Low-rank matrix approximations are essential tools in the application of kernel methods to large-scale learning problems. Kernel methods (for instance...
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In mathematics, low-rank approximation refers to the process of approximating a given matrix by a matrix of lower rank. More precisely, it is a minimization...
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Singular value decomposition (redirect from Matrix approximation)
decomposition of the original matrix M , {\displaystyle \mathbf {M} ,} but rather provides the optimal low-rank matrix approximation M ~ {\displaystyle {\tilde...
88 KB (14,067 words) - 01:53, 25 February 2025
can be used in the same way as the low-rank approximation of the singular value decomposition (SVD). CUR approximations are less accurate than the SVD, but...
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or is low-rank. For example, one may assume the matrix has low-rank structure, and then seek to find the lowest rank matrix or, if the rank of the completed...
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of these approximation methods can be expressed in purely linear algebraic or functional analytic terms as matrix or function approximations. Others are...
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matrices (H-matrices) are used as data-sparse approximations of non-sparse matrices. While a sparse matrix of dimension n {\displaystyle n} can be represented...
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In linear algebra, a Hankel matrix (or catalecticant matrix), named after Hermann Hankel, is a rectangular matrix in which each ascending skew-diagonal...
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Woodbury matrix identity – named after Max A. Woodbury – says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction...
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such norms are referred to as matrix norms. Matrix norms differ from vector norms in that they must also interact with matrix multiplication. Given a field...
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(singular-value decomposition) which computes the low-rank approximation of a single matrix (or a set of 1D vectors). Let matrix X = [ x 1 , … , x n ] {\displaystyle...
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Locality-sensitive hashing Log-linear model Logistic model tree Low-rank approximation Low-rank matrix approximations MATLAB MIMIC (immunology) MXNet Mallet (software...
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except using approximations of the derivatives of the functions in place of exact derivatives. Newton's method requires the Jacobian matrix of all partial...
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Principal component analysis (category Matrix decompositions)
Kernel PCA L1-norm principal component analysis Low-rank approximation Matrix decomposition Non-negative matrix factorization Nonlinear dimensionality reduction...
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total number of pages. The PageRank values are the entries of the dominant right eigenvector of the modified adjacency matrix rescaled so that each column...
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Model compression (section Low-rank factorization)
accelerates matrix multiplication by W {\displaystyle W} . Low-rank approximations can be found by singular value decomposition (SVD). The choice of rank for...
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Kernel (linear algebra) (redirect from Kernel (matrix))
their rank: because of the rounding errors, a floating-point matrix has almost always a full rank, even when it is an approximation of a matrix of a much...
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one wishes to compare p ( x , y ) {\displaystyle p(x,y)} to a low-rank matrix approximation in some unknown variable w {\displaystyle w} ; that is, to what...
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Kronecker product (category Matrix theory)
rank of a matrix equals the number of nonzero singular values, we find that rank ( A ⊗ B ) = rank A rank B . {\displaystyle \operatorname {rank}...
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V.; Lim, L. (2008). "Tensor Rank and the Ill-Posedness of the Best Low-Rank Approximation Problem". SIAM Journal on Matrix Analysis and Applications. 30...
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eigenvalues is equal to the rank of the matrix A, and also the dimension of the image (or range) of the corresponding matrix transformation, as well as...
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Latent semantic analysis (section Occurrence matrix)
occurrence matrix, LSA finds a low-rank approximation to the term-document matrix. There could be various reasons for these approximations: The original...
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includes a quality of data approximation and some penalty terms for the bending of the manifold. The popular initial approximations are generated by linear...
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parameters, and so continuous approximations or bounds on evaluation measures have to be used. For example the SoftRank algorithm. LambdaMART is a pairwise...
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CMA-ES (redirect from Covariance matrix adaptation)
covariance matrix amounts to learning a second order model of the underlying objective function similar to the approximation of the inverse Hessian matrix in...
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correlation of 1) rank (i.e. relative position label of the observations within the variable: 1st, 2nd, 3rd, etc.) between the two variables, and low when observations...
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In mathematics, a Euclidean distance matrix is an n×n matrix representing the spacing of a set of n points in Euclidean space. For points x 1 , x 2 ,...
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LU decomposition (category Matrix decompositions)
find a low rank approximation to an LU decomposition using a randomized algorithm. Given an input matrix A {\textstyle A} and a desired low rank k {\textstyle...
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least squares approximation of the data is generically equivalent to the best, in the Frobenius norm, low-rank approximation of the data matrix. In the least...
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the initial approximations that always work well. The iterative solution by LOBPCG may be sensitive to the initial eigenvectors approximations, e.g., taking...
37 KB (4,433 words) - 05:53, 15 February 2025