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We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the measure to be supported on the variety of an ideal generated…

Optimization and Control · Mathematics 2023-07-11 Milan Korda , Monique Laurent , Victor Magron , Andries Steenkamp

For the linear inverse problem with sparsity constraints, the $l_0$ regularized problem is NP-hard, and existing approaches either utilize greedy algorithms to find almost-optimal solutions or to approximate the $l_0$ regularization with…

Machine Learning · Computer Science 2024-02-14 Qinghua Tao , Xiangming Xi , Jun Xu , Johan A. K. Suykens

This paper provides a comprehensive estimation framework via nuclear norm plus $l_1$ norm penalization for high-dimensional approximate factor models with a sparse residual covariance. The underlying assumptions allow for non-pervasive…

Statistics Theory · Mathematics 2021-04-07 Matteo Farnè , Angela Montanari

Biased sampling and missing data complicates statistical problems ranging from causal inference to reinforcement learning. We often correct for biased sampling of summary statistics with matching methods and importance weighting. In this…

Statistics Theory · Mathematics 2022-06-02 James Sharpnack

The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, the computational challenge posed by SNP has not yet been well…

Optimization and Control · Mathematics 2021-05-26 Chen Zhao , Naihua Xiu , Hou-Duo Qi , Ziyan Luo

This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to…

Optimization and Control · Mathematics 2013-02-05 Victor Bittorf , Benjamin Recht , Christopher Re , Joel A. Tropp

This paper provides a theoretical explanation on the clustering aspect of nonnegative matrix factorization (NMF). We prove that even without imposing orthogonality nor sparsity constraint on the basis and/or coefficient matrix, NMF still…

Machine Learning · Computer Science 2010-06-15 Andri Mirzal , Masashi Furukawa

Nonnegative matrix factorization (NMF) is a popular dimension reduction technique that produces interpretable decomposition of the data into parts. However, this decompostion is not generally identifiable (even up to permutation and…

Machine Learning · Computer Science 2016-04-05 W. Pan , F. Doshi-Velez

Dimensionality reduction and matrix factorization techniques are important and useful machine-learning techniques in many fields. Nonnegative matrix factorization (NMF) is particularly useful for spectral analysis and image processing in…

Instrumentation and Methods for Astrophysics · Physics 2016-12-20 Guangtun Zhu

In this paper, we propose a novel sparse learning based feature selection method that directly optimizes a large margin linear classification model sparsity with l_(2,p)-norm (0 < p < 1)subject to data-fitting constraints, rather than using…

Machine Learning · Computer Science 2015-04-03 Hanyang Peng , Yong Fan

We develop theoretical results that establish a connection across various regression methods such as the non-negative least squares, bounded variable least squares, simplex constrained least squares, and lasso. In particular, we show in…

Computation · Statistics 2024-10-29 James Yang , Trevor Hastie

We show how to incorporate information from labeled examples into nonnegative matrix factorization (NMF), a popular unsupervised learning algorithm for dimensionality reduction. In addition to mapping the data into a space of lower…

Machine Learning · Computer Science 2011-12-19 Youngmin Cho , Lawrence K. Saul

We propose two sparsity-aware normalized subband adaptive filter (NSAF) algorithms by using the gradient descent method to minimize a combination of the original NSAF cost function and the l1-norm penalty function on the filter…

Signal Processing · Electrical Eng. & Systems 2018-10-18 Y. Yu , H. Zhao , R. C. de Lamare

Non-negative Matrix Factorisation (NMF) has been extensively used in machine learning and data analytics applications. Most existing variations of NMF only consider how each row/column vector of factorised matrices should be shaped, and…

Machine Learning · Computer Science 2019-07-09 Shuai Jiang , Kan Li , Richard Yida Xu

Non-negative matrix factorization (NMF) has become a popular method for representing meaningful data by extracting a non-negative basis feature from an observed non-negative data matrix. Some of the unique features of this method in…

Optimization and Control · Mathematics 2022-11-15 Sajad Fathi Hafshejani , Zahra Moaberfard

Identifying recurring patterns in high-dimensional time series data is an important problem in many scientific domains. A popular model to achieve this is convolutive nonnegative matrix factorization (CNMF), which extends classic…

Machine Learning · Computer Science 2019-07-02 Anthony Degleris , Ben Antin , Surya Ganguli , Alex H Williams

This paper proposes a boosting-based solution addressing metric learning problems for high-dimensional data. Distance measures have been used as natural measures of (dis)similarity and served as the foundation of various learning methods.…

Machine Learning · Statistics 2015-12-11 Yuting Ma , Tian Zheng

Dimensionality reduction is considered as an important step for ensuring competitive performance in unsupervised learning such as anomaly detection. Non-negative matrix factorization (NMF) is a popular and widely used method to accomplish…

Machine Learning · Computer Science 2021-02-08 Imtiaz Ahmed , Xia Ben Hu , Mithun P. Acharya , Yu Ding

Nonnegative matrix factorization (NMF) is an emerging technique with a wide spectrum of potential applications in data analysis. Mathematically, NMF can be formulated as a minimization problem with nonnegative constraints. This problem is…

Data Structures and Algorithms · Computer Science 2012-12-27 Tran Dang Hien , Do Van Tuan , Pham Van At

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar