Low-Rank Binary Matrix Approximation in Column-Sum Norm

We consider $\ell_1$-Rank-$r$ Approximation over GF(2), where for a binary $m\times n$ matrix ${\bf A}$ and a positive integer $r$, one seeks a binary matrix ${\bf B}$ of rank at most $r$, minimizing the column-sum norm $||{\bf A} -{\bf B}||_1$. We show that for every $\varepsilon\in (0, 1)$, there is a randomized $(1+\varepsilon)$-approximation algorithm for $\ell_1$-Rank-$r$ Approximation over GF(2) of running time $m^{O(1)}n^{O(2^{4r}\cdot \varepsilon^{-4})}$. This is the first polynomial time approximation scheme (PTAS) for this problem

Low Rank Approximation of Binary Matrices: Column Subset Selection and Generalizations

Low rank matrix approximation is an important tool in machine learning. Given a data matrix, low rank approximation helps to find factors, patterns and provides concise representations for the data. Research on low rank approximation usually focus on real matrices. However, in many applications data are binary (categorical) rather than continuous. This leads to the problem of low rank approximation of binary matrix. Here we are given a $d \times n$ binary matrix $A$ and a small integer $k$. The goal is to find two binary matrices $U$ and $V$ of sizes $d \times k$ and $k \times n$ respectively, so that the Frobenius norm of $A - U V$ is minimized. There are two models of this problem, depending on the definition of the dot product of binary vectors: The $\mathrm{GF}(2)$ model and the Boolean semiring model. Unlike low rank approximation of real matrix which can be efficiently solved by Singular Value Decomposition, approximation of binary matrix is $NP$-hard even for $k=1$. In this paper, we consider the problem of Column Subset Selection (CSS), in which one low rank matrix must be formed by $k$ columns of the data matrix. We characterize the approximation ratio of CSS for binary matrices. For $GF(2)$ model, we show the approximation ratio of CSS is bounded by $\frac{k}{2}+1+\frac{k}{2(2^k-1)}$ and this bound is asymptotically tight. For Boolean model, it turns out that CSS is no longer sufficient to obtain a bound. We then develop a Generalized CSS (GCSS) procedure in which the columns of one low rank matrix are generated from Boolean formulas operating bitwise on columns of the data matrix. We show the approximation ratio of GCSS is bounded by $2^{k-1}+1$, and the exponential dependency on $k$ is inherent.Comment: 38 page

Theory and implementation of H\mathcal{H}-matrix based iterative and direct solvers for Helmholtz and elastodynamic oscillatory kernels

In this work, we study the accuracy and efficiency of hierarchical matrix ($\mathcal{H}$-matrix) based fast methods for solving dense linear systems arising from the discretization of the 3D elastodynamic Green's tensors. It is well known in the literature that standard $\mathcal{H}$-matrix based methods, although very efficient tools for asymptotically smooth kernels, are not optimal for oscillatory kernels. $\mathcal{H}^2$-matrix and directional approaches have been proposed to overcome this problem. However the implementation of such methods is much more involved than the standard $\mathcal{H}$-matrix representation. The central questions we address are twofold. (i) What is the frequency-range in which the $\mathcal{H}$-matrix format is an efficient representation for 3D elastodynamic problems? (ii) What can be expected of such an approach to model problems in mechanical engineering? We show that even though the method is not optimal (in the sense that more involved representations can lead to faster algorithms) an efficient solver can be easily developed. The capabilities of the method are illustrated on numerical examples using the Boundary Element Method

New efficient algorithms for multiple change-point detection with kernels

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good statistical properties (oracle inequality, \ldots). Nonetheless, they have a high computational cost both in terms of time and memory. This makes their application difficult even for small and medium sample sizes ($n< 10^4$). This computational issue is addressed by first describing a new efficient and exact algorithm for kernel multiple change-point detection with an improved worst-case complexity that is quadratic in time and linear in space. It allows dealing with medium size signals (up to $n \approx 10^5$). Second, a faster but approximation algorithm is described. It is based on a low-rank approximation to the Gram matrix. It is linear in time and space. This approximation algorithm can be applied to large-scale signals ($n \geq 10^6$). These exact and approximation algorithms have been implemented in \texttt{R} and \texttt{C} for various kernels. The computational and statistical performances of these new algorithms have been assessed through empirical experiments. The runtime of the new algorithms is observed to be faster than that of other considered procedures. Finally, simulations confirmed the higher statistical accuracy of kernel-based approaches to detect changes that are not only in the mean. These simulations also illustrate the flexibility of kernel-based approaches to analyze complex biological profiles made of DNA copy number and allele B frequencies. An R package implementing the approach will be made available on github

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system identification and control, Euclidean embedding, and collaborative filtering. Although specific instances can often be solved with specialized algorithms, the general affine rank minimization problem is NP-hard. In this paper, we show that if a certain restricted isometry property holds for the linear transformation defining the constraints, the minimum rank solution can be recovered by solving a convex optimization problem, namely the minimization of the nuclear norm over the given affine space. We present several random ensembles of equations where the restricted isometry property holds with overwhelming probability. The techniques used in our analysis have strong parallels in the compressed sensing framework. We discuss how affine rank minimization generalizes this pre-existing concept and outline a dictionary relating concepts from cardinality minimization to those of rank minimization