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We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain

The block coordinate descent (BCD) method is widely used for minimizing a continuous function f of several block variables. At each iteration of this method, a single block of variables is optimized, while the remaining variables are held…

Optimization and Control · Mathematics 2012-09-12 Meisam Razaviyayn , Mingyi Hong , Zhi-Quan Luo

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

Machine Learning · Statistics 2016-03-25 Qinqing Zheng , John Lafferty

In this paper we suggest a new algorithm for the computation of a best rank one approximation of tensors, called alternating singular value decomposition. This method is based on the computation of maximal singular values and the…

Numerical Analysis · Mathematics 2015-03-19 S. Friedland , V. Mehrmann , R. Pajarola , S. K. Suter

Recently, low-rank matrix recovery theory has been emerging as a significant progress for various image processing problems. Meanwhile, the group sparse coding (GSC) theory has led to great successes in image restoration (IR) problem with…

Image and Video Processing · Electrical Eng. & Systems 2020-05-26 Yunyi Li , Guan Gui , Xiefeng Cheng

We study the projected gradient descent method on low-rank matrix problems with a strongly convex objective. We use the Burer-Monteiro factorization approach to implicitly enforce low-rankness; such factorization introduces non-convexity in…

Nonnegative Matrix Factorization (NMF) is a widely used technique for data representation. Inspired by the expressive power of deep learning, several NMF variants equipped with deep architectures have been proposed. However, these methods…

Machine Learning · Computer Science 2017-11-21 Yuning Qiu , Guoxu Zhou , Kan Xie

In this paper we explore avenues for improving the reliability of dimensionality reduction methods such as Non-Negative Matrix Factorization (NMF) as interpretive exploratory data analysis tools. We first explore the difficulties of the…

Artificial Intelligence · Computer Science 2009-04-22 Nikolaos Vasiloglou , Alexander G. Gray , David V. Anderson

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…

Machine Learning · Statistics 2017-07-18 Thomas Brouwer , Jes Frellsen , Pietro Lió

In this manuscript, we address continuous unconstrained multi-objective optimization problems and we discuss descent type methods for the reconstruction of the Pareto set. Specifically, we analyze the class of Front Descent methods, which…

Optimization and Control · Mathematics 2026-04-08 Matteo Lapucci , Pierluigi Mansueto , Davide Pucci

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

Machine Learning · Computer Science 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

Hashing method maps similar data to binary hashcodes with smaller hamming distance, and it has received a broad attention due to its low storage cost and fast retrieval speed. However, the existing limitations make the present algorithms…

Computer Vision and Pattern Recognition · Computer Science 2016-09-29 Shifeng Zhang , Jianmin Li , Jinma Guo , Bo Zhang

Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on…

Numerical Analysis · Computer Science 2015-08-24 Alex Pereira da Silva , Pierre Comon , Andre Lima Ferrer de Almeida

Nonnegative Matrix Factorization (NMF) was first introduced as a low-rank matrix approximation technique, and has enjoyed a wide area of applications. Although NMF does not seem related to the clustering problem at first, it was shown that…

Machine Learning · Statistics 2015-08-31 Ali Caner Türkmen

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright