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 low-rank approximation


Is Input Sparsity Time Possible for Kernel Low-Rank Approximation?

Neural Information Processing Systems

Low-rank approximation is a common tool used to accelerate kernel methods: the $n \times n$ kernel matrix $K$ is approximated via a rank-$k$ matrix $\tilde K$ which can be stored in much less space and processed more quickly. In this work we study the limits of computationally efficient low-rank kernel approximation. We show that for a broad class of kernels, including the popular Gaussian and polynomial kernels, computing a relative error $k$-rank approximation to $K$ is at least as difficult as multiplying the input data matrix $A \in R^{n \times d}$ by an arbitrary matrix $C \in R^{d \times k}$. Barring a breakthrough in fast matrix multiplication, when $k$ is not too large, this requires $\Omega(nnz(A)k)$ time where $nnz(A)$ is the number of non-zeros in $A$. This lower bound matches, in many parameter regimes, recent work on subquadratic time algorithms for low-rank approximation of general kernels [MM16,MW17], demonstrating that these algorithms are unlikely to be significantly improved, in particular to $O(nnz(A))$ input sparsity runtimes. At the same time there is hope: we show for the first time that $O(nnz(A))$ time approximation is possible for general radial basis function kernels (e.g., the Gaussian kernel) for the closely related problem of low-rank approximation of the kernelized dataset.


Low-Rank Compression of Pretrained Models via Randomized Subspace Iteration

Pourkamali-Anaraki, Farhad

arXiv.org Machine Learning

The massive scale of pretrained models has made efficient compression essential for practical deployment. Low-rank decomposition based on the singular value decomposition (SVD) provides a principled approach for model reduction, but its exact computation is expensive for large weight matrices. Randomized alternatives such as randomized SVD (RSVD) improve efficiency, yet they can suffer from poor approximation quality when the singular value spectrum decays slowly, a regime commonly observed in modern pretrained models. In this work, we address this limitation from both theoretical and empirical perspectives. First, we establish a connection between low-rank approximation error and predictive performance by analyzing softmax perturbations, showing that deviations in class probabilities are controlled by the spectral error of the compressed weights. Second, we demonstrate that RSVD is inadequate, and we propose randomized subspace iteration (RSI) as a more effective alternative. By incorporating multiple power iterations, RSI improves spectral separation and provides a controllable mechanism for enhancing approximation quality. We evaluate our approach on both convolutional networks and transformer-based architectures. Our results show that RSI achieves near-optimal approximation quality while outperforming RSVD in predictive accuracy under aggressive compression, enabling efficient model compression.