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The singular value decomposition (SVD) allows to put a matrix as a product of three matrices: a matrix with the left singular vectors, a matrix with the positive-valued singular values and a matrix with the right singular vectors. There are two main approaches allowing to get the SVD result: the classical method and the randomized method. The analysis of the classical approach leads to accurate singular values. The randomized approach is especially used for high dimensional matrix and is based on the approximation accuracy without computing necessary all singular values. In this paper, the SVD computation is formalized as an optimization problem and a use of the gradient search algorithm. That results in a power method allowing to get all or the first largest singular values and their associated right vectors. In this iterative search, the accuracy on the singular values and the associated vector matrix depends on the user settings. Two applications of the SVD are the principal component analysis and the autoencoder used in the neural network models.

Given an integer or a non-negative integer solution $x$ to a system $Ax = b$, where the number of non-zero components of $x$ is at most $n$. This paper addresses the following question: How closely can we approximate $b$ with $Ay$, where $y$ is an integer or non-negative integer solution constrained to have at most $k$ non-zero components with $k<n$? We establish upper and lower bounds for this question in general. In specific cases, these bounds match. The key finding is that the quality of the approximation increases exponentially as $k$ goes to $n$.

We study the asymptotic discrepancy of $m \times m$ matrices $A_1,\ldots,A_n$ belonging to the Gaussian orthogonal ensemble, which is a class of random symmetric matrices with independent normally distributed entries. In the setting $m^2 = o(n)$, our results show that there exists a signing $x \in \{\pm1\}^n$ such that the spectral norm of $\sum_{i=1}^n x_iA_i$ is $\Theta(\sqrt{nm}4^{-(1 + o(1))n/m^2})$ with high probability. This is best possible and settles a recent conjecture by Kunisky and Zhang.

The class of type-two basic feasible functionals ($\mathtt{BFF}_2$) is the analogue of $\mathtt{FP}$ (polynomial time functions) for type-2 functionals, that is, functionals that can take (first-order) functions as arguments. $\mathtt{BFF}_2$ can be defined through Oracle Turing machines with running time bounded by second-order polynomials. On the other hand, higher-order term rewriting provides an elegant formalism for expressing higher-order computation. We address the problem of characterizing $\mathtt{BFF}_2$ by higher-order term rewriting. Various kinds of interpretations for first-order term rewriting have been introduced in the literature for proving termination and characterizing first-order complexity classes. In this paper, we consider a recently introduced notion of cost-size interpretations for higher-order term rewriting and see second order rewriting as ways of computing type-2 functionals. We then prove that the class of functionals represented by higher-order terms admitting polynomially bounded cost-size interpretations exactly corresponds to $\mathtt{BFF}_2$.

In this paper, we study the problem of recovering a ground truth high dimensional piecewise linear curve $C^*(t):[0, 1]\to\mathbb{R}^d$ from a high noise Gaussian point cloud with covariance $\sigma^2I$ centered around the curve. We establish that the sample complexity of recovering $C^*$ from data scales with order at least $\sigma^6$. We then show that recovery of a piecewise linear curve from the third moment is locally well-posed, and hence $O(\sigma^6)$ samples is also sufficient for recovery. We propose methods to recover a curve from data based on a fitting to the third moment tensor with a careful initialization strategy and conduct some numerical experiments verifying the ability of our methods to recover curves. All code for our numerical experiments is publicly available on GitHub.

For an infinite class of finite graphs of unbounded size, we define a limit object, to be called a $\textit{wide limit}$, relative to some computationally restricted class of functions. The limit object is a first order Boolean-valued structure. The first order properties of the wide limit then reflect how a computationally restricted viewer "sees" a generic member of the class. The construction uses arithmetic forcing with random variables [Kraj\'i\v{c}ek, Forcing with random variables and proof complexity 2011]. We give sufficient conditions for universal and existential sentences to be valid in the limit, provide several examples, and prove that such a limit object can then be expanded to a model of weak arithmetic. To illustrate the concept we give an example in which the wide limit relates to total NP search problems. In particular, we take the wide limit of all maps from $\{0,\dots,k-1\}$ to $\{0,\dots,\lfloor k/2\rfloor-1\}$ to obtain a model of $\forall \text{PV}_1(f)$ where the problem $\textbf{RetractionWeakPigeon}$ is total but $\textbf{WeakPigeon}$, the complete problem for $\textbf{PWPP}$, is not. Thus, we obtain a new proof of this unprovability and show it implies that $\textbf{WeakPigeon}$ is not many-one reducible to $\textbf{RetractionWeakPigeon}$ in the oracle setting.

A property of a recurrent neural network (RNN) is called \emph{extensional} if, loosely speaking, it is a property of the function computed by the RNN rather than a property of the RNN algorithm. Many properties of interest in RNNs are extensional, for example, robustness against small changes of input or good clustering of inputs. Given an RNN, it is natural to ask whether it has such a property. We give a negative answer to the general question about testing extensional properties of RNNs. Namely, we prove a version of Rice's theorem for RNNs: any nontrivial extensional property of RNNs is undecidable.

We derive a concentration bound of the type `for all $n \geq n_0$ for some $n_0$' for TD(0) with linear function approximation. We work with online TD learning with samples from a single sample path of the underlying Markov chain. This makes our analysis significantly different from offline TD learning or TD learning with access to independent samples from the stationary distribution of the Markov chain. We treat TD(0) as a contractive stochastic approximation algorithm, with both martingale and Markov noises. Markov noise is handled using the Poisson equation and the lack of almost sure guarantees on boundedness of iterates is handled using the concept of relaxed concentration inequalities.

We study the average-case version of the Orthogonal Vectors problem, in which one is given as input $n$ vectors from $\{0,1\}^d$ which are chosen randomly so that each coordinate is $1$ independently with probability $p$. Kane and Williams [ITCS 2019] showed how to solve this problem in time $O(n^{2 - \delta_p})$ for a constant $\delta_p > 0$ that depends only on $p$. However, it was previously unclear how to solve the problem faster in the hardest parameter regime where $p$ may depend on $d$. The best prior algorithm was the best worst-case algorithm by Abboud, Williams and Yu [SODA 2014], which in dimension $d = c \cdot \log n$, solves the problem in time $n^{2 - \Omega(1/\log c)}$. In this paper, we give a new algorithm which improves this to $n^{2 - \Omega(\log\log c /\log c)}$ in the average case for any parameter $p$. As in the prior work, our algorithm uses the polynomial method. We make use of a very simple polynomial over the reals, and use a new method to analyze its performance based on computing how its value degrades as the input vectors get farther from orthogonal. To demonstrate the generality of our approach, we also solve the average-case version of the closest pair problem in the same running time.

The problem of recovering a signal $\boldsymbol x\in \mathbb{R}^n$ from a quadratic system $\{y_i=\boldsymbol x^\top\boldsymbol A_i\boldsymbol x,\ i=1,\ldots,m\}$ with full-rank matrices $\boldsymbol A_i$ frequently arises in applications such as unassigned distance geometry and sub-wavelength imaging. With i.i.d. standard Gaussian matrices $\boldsymbol A_i$, this paper addresses the high-dimensional case where $m\ll n$ by incorporating prior knowledge of $\boldsymbol x$. First, we consider a $k$-sparse $\boldsymbol x$ and introduce the thresholded Wirtinger flow (TWF) algorithm that does not require the sparsity level $k$. TWF comprises two steps: the spectral initialization that identifies a point sufficiently close to $\boldsymbol x$ (up to a sign flip) when $m=O(k^2\log n)$, and the thresholded gradient descent which, when provided a good initialization, produces a sequence linearly converging to $\boldsymbol x$ with $m=O(k\log n)$ measurements. Second, we explore the generative prior, assuming that $x$ lies in the range of an $L$-Lipschitz continuous generative model with $k$-dimensional inputs in an $\ell_2$-ball of radius $r$. With an estimate correlated with the signal, we develop the projected gradient descent (PGD) algorithm that also comprises two steps: the projected power method that provides an initial vector with $O\big(\sqrt{\frac{k \log L}{m}}\big)$ $\ell_2$-error given $m=O(k\log(Lnr))$ measurements, and the projected gradient descent that refines the $\ell_2$-error to $O(\delta)$ at a geometric rate when $m=O(k\log\frac{Lrn}{\delta^2})$. Experimental results corroborate our theoretical findings and show that: (i) our approach for the sparse case notably outperforms the existing provable algorithm sparse power factorization; (ii) leveraging the generative prior allows for precise image recovery in the MNIST dataset from a small number of quadratic measurements.