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Learning Approach For Fast Approximate Matrix Factorizations, Haiyan Yu

Electronic Theses and Dissertations

Efficiently computing an (approximate) orthonormal basis and low-rank approximation for the input data X plays a crucial role in data analysis. One of the most efficient algorithms for such tasks is the randomized algorithm, which proceeds by computing a projection XA with a random projection matrix A of much smaller size, and then computing the orthonormal basis as well as low-rank factorizations of the tall matrix XA. While a random matrix A is the de facto choice, in this work, we improve upon its performance by utilizing a learning approach to find an adaptive projection matrix A from a set …