Low-Rank Matrix Decomposition
Overview
Low-rank matrix decomposition approximates a matrix using a small set of latent factors, revealing shared structure and reducing storage or computation. Common approaches include singular value decomposition, matrix and tensor factorization, robust principal component analysis, and matrix completion, with rank chosen to balance simplicity and fidelity. Applications range from recovering missing or corrupted data to compressing language and vision models, where results are assessed with measures such as reconstruction error, perplexity, and downstream accuracy. A central challenge is that the best rank and factorization depend on the data and task: compact models can be faster and smaller, but approximation errors may compound and harm performance.
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