Universal Factorization Problem

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19 papers

Latest in Universal Factorization Problem

Aug 6, 2026cs.LG

Do Tabular Foundation Models Agree with Themselves?

Tabular Foundation Models (TFMs) are currently the best approach to tabular prediction problems. They are constructed as transformers that approximate the Bayesian posterior predictive distribution based on a pre-training prior. These univariate predictors can be converted into multivariate ones autoregressively by sampling one target and adding it to the features. However, the faithfulness of the resulting joint has not been investigated. Furthermore, TFMs cannot be evaluated against the posterior itself, at least not on real-world datasets, because the ground-truth distribution is unknown. We therefore propose asking a different question: could a model's predictions result from any joint distribution? To answer this question, we pose two requirements that any such model must satisfy. The first is marginalization consistency, which demands that marginalized conditionals are equal to directly predicted marginals. The second is factorization consistency, which demands that different factorization orders result in equal joint distributions. Every TFM that we evaluate violates both of these requirements for both classification and regression across all datasets.
Christian Klötergens, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme +1
Aug 4, 2026cs.AI

Solver-Aware Decompositions for Programming-by-Example: When Dividing Requires Knowing how to Conquer

Decomposition-based Programming-by-example (PBE) scales performance by splitting tasks into subtasks that a learned synthesizer solves: a decomposer predicts intermediate subgoals, and a synthesizer generates programs conditioned on them. Current approaches train the decomposer to imitate ground-truth ( GT) subgoals, implicitly treating decomposition quality as intrinsic to the task. We challenge this assumption: for bounded solvers with fixed inductive biases, GT decompositions reflect the annotator's factorization choices - not the solver's search dynamics. A decomposer trained to match GT decompositions may therefore propose subgoals that are logically valid yet intractable for the solver. We propose Solver-Aware Decomposition (SAD), a training framework that retains supervised training on GT subgoals as a structural scaffold, while additionally optimizing the decomposer via direct feedback from a frozen synthesizer. Subgoals are rewarded based on the synthesizer's loss on the target program - a signal of subtask difficulty that encourages decompositions the solver can act on. Our experiments reveal an accuracy paradox: higher agreement with GT decompositions does not improve synthesis success - even though the synthesizer was trained on the very same GT data the decomposer is optimized to mimic. SAD instead learns decompositions that trade GT alignment for solver tractability, yielding consistent gains in synthesis and end-to-end task accuracy across two PBE domains. Moreover, SAD solves tasks that a GT decomposition oracle fails - empirical evidence that GT decompositions are not universally optimal for bounded solvers, and that decomposition quality is solver-relative, not intrinsic.
Janis Zenkner, Tobias Sesterhenn, Tim Grams +1
Jul 20, 2026cs.AI

Panache: One-Pass Motif Discovery at Every Window Length

Motif discovery, the search for recurring patterns within a time series, is a core primitive of exploratory data analysis. A pattern, however, is defined by its duration, which analysts rarely know in advance. To resolve this unknown duration, an interval of window lengths is defined, and the accepted method is to try every length in that interval. Existing pan matrix profile (PMP) methods compute one z-normalized matrix profile per length, so LL lengths cost LL quadratic self-joins over the same series. We introduce Panache, to our knowledge the first one-pass streaming algorithm for z-normalized PMP motif discovery. It replaces the repeated self-joins with a single scan whose runtime is near-linear in the series length. The key observation is that mean-centering a subsequence changes only its DC Fourier coefficient, so the non-DC spectrum of every z-normalized subsequence can be maintained online by sliding-DFT recurrences and running statistics. This spectral state is the key under which similar subsequences collide in an occupancy-controlled hash directory and, through Parseval's theorem, yields a lower bound that rejects most colliding pairs before any exact computation. Panache computes every data-dependent parameter itself, leaving only a resource budget to tune. At the default budget, it recovers all top-20 pan-motifs against exact fixed-exclusion ground truth on 17 UCR configurations, and is faster than every CPU and GPU baseline benchmarked in this paper. On Wafer at five million samples over 51 lengths, Panache completes one pass in 2.9 minutes and emits the exact motifs in 6.0 minutes, against 7.95 hours for the fastest exact CPU baseline and 38.3 minutes for SCAMP on an H100 GPU.
Tej Sanibh Ranade
Jul 16, 2026cs.LG

Learning in Infinitesimal Non-Compositional Sketches

This paper develops a categorical framework -- Learning in Infinitesimal Non-Compositional Sketches (LINCS) -- as the repair of non-compositionality: failures of diagrams to factor through quotient sketches lifted to the tangent category setting. Machine learning problems are specified as sketches: graphs with commutativity conditions D\mathcal D, limit cones L\mathcal L, and colimit cocones K\mathcal K, generalizing the usual scalarization of loss functions or vector space assumptions. Non-compositionality is defined purely as failure of a universal factorization problem, not as arithmetic error between the desired and actual predictions. Given a learning sketch S=(S,D,L,K)\mathbb S=(S,\mathcal D,\mathcal L,\mathcal K), whose underlying graph is SS, and a model D:JCD:J \rightarrow C, the base defect is the obstruction to factorization \mboxObs(\mboxFactS(D))\mbox{Obs}(\mbox{Fact}_{\mathbb S}(D)). The tangent lift applies the tangent functor TT to obtain TD:JCTD:J \rightarrow C, and LINCS is defined as the obstruction \mboxObs(\mboxFactS(TD))\mbox{Obs}(\mbox{Fact}_{\mathbb S}(TD)) -- asking whether infinitesimal perturbations preserve the compositionality constraints.The paper also introduces Tangent Learning Sketches, which are sketches equipped with Cockett-Cruttwell tangent structure. The paper defines the INC endofunctor, which iterates the tangent lift, producing a tower D,TD,T2D,D,TD,T^2D, \cdots of factorization problems. ML is thereby formulated as the search for a coalgebraic fixed point where successive tangent unfoldings stabilize (νT\mboxINCνT_{\mbox{INC}}). Using the Aczel--Mendler theorem, we prove existence of a final INC coalgebra whenever T\mboxINCT_{\mbox{INC}} admits a set-based class realization that creates its final carrier. A detailed experimental evaluation of LINCS is underway in a number of concrete ML settings, including deep learning, large language models, and reinforcement learning, and is described in companion papers.
Sridhar Mahadevan
Jul 13, 2026cs.RO

WarpMPC: Large-Batch MPC on GPU via ADMM with Unrolled LDL^\top Factorization

This paper introduces numerical optimizations for maximizing throughput on GPU when solving large batches (10,000 to over 100,000) of sequential quadratic programming (SQP) iterations, where all problems have the same structure. The optimizations are implemented in a toolbox WarpMPC for model-predictive control (MPC) in JAX and Warp. Based on the insight that all MPC problem instances in a batch share the same sparsity in time, cost, and constraints, we propose unrolling sparse linear factorizations and solves, which dominate alternating direction method of multipliers (ADMM) solver runtime. We avoid memory access bottlenecks and wasting computations via optimized memory layout, padding-reducing segmentation of the unrolled factorization, and dependency level scheduled backsolves, additionally accelerating sensitivity computation. We achieve throughputs of 8,000 to 250,000 SQP iterations per second on nonlinear cartpole, quadrotor, and humanoid robot benchmarks, outperforming baselines by 3×\times to 25×\times. We illustrate practical usefulness by synthesizing a dataset and training a neural network approximation of an MPC in under 4 minutes that stabilizes a nano quadrotor in hardware experiments.
Henrik Hose, Se Hwan Jeon, Charles Khazoom +2
Jul 3, 2026cs.DB

Scalable Maximal Frequent Episode Mining with Desbordante

Episode mining aims to extract subsequences of events that possess certain distinctive properties and constitute facts valuable to the user. Maximal frequent episode mining concentrates on discovery of frequently-appearing subsequences, which are not included into any other larger frequent subsequence. The state-of-the-art for this problem is the MaxFEM algorithm which enumerates possible subsequences, while applying various pruning techniques to accelerate the search. However, this is a computationally-intensive problem: reducing the minimum number of required subsequence occurrences or increasing the length of the subsequence both substantially raise running time, which limits practical use of MaxFEM. In this paper we describe our efforts in designing a high-performing algorithm for this problem. For this we: 1) develop an efficient C++ implementation of MaxFEM, and 2) devise an efficient technique to parallelizing it. As the result, we propose an improved parallel MaxFEM variant, which we call ParMaxFEM. Additionally, we integrate the improved algorithm into Desbordante - a high-performance, open-source data profiler with deep Python integration that treats patterns as first-class entities and allows users to develop their custom programs that can include discovery and validation of patterns. To evaluate our approach we compare both C++ implementations with the original SPMF implementation. Experiments demonstrated that our reimplemented version provides up to 8×8\times speedup over the SPMF baseline, while our parallelization technique provides up to 35×35\times improvement overall (on 8 cores).
Maxim Ivanov, Matvei Smirnov, Alisa Strazdina +1
Jul 3, 2026cs.CV

RePos: Relative-to-Absolute Output Factorization for Cross-Environment WiFi-Based 3D Human Pose Estimation

Device-free 3D human pose estimation using commodity WiFi Channel State Information (CSI) enables privacy-preserving and illumination-robust human sensing, but its deployment is limited by poor cross-environment generalization. Unlike images, CSI measurements do not have a spatially localized correspondence to body parts and are heavily affected by multipath propagation, causing models that regress absolute poses to entangle body structure with environment-specific location cues. Within a single environment this coupling is benign: an end-to-end absolute-pose variant, RePos-D, already achieves state-of-the-art accuracy on Person-in-WiFi-3D (86.9 mm MPJPE, a 3.4% gain over the previous best WiFi method, DT-Pose). Across environments, however, the same model overfits position and suffers significant performance degradation. We therefore propose RePos, a factorized framework that separates root-relative pose estimation from root localization. By preventing absolute-pose supervision from affecting the structure branch, RePos learns environment-invariant pose representations. Specifically, it groups CSI features into body-part-aware latent tokens that skeleton-guided modeling refines into the pose, while a separate amplitude-based network estimates the root position through a differentiable spatial-decomposition module. Under the strict MM-Fi cross-environment protocol, RePos achieves MPJPEs of 254.4-296.1 mm, a 10-21% reduction over existing WiFi-based methods. The improvement remains consistent across activity protocols, leave-one-environment-out splits, and leakage-free few-shot transfer. Analysis of the learned features shows that relative-pose representations remain largely position-agnostic, while root localization retains environment dependence, indicating distinct generalization behavior for structure and localization.
Zhangcheng Hou, Tomoaki Ohtsuki
Jun 30, 2026math.OC

Direction-Magnitude Decomposition for Low-Rank Matrix Optimization: Faster Convergence and Saddle-to-saddle Dynamics

Low-rank matrix optimization is often carried out via the Burer-Monteiro (BM) formulation, but choosing the factorization rank rr is delicate and can substantially slow optimization. We propose a unified framework, termed direction-magnitude decomposition (DMD), that decomposes the optimization variable to improve optimization efficiency even when the target rank is unknown. We develop two DMD-based approaches and establish their theoretical advantages on the canonical problem of matrix factorization. The first, overparameterized DMD, uses a rank rr larger than necessary and enjoys faster convergence as rr increases. The second, recursive DMD, is motivated by the incremental eigenpair learning, or saddle-to-saddle, behavior of overparameterized DMD. It achieves lower memory and computational costs, complementing overparameterized DMD. Both approaches are exponentially faster than gradient descent applied to the BM formulation. Numerical experiments on matrix factorization, sensing, and completion corroborate our theoretical findings and demonstrate the practical effectiveness of DMD.
Yudong Wei, Liang Zhang, Bingcong Li +1
Jun 25, 2026cs.LG

Revisiting Action Factorization for Complex Action Spaces

Many real-world control problems involve hybrid discrete-continuous action spaces. For example, steering and signaling in autonomous driving, and aiming and firing in robotics or video-games. Despite real-world hybrid factorization and reinforcement learning framework support for complex action spaces (e.g., Gymnasium, PettingZoo, TorchRL, SeedRL, Mujoco, etc), the default environments within those frameworks often implement uniform action space configurations (LunarLander, Walker2D, Cheetah, SMAC, SUMO, Ant, Atari). Landmark hybrid-action benchmarks (RoboCup 2D HFO, SC2LE, Platform, CARLA, etc) are mostly heavyweight or archival implementations originating from papers which test one or a small number of competing factorization methods on one kind of control. This article provides a cross-sectional study of factorization methods [independent networks, shared encoder, VDN, QPLEX, Joint, Auto-Regressive] on each of three families of algorithms [PPO, SAC, DQN] across three action spaces [discretized, hybrid, continuous] over four lightweight environments [Platform, hybrid-LunarLander, Hybrid-Shoot, CoopPush]. Accounting for some invalid pairings such as joint-continuous, we are left with 220 configurations to analyze each method. We provide two new C++ parallel gymnasium and petting-zoo compliant environments [CoopPush, Hybrid-Shoot] to isolate particular challenges such as state-dependent inter-action dependence. Finally, we introduce VDN-PPO and PPO-MIX which use a branching critic to assign credit to multi-headed PPO. These variants out-perform all other tested PPO factorizations. Our results suggest that branching dueling architectures balance compute and performance most effectively, with Auto-Regressive actions reaching the highest performance overall and native continuous SAC outperforming discrete and hybrid algorithms, albiet both at increased computational cost.
Timothy Flavin, Sandip Sen
Jun 3, 2026cs.LG

In-Context Graphical Inference

Marginal inference in discrete graphical models forces a choice between exactness and scalability: exact algorithms are intractable for high-treewidth graphs, while iterative approximations (Belief Propagation, variational methods) sacrifice convergence guarantees on frustrated topologies. We argue that this dichotomy stems from a mismatched inductive bias: iterative methods abandon the sequential elimination structure that makes exact inference correct. We introduce In-Context Graphical Inference (ICG-I), an autoregressive Graph Transformer that restores this structure by mimicking Variable Elimination with learned, Tensor- Train-compressed intermediate factors, paired with a Dirichlet output layer and Weighted Conformal Prediction for calibrated, distribution-free coverage guarantees under topological shift. We prove that TT compression errors propagate at most lincarly through the autoregressive chain, that the Dirichlet-Multinomial loss is a proper scoring rule, and that WCP maintains coverage with a quantifiable degradation under estimated density ratios. We conducted intensive experiments to evaluate ICG-I and achieved state-of-the-art performance across all benchmarks. ICG-I reduces MAE from 0.041 (best baseline) to 0.020 on standard instances and achieves 0.048 on N=500 frustrated spin glasses where BP diverges entirely.
Zehua Cheng, Wei Dai, Jiahao Sun
Jun 1, 2026cs.RO

World-Task Factorization for Robot Learning

Robot learning must produce policies that generalize to new combinations of constraints, teammates, and environments. To achieve this, we must structurally factor the policy, which is a choice that dictates what generalizes, what requires retraining, and what remains entangled. Existing methods span a wide spectrum, from expecting structure to emerge from data scaling, to hand-designing it via hierarchies, skill libraries or learned specializations. In this paper, we study what we argue is the most fundamental factorization in robotics: separating the world from the task. We investigate the conditions under which this factorization is principled. World factors are properties of the embodied system and the environment; they exist independently of intent. Task factors are defined by the task's logic over what the world admits. We formalize this asymmetry through Bayesian model evidence: it aligns with the data-generating process, maintains high likelihood through an analytical world model, and reduces the Occam razor's penalty on task parameters. We instantiate this factorization by pairing AICON, a differentiable graph of recursive estimators and interconnections that is compositional, operates without task-specific data, and propagates cost gradients to actuators, with a compact, learned policy that modulates gradient paths. Gradients serve as the interface between the two factors: they carry world structure through the graph and task structure through costs, enabling low-dimensional learning while preserving structural generalization. We test the world/task factorization across three problems that encompass heterogeneous robots, environments, task logic and sensorimotor modalities. Our framework outperforms end-to-end baselines and analytical heuristics in all settings, generalizes zero-shot to out-of-distribution configurations, and transfers to real hardware without retraining.
Eduardo Sebastián, Adrian Pfisterer, Vito Mengers +2
Jun 1, 2026cs.CV

Beyond Low-Rank: Low-Rank Sparse Prompting via Spiking Neural Network and Prompt Factorization

Visual Prompting (VP) has emerged as an efficient paradigm for adapting large-scale pre-trained vision models to downstream tasks by incorporating learnable prompts at the input level. However, existing VP methods typically employ dense pixel-level prompts, which often suffer from redundant perturbations, limited generalization and energy inefficiency. To overcome these limitations, we propose to integrate brain-inspired spiking learning into visual prompt learning tasks. As we know that spiking neuron can perform inexpensive information processing by transmitting the input data into discrete spike trains and return sparse outputs. Inspired by this, we propose \textbf{Lo}w-\textbf{R}ank visual \textbf{S}pike \textbf{P}rompting (LoRSP), a novel framework that learns dynamic low-rank sparse visual prompts naturally via a Spiking neuron learning mechanism. The core idea of LoRSP is to exploit the brain-inspired sparse firing mechanism of spiking neurons to generate pixel-level sparse prompt for each instance. To be specific, we first construct a series of prompt factors via low-rank factorization to capture distinct prompt subspaces. These prompt factors are then fed into an SNN architecture, which performs the integrate-and-fire process to emit spikes. As a result, our LoRSP generates a \emph{sparse} visual prompt while maintaining the low-rank constraint. This design enables instance-specific selective prompting, leading to more compact and robust adaptation across diverse downstream tasks. Extensive experiments on five heterogeneous vision backbones and multiple benchmarks demonstrate that LoRSP achieves competitive performance while requiring fewer tunable parameters compared to existing VP methods.
Yumiao Zhao, Bo Jiang, Beibei Wang +3
May 18, 2026cs.LG

Beyond Square Roots: Explicit Memory-Efficient Factorization for Multi-Epoch Private Learning

Correlated-noise mechanisms are among the most promising approaches for improving the utility of differentially private model training, but rigorous guarantees require explicit, analyzable factorizations, and practical deployment requires memory efficiency. Recent works have developed banded inverse factorizations, which address both requirements by exploiting a banded structure in the correlation matrix. The bandwidth controls the size of the noise buffer used to correlate noise across iterations, and thus governs the tradeoff between utility and memory cost. Existing factorizations highlight this tradeoff: DP-λλCGD achieves high memory efficiency by using only a one-step noise buffer, but this limits its utility gains, while the banded inverse square root (BISR) factorization exploits larger correlation windows and is asymptotically optimal for large bandwidths but performs poorly at low bandwidths. We propose γγ-BIFR, a unified generalization of both factorizations. In the low-memory, low-bandwidth regime, γγ-BIFR significantly improves RMSE, amplified RMSE, and private training performance, while yielding tighter theoretical guarantees for multi-participation error in multi-epoch training.
Nikita P. Kalinin, Aki Rehn, Joel Daniel Andersson +2
May 14, 2026cs.CL

Factorization-Error-Free Discrete Diffusion Language Model via Speculative Decoding

Discrete diffusion language models improve generation efficiency through parallel token prediction, but standard X0X_0 prediction methods introduce factorization errors by approximating the clean token posterior with independent token-wise distributions. This paper proposes Factorization-Error-Free Discrete Diffusion Language Modeling (FeF-DLLM), which replaces independent clean-token prediction with an exact prefix-conditioned factorization of the clean posterior to better preserve token dependencies. To reduce the sequential cost introduced by prefix conditioning, FeF-DLLM further incorporates speculative decoding within diffusion denoising, accelerating inference while maintaining the parallel prediction and re-masking properties of DLLMs. Theoretically, we prove that FeF-DLLM generates from the true joint distribution and derive its expected acceleration ratio. Experiments on GSM8K, MATH, HumanEval, and MBPP demonstrate that our method improves accuracy by an average of 5.04 percentage points while achieving an average inference speedup of 3.86×3.86\times.
Xun Fang, Yunchen Li, Hang Yuan +1
May 8, 2026cs.LG

Arrow: A Foundation Model for Causal Discovery

We introduce Arrow, a foundation model for zero-shot causal discovery on observational tabular data. Arrow factorizes a directed acyclic graph into an undirected skeleton and a topological order, guaranteeing acyclicity by construction. Given a new dataset, it uses a transformer-based architecture to contextualize variables within and across observations, then predicts skeleton edge probabilities and node order scores that together define a graph. Arrow is trained in a supervised fashion on synthetic datasets with ground-truth graphs, using an end-to-end differentiable directed edge composite likelihood induced by the skeleton-order factorization. The training distribution spans diverse graph families, functional forms, noise models, and dataset shapes. Across in- and out-of-distribution synthetic, semi-synthetic, and real datasets, Arrow matches or outperforms existing causal discovery methods at substantially lower inference cost than competitive alternatives. Our results demonstrate that large-scale pretraining on diverse synthetic data can yield zero-shot causal discovery models that are fast, accurate, and reusable on new datasets.
Ryan Thompson, He Zhao, Daniel M. Steinberg +1
May 7, 2026cs.LG

Beyond Factor Aggregation: Gauge-Aware Low-Rank Server Representations for Federated LoRA

Federated LoRA enables parameter-efficient adaptation of large language models under decentralized data and limited client resources.However, directly averaging LoRA factors is representation-dependent: the same intrinsic update admits infinitely many gauge-equivalent factorizations, so factor-level aggregation can change under arbitrary coordinate choices while the underlying update remains unchanged. This reveals a semantic mismatch in existing federated LoRA aggregation rules. We propose \textbf{GLoRA}, a gauge-aware server representation for federated LoRA.Instead of aggregating raw factors, GLoRA estimates a consensus update subspace from client projectors and aggregates client updates in shared reference coordinates, thereby representing semantic update aggregation entirely in low-rank form. To support heterogeneous client capacities, GLoRA further provides a rank-compatible readout that instantiates adapters of different ranks from the same server state without dense update reconstruction. Experiments on GLUE and SuperNI show that GLoRA consistently outperforms federated LoRA baselines under data, resource, and task heterogeneity, including heterogeneous client ranks, sparse participation, larger backbones, and unseen-task evaluation. GLoRA also achieves a favorable efficiency--performance trade-off, suggesting that effective federated LoRA requires not merely averaging low-rank factors, but defining a semantically meaningful server-side representation for aggregation.
Jinqian Chen, Chang Liu, Jihua Zhu
May 6, 2026stat.ML

Permutation-preserving Functions and Neural Vecchia Covariance Kernels

We introduce a novel framework for constructing scalable and flexible covariance kernels for Gaussian processes (GPs) by directly learning the covariance structure under a regression-type parameterization induced by Vecchia approximations, using deep neural architectures. Specifically, we model kriging coefficients and conditional standard deviations, deterministic quantities that uniquely characterize the covariance, providing stable and informative learning targets. Exploiting the permutation-equivariant structure of conditioning sets in the Vecchia factorization, we derive a universal representation for permutation-preserving functions and design neural architectures that respect this symmetry, leading to improved training stability and data efficiency. The proposed approach enables expressive, non-stationary kernel learning while maintaining computational scalability, thereby bridging classical GP methodology with modern deep learning.
Jian Cao, Nian Liu, Ying Lin
Apr 27, 2026cs.LG

Staged Factorial Screening for Budget-Constrained Micro-Pretraining

Budget-constrained micro-pretraining often requires triaging many candidate recipes on a shared accelerator before larger search budgets are spent. We study whether a staged fractional-factorial workflow can recover stable early effect structure in this setting. On a fixed autoresearch-derived single-GPU training loop, we run 613 experiments across pilot and follow-up screens at 2, 5, and 10 minutes; full 16-condition seeded reruns at 5 and 10 minutes; targeted seeded anchor checks; same-host greedy and matched-cost random baselines; a 60-minute bridge package; and bounded Windows A100 and Linux L40S anchor continuations through 24 hours. Main penalties from total batch, depth, and width are largest at short budgets and relax as budget increases. Within the predeclared seeded full-screen families, D, A, B, and C retain non-zero estimates at 5 and 10 minutes after within-budget Benjamini-Hochberg correction, while E does not. Random search can reach strong incumbents in this 32-condition space, but repeatedly in the same low-penalty region and without factor attribution. The 60-minute bridge anchor has the lowest mean, although that package does not separate workflow refinement from the larger bridge model's capacity advantage. In bounded 12-hour and 24-hour three-anchor continuations on both hosts, the bridge has the lowest sample mean while the non-bridge ordering stays host-sensitive. We therefore present a bounded methods result: use short designed screens to identify high-penalty directions, confirm promising anchors under repeated runs, and refine locally inside the reduced space. The evidence supports a bridge-centered recommendation through 24 hours on two hosts, not hardware-invariant ranking or general hyperparameter-optimization superiority.
Felipe Chavarro Polania
Sep 27, 2024math.NA

Probabilistic Analysis of Least Squares, Orthogonal Projection, and QR Factorization Algorithms Subject to Gaussian Noise

We consider the effect of Gaussian perturbations on least-squares residuals, orthogonal projections, and QR-type algorithms. The problem that motivated our investigations is as follows: suppose that a full column-rank matrix BRm×nB\in\mathbb{R}^{m\times n} has already been computed, and suppose that a new normalized column q=(x+y)/x+y2q=(x+y)/\|x+y\|_2 is to be appended to BB, where xspan(B)x\perp\operatorname{span}(B) is the ideal orthogonal component and yy represents the orthogonalization error. How large can the condition number κ([B,q])κ([B,q]) of the resulting matrix [B,q][B,q] become? While we provide a Weyl-type bound on the singular values of [B,q][B,q], in terms of the extremal singular values of BB and the quantity BTy2/x+y2\|B^T y\|_2/\|x+y\|_2, we also derive exact probability laws for norms and projection residuals under Gaussian perturbations. Finally, we use these probability laws to derive probabilistic condition-number bounds for QR-type processes with imperfect orthogonalization and exact normalization.
Ali Lotfi, Julien Langou, Mohammad Meysami