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We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…

Machine Learning · Statistics 2012-08-09 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Machine Learning · Computer Science 2015-07-03 Léa Laporte , Rémi Flamary , Stephane Canu , Sébastien Déjean , Josiane Mothe

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

Supervised classification and representation learning are two widely used classes of methods to analyze multivariate images. Although complementary, these methods have been scarcely considered jointly in a hierarchical modeling. In this…

Computer Vision and Pattern Recognition · Computer Science 2020-02-14 Adrien Lagrange , Mathieu Fauvel , Stéphane May , José Bioucas-Dias , Nicolas Dobigeon

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

Existing nonnegative matrix factorization methods focus on learning global structure of the data to construct basis and coefficient matrices, which ignores the local structure that commonly exists among data. In this paper, we propose a new…

Machine Learning · Computer Science 2019-07-10 Chong Peng , Zhao Kang , Chenglizhao Chen , Qiang Cheng

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

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Yann Traonmilin , Rémi Gribonval , Samuel Vaiter

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…

Machine Learning · Computer Science 2017-05-03 Junming Yin , Yaoliang Yu

Nonnegative matrix factorization (NMF) with group sparsity constraints is formulated as a probabilistic graphical model and, assuming some observed data have been generated by the model, a feasible variational Bayesian algorithm is derived…

Computer Vision and Pattern Recognition · Computer Science 2014-05-28 Ivan Ivek

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

The model described in this paper belongs to the family of non-negative matrix factorization methods designed for data representation and dimension reduction. In addition to preserving the data positivity property, it aims also to preserve…

Machine Learning · Computer Science 2022-09-23 Rachid Hedjam , Abdelhamid Abdesselam , Abderrahmane Rahiche , Mohamed Cheriet

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Optimization and Control · Mathematics 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Nonnegative matrix factorization (NMF) is a widely used tool for learning parts-based, low-dimensional representations of nonnegative data, with applications in vision, text, and bioinformatics. In clustering applications, orthogonal NMF…

Machine Learning · Computer Science 2025-12-10 Manh Nguyen , Daniel Pimentel-Alarcón

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

We investigate the problem of reconstructing n-by-n structured matrix signal X via convex programming, where each column xj is a vector of s-sparsity and all columns have the same l1-norm. The regularizer in use is matrix norm…

Statistics Theory · Mathematics 2019-12-03 Yuan Tian

This article treats the problem of learning a dictionary providing sparse representations for a given signal class, via $\ell_1$-minimisation. The problem can also be seen as factorising a $\ddim \times \nsig$ matrix $Y=(y_1 >... y_\nsig),…

Information Theory · Computer Science 2010-03-01 Remi Gribonval , Karin Schnass
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