200920182026
48 results for SVD approximation

Generalizes randomized SVD for better matrix approximations using Gaussian vectors.

problem Computing accurate rank-k approximations of matrices with limited data.
method Extends randomized SVD to multivariate Gaussian vectors, incorporating prior knowledge and using Gaussian processes.
result Demonstrates improved accuracy in approximating matrices and Hilbert-Schmidt operators.

SVD training reduces DNN rank and computation load without SVD per step.

problem High memory and computational load in deep neural networks.
method Explicitly achieves low-rank DNNs during training without SVD per step, using orthogonality regularization and sparsity-inducing regularizers.
result Significantly reduces DNN rank and computation load compared to existing methods.

Truncated Singular Value Decomposition (SVD) calculates the closest rank-kk approximation of a given input matrix. Selecting the appropriate rank kk defines a critical model order choice in most applications of SVD. To obtain a principled cut-off criterion for the spectrum, we convert the underlying optimization prob…

2011-02-15abs ↗pdf ↗

Sparse Singular Value Decomposition (SVD) models have been proposed for biclustering high dimensional gene expression data to identify block patterns with similar expressions. However, these models do not take into account prior group effects upon variable selection. To this end, we first propose group-sparse SVD model…

2018-07-28abs ↗pdf ↗

Paper proposes a new optimization framework for learning eigenfunctions of operators.

problem Computing eigenvalue decomposition of high-dimensional operators.
method Operator SVD with Neural Networks via Nested Low-Rank Approximation.
result Proposed method efficiently learns top-L singular values and functions in the correct order.

New method approximates high-dimensional probability densities efficiently.

problem Approximating high-dimensional probability densities accurately and efficiently.
method Hierarchical tensor-network approach using randomized SVD and linear equations.
result The method effectively approximates high-dimensional densities with linear complexity.

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and rescaling the coordinate axes (by a predefined function of the singular value). Howe…

2015-09-28abs ↗pdf ↗

Closed-form polynomial approximations replace MLPs in transformers, enabling new interpretability methods.

problem Replacing MLPs with polynomial approximations for transformer models.
method Theoretical derivation of closed-form least-squares approximations of MLPs and GLUs using polynomial functions.
result Polynomial approximations explain over 95% of MLP and GLU outputs' variance, enabling interpretability.

Paper proposes diagnostics for error and variance estimation in randomized matrix computations.

problem Safe use of randomized matrix algorithms in applications.
method Leave-one-out error estimator and jackknife resampling method.
result Provides rapid diagnostics to assess quality of randomized matrix computations.

This paper improves neural network compression by using robust low-rank approximations.

problem Neural network compression sensitivity to outliers.
method Introduces robust low-rank approximations using p\ell_p norms (for p[1,2]p\in [1,2]) and provides efficient algorithms.
result Achieves up to 28% compression with minimal accuracy loss compared to existing methods.

Paper improves tensor approximation for streaming data.

problem Challenges in finding accurate low-tubal-rank tensor approximations in streaming settings.
method Extends Frequent Directions for efficient low-tubal-rank tensor approximation.
result The new algorithm achieves arbitrarily small approximation error with linear sketch size growth.

Paper uses autoencoders for efficient reduced-order modeling of eigenvalue problems.

problem Efficiently modeling eigenvalue problems in high dimensions.
method Autoencoder-based reduced-order modeling for eigenvalue problems.
result Autoencoder-based models outperform standard POD-Galerkin methods in neutron diffusion applications.

The paper analyzes how random perturbations affect RSVD and its applications.

problem Analyzing the impact of random perturbations on RSVD.
method Derives bounds for distances between exact and approximated singular vectors using RSVD.
result Established nearly-optimal convergence rates and asymptotic normality for RSVD in various inference problems.

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 ↗

New insights into choosing between two data integration methods based on SVD.

problem Choosing between two data integration methods (Stack-SVD and SVD-Stack) for shared latent structure across multiple datasets.
method Derive exact expressions for the asymptotic performance and phase transitions of Stack-SVD and SVD-Stack, and develop optimal weighting schemes.
result Optimally weighted Stack-SVD outperforms optimally weighted SVD-Stack in the asymptotic regime.

The Matrix Factorization models, sometimes called the latent factor models, are a family of methods in the recommender system research area to (1) generate the latent factors for the users and the items and (2) predict users' ratings on items based on their latent factors. However, current Matrix Factorization models p…

2017-10-02abs ↗pdf ↗

We analyzed SVD and variants for eigenpair computation, comparing their time and space complexities.

problem Comparing time and space complexities of SVD and variants for eigenpair computation.
method Comparison of SVD, truncated SVD, Krylov method, and Randomized PCA in terms of time and space complexity.
result Krylov method and Randomized PCA perform well only when k << n.

New method improves tensor completion and robust PCA using non-convex tensor rank and sparsity measures.

problem Challenging tensor rank minimization in machine learning.
method Proposes a non-convex tensor rank surrogate function and sparsity measure, using concavity for optimization.
result Demonstrates improved accuracy and efficiency in tensor completion and robust PCA.

Study of logarithms in SVD-closed subgroups of unitary group.

problem Understanding logarithms in SVD-closed subgroups of unitary groups.
method Analysis of generalized principal logarithms and minimizing geodesics.
result Set of generalized principal logarithms is a disjoint union of diffeomorphic subsets.

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.

Unified framework for structured principal subspace estimation with bounds and rates.

problem Structured principal subspace estimation problems.
method Unified framework, minimax lower and upper bounds, information-geometric complexity.
result Minimax rates of convergence for specific settings, including optimal rates for non-negative PCA/SVD.

Physics-inspired methods optimize SVD compression of LLMs.

problem Efficiently compressing large language models (LLMs) using SVD.
method FermiGrad for globally optimal rank selection and PivGa for lossless compression.
result Global optimization of SVD ranks and lossless compression of low-rank factors.

We show that given an estimate A^\widehat{A} that is close to a general high-rank positive semi-definite (PSD) matrix AA in spectral norm (i.e., A^A2δ\|\widehat{A}-A\|_2 \leq δ), the simple truncated SVD of A^\widehat{A} produces a multiplicative approximation of AA in Frobenius norm. This observation leads to many inte…

2017-02-22abs ↗pdf ↗

Unified SVD compression fails in practical tasks, highlighting the importance of per layer activation reconstruction.

problem The failure of a unified SVD compression method in practical tasks like perplexity and accuracy.
method Unified optimization problem for SVD based compression methods, focusing on cross-layer coupling.
result Downstream metrics like perplexity and accuracy degrade severely compared to standard per layer SVD LLM.