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low-rank approximation

nounAlso: low-rank factorization, low-rank decomposition, truncated SVD

In plain wordsReplacing a big grid of numbers with a slimmer one that keeps most of the same information, the way a few pencil strokes can capture a face. It saves memory and computation.

  1. The approximation of a matrixmatrix, n.: A rectangular grid of numbers arranged in rows and columns. Most of what a neural network has learned is stored in large grids like this. by one of lower rankrank, n.: The number of truly independent directions a grid of numbers contains. A low-rank grid can be rebuilt exactly from a few simple building blocks, however large it looks., usually stored as a product of two thin matrices, A ≈ BC with B of size m × r and C of size r × n, so that storage and multiplication cost grow with r(m + n) instead of mn. By the Eckart–Young–Mirsky theorem, keeping the r largest terms of the singular value decompositionsingular value decomposition, n.: A way of rewriting any grid of numbers as three simple moves in turn — turn, stretch along perpendicular axes, turn again — which reveals the directions that matter most in the data. gives the best rank-r approximation in both the Frobenius and spectral normsnorm, n.: A way of measuring the size, or length, of a list of numbers — for example the straight-line distance from the origin to the point the list describes.. The idea recurs across machine learning: principal component analysisprincipal component analysis, n.: A technique that finds the few directions in which data vary the most and describes each item by its position along them, compressing many measurements into a handful of summary scores. and latent semantic analysislatent semantic analysis, n.: An early technique for capturing word meaning by counting which words appear in which documents, then compressing those counts so that words used in similar contexts end up close together. keep a few dominant directions; matrix factorizationmatrix factorization, n.: Breaking a big table of numbers, such as which users liked which films, into two smaller tables of hidden traits, so missing entries can be filled in by multiplying them back together. drives recommender systemsrecommender system, n.: Software that guesses which songs, products, posts or jobs you are most likely to want and shows those first, as when a video app lines up the next clip or a shop suggests an add-on.; low-rank adaptationlow-rank adaptation, n.: A cheap way to customize a big AI model: instead of changing all its billions of numbers, you train a small add-on of a few million numbers that slightly adjusts how it behaves. fine-tunes a model by learning a low-rank update to frozen weights; multi-head latent attentionmulti-head latent attention, n.: An attention design from the Chinese lab DeepSeek that compresses the stored information about earlier words into a much smaller summary, so long conversations need far less memory. caches a compressed low-rank form of keys and values; and model compressionmodel compression, n.: The family of techniques for making AI models smaller, faster or cheaper to run while keeping almost all of their accuracy. factors weight matrices directly. It works because learned weights and their updates often have rapidly decaying spectra.

    A rank-16 approximation of the layer kept nearly all its accuracy at a tenth of the parameters.

min⁡rank⁡(B)≤r∥A−B∥F=(∑i>rσi2)1/2\min_{\operatorname{rank}(B)\le r} \lVert A - B\rVert_F = \Big(\sum_{i>r}\sigma_i^{2}\Big)^{1/2}

Origin

Erhard Schmidt proved the optimal-approximation result for integral operators in 1907; Carl Eckart and Gale Young stated it for matrices in Psychometrika in 1936, motivated by factor analysis, and Leon Mirsky extended it to all unitarily invariant norms in 1960. Low-rank methods entered deep learning through model compression around 2013–2014 and, most visibly, LoRA (Edward Hu and colleagues, 2021).

Related

See also
  • singular value decompositionsingular value decomposition, n.: A way of rewriting any grid of numbers as three simple moves in turn — turn, stretch along perpendicular axes, turn again — which reveals the directions that matter most in the data.
  • rankrank, n.: The number of truly independent directions a grid of numbers contains. A low-rank grid can be rebuilt exactly from a few simple building blocks, however large it looks.
  • low-rank adaptationlow-rank adaptation, n.: A cheap way to customize a big AI model: instead of changing all its billions of numbers, you train a small add-on of a few million numbers that slightly adjusts how it behaves.
  • matrix factorizationmatrix factorization, n.: Breaking a big table of numbers, such as which users liked which films, into two smaller tables of hidden traits, so missing entries can be filled in by multiplying them back together.
  • principal component analysisprincipal component analysis, n.: A technique that finds the few directions in which data vary the most and describes each item by its position along them, compressing many measurements into a handful of summary scores.
  • model compressionmodel compression, n.: The family of techniques for making AI models smaller, faster or cheaper to run while keeping almost all of their accuracy.

Sources

  1. Eckart, C. & Young, G. (1936). The approximation of one matrix by another of lower rank. Psychometrika, 1(3).

Mentioned in

low-rank adaptationlow-rank adaptation, n.: A cheap way to customize a big AI model: instead of changing all its billions of numbers, you train a small add-on of a few million numbers that slightly adjusts how it behaves., matrixmatrix, n.: A rectangular grid of numbers arranged in rows and columns. Most of what a neural network has learned is stored in large grids like this., matrix factorizationmatrix factorization, n.: Breaking a big table of numbers, such as which users liked which films, into two smaller tables of hidden traits, so missing entries can be filled in by multiplying them back together., model compressionmodel compression, n.: The family of techniques for making AI models smaller, faster or cheaper to run while keeping almost all of their accuracy., principal component analysisprincipal component analysis, n.: A technique that finds the few directions in which data vary the most and describes each item by its position along them, compressing many measurements into a handful of summary scores., rankrank, n.: The number of truly independent directions a grid of numbers contains. A low-rank grid can be rebuilt exactly from a few simple building blocks, however large it looks., singular value decompositionsingular value decomposition, n.: A way of rewriting any grid of numbers as three simple moves in turn — turn, stretch along perpendicular axes, turn again — which reveals the directions that matter most in the data., multi-head latent attentionmulti-head latent attention, n.: An attention design from the Chinese lab DeepSeek that compresses the stored information about earlier words into a much smaller summary, so long conversations need far less memory.