arXiv Machine Learning

Weighted Low-Rank Matrix Approximation: Acceleration and Applications

arXiv:2109. 11057v2 Announce Type: replace-cross Abstract: Weighted low-rank matrix approximation (WLRMA) generalizes classical low-rank approximation and matrix completion by allowing arbitrary elementwise weights.

arXiv Machine Learning
Sep 16

Near-Optimal Nonconvex Matrix Completion

arXiv:2609. 17048v1 Announce Type: cross Abstract: We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries.

By Jian-Feng Cai, Xiliang Lu, Juntao You
arXiv Machine Learning
Sep 18

Low-rank Orthogonalization for Large-scale Matrix Optimization with Applications to Foundation Model Training

The paper introduces low‑rank orthogonalization, a technique that exploits the low‑rank nature of gradients in neural network training to perform matrix orthogonalization more efficiently. Building on this, the authors present low‑rank matrix‑signed gradient descent (MSGD) and a low‑rank variant of the Muon optimizer, showing through experiments that low‑rank Muon matches or surpasses vanilla Muon on GPT‑2 and LLaMA pretraining, especially for larger models. Theoretical analysis provides iteration‑complexity bounds for both low‑rank MSGD and low‑rank Muon under heavy‑tailed noise.

By Chuan He, Zhanwang Deng, Zhaosong Lu
arXiv Machine Learning
Jun 4

Low-rank Distributional Matrix Completion

arXiv:2606. 04176v1 Announce Type: new Abstract: We study a distributional generalization of the matrix completion problem in which each entry of the target matrix is a probability distribution rather than a scalar.

By Jiayi Wang, Raymond K. W. Wong
arXiv Machine Learning
Aug 20

Inference and Uncertainty Quantification for Streaming $r$-PCA

The paper tackles two key gaps in streaming PCA using Oja's algorithm: it establishes sharp operator‑norm convergence for general‑rank subspaces under sub‑Gaussian data, and it provides distributional inference for the resulting subspace estimator. The authors remove non‑vanishing remainder terms from existing analyses, achieving rates that match minimax bounds in both dense‑tail and sparse‑tail regimes. They further develop a linearization of Oja’s iterates, enabling high‑dimensional Gaussian approximations and an online multiplier bootstrap for practical inference.

By Haoshu Xu, Hongzhe Li