Date of Award
2022
Document Type
Masters Thesis
Degree Name
M.S.
Organizational Unit
Daniel Felix Ritchie School of Engineering and Computer Science, Electrical and Computer Engineering
First Advisor
Zhihui Zhu
Second Advisor
Margareta Stefanovic
Third Advisor
Rui Fan
Fourth Advisor
Mei Yin
Keywords
Electrical engineering
Abstract
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 of training data. We derive a closed-form formulation for the gradient of the training problem, enabling us to use efficient gradient-based algorithms. Experiments show that the learned dense matrix trained by eight different objective functions achieves better performance than a random one. We also extend this approach for learning structured projection matrix, such as the sketching matrix that performs as selecting a few number of representative columns from the input data. Our experiments on both synthetical and real data show that both learned dense and sketch projection matrices outperform the random ones in finding the approximate orthonormal basis and low-rank approximations. We conclude the thesis by discussing possible approaches for generalization analysis.
Publication Statement
Copyright is held by the author. User is responsible for all copyright compliance.
Rights Holder
Haiyan Yu
Provenance
Received from ProQuest
File Format
application/pdf
Language
en
File Size
52 pgs
Recommended Citation
Yu, Haiyan, "Learning Approach for Fast Approximate Matrix Factorizations" (2022). Electronic Theses and Dissertations. 2091.
https://digitalcommons.du.edu/etd/2091
Copyright date
2022
Discipline
Electrical engineering