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When big data actually are low-rank, or entrywise approximation of certain function-generated matrices

3 Jul 2024arXiv:2407.03250archive 2025-07-28

Stanislav Budzinskiy

The article concerns low-rank approximation of matrices generated by sampling a smooth function of two m-dimensional variables. We identify several misconceptions surrounding a claim that, for a specific class of analytic functions, such n ×n matrices admit accurate entrywise approximation of rank that is independent of m and grows as log(n) -- colloquially known as ''big-data matrices are approximately low-rank''. We provide a theoretical explanation of the numerical results presented in support of this claim, describing three narrower classes of functions for which function-generated matrices can be approximated within an entrywise error of order ε with rank 𝒪(log(n) ε⁻² log(ε⁻¹)) that is independent of the dimension m: (i) functions of the inner product of the two variables, (ii) functions of the Euclidean distance between the variables, and (iii) shift-invariant positive-definite kernels. We extend our argument to tensor-train approximation of tensors generated with functions of the ''higher-order inner product'' of their multiple variables. We discuss our results in the context of low-rank approximation of (a) growing datasets and (b) attention in transformer neural networks.

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