Low-rank approximation techniques

MATH-403 / 5 credits

Teacher:

Language: English

Remark: pas donné en 2023-24

Summary

-

Content

  • Theoretical background of low-rank matrix approximation
  • Classical algorithms for low-rank approximation
  • Randomized low-rank approximation
  • Low-rank approximation by deterministic column/row selection
  • Low-rank approximation by randomized sampling
  • Basic introduction to tensors
  • Tensor rank, CP, Tucker, and TT decompositions of tensors
  • Alternating least-squares algorithms
  • Optional: Riemannian optimization on low-rank matrix and tensor manifolds
  • Optional: Dynamical low-rank approximation
  • Applications of low-rank approximation in data analysis, model and dimensionality reduction

 

Resources

Moodle Link

In the programs

  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional
  • Semester: Fall
  • Exam form: Oral (winter session)
  • Subject examined: Low-rank approximation techniques
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Type: optional

Reference week

Related courses

Results from graphsearch.epfl.ch.