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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.

168,932 papers · 148 categories

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9172634 · May 202619922001200920172026
48 results for Truncated SVD

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.

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 ↗

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.

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 ↗

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.

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 ↗

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.

A neural network, IHT-Net, improves DOA estimation with sparse arrays.

problem Single-snapshot DOA estimation with sparse arrays in dynamic settings.
method IHT-inspired neural network with recurrent neural network and autoencoders.
result IHT-Net achieves faster convergence and higher accuracy in DOA estimation.

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 ↗

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.

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.

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.

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.

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.

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 ↗

A new method for efficiently updating large-scale matrices in real-time.

problem Updating large-scale matrices with evolving data in real-time.
method Incremental SVD approach that handles row/column appends, rank-1 updates, and refresh strategies.
result Incremental SVD achieves accuracy close to full SVD with a fraction of the computational cost.

New method tackles non-smooth tensor data for better recovery.

problem Non-smooth changes in tensor data degrade traditional t-SVD methods.
method Learnable tensor nuclear norm, Alternating Proximal Multiplier Method (APMM), multi-objective tensor recovery framework.
result The proposed method effectively recovers tensor data with non-smooth changes.

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this factorization one can derive notion of tensor rank, referred to as the tensor tubal…

2015-02-16abs ↗pdf ↗

Singular Value Decomposition (SVD) has been used successfully in recent years in the area of recommender systems. In this paper we present how this model can be extended to consider both user ratings and information from Wikipedia. By mapping items to Wikipedia pages and quantifying their similarity, we are able to use…

2012-12-05abs ↗pdf ↗