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arXiv 2401.09703math.NAcs.NA
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面向稀疏矩阵表示学习的快速更新截断SVD

Fast Updating Truncated SVD for Representation Learning with Sparse Matrices

Haoran Deng, Yang Yang, Jiahe Li, Cheng Chen, Weihao Jiang, Shiliang Pu

AI总结:

针对动态稀疏矩阵的截断SVD更新效率问题,提出利用稀疏正交化和扩展分解独立存储投影的方法,实现一个数量级加速且精度相当。

摘要:

更新截断奇异值分解(SVD)在表示学习中至关重要,尤其是在处理实际场景中不断演化的大规模数据矩阵时。使基于SVD的模型与快速更新保持同步变得越来越重要。现有更新截断SVD的方法采用Rayleigh-Ritz投影过程,其中投影矩阵基于原始奇异向量进行增广。然而,由于更新矩阵的致密化以及对所有奇异向量应用投影,这些方法存在效率低下的问题。为克服这些局限,我们提出一种新方法,用于动态近似稀疏且随时间演化矩阵的截断SVD。该方法在增广矩阵的正交化过程中利用稀疏性,并采用扩展分解,将投影独立存储在奇异向量的列空间中。数值实验表明,与以往方法相比,效率显著提升了一个数量级。值得注意的是,这一提升是在保持与现有方法相当精度的同时实现的。

英文摘要:

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced updates becomes increasingly important. Existing methods for updating truncated SVDs employ Rayleigh-Ritz projection procedures, where projection matrices are augmented based on original singular vectors. However, these methods suffer from inefficiency due to the densification of the update matrix and the application of the projection to all singular vectors. To address these limitations, we introduce a novel method for dynamically approximating the truncated SVD of a sparse and temporally evolving matrix. Our approach leverages sparsity in the orthogonalization process of augmented matrices and utilizes an extended decomposition to independently store projections in the column space of singular vectors. Numerical experiments demonstrate a remarkable efficiency improvement of an order of magnitude compared to previous methods. Remarkably, this improvement is achieved while maintaining a comparable precision to existing approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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