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Sparse, knot-based Gaussian processes have enjoyed considerable success as scalable approximations to full Gaussian processes. Certain sparse models can be derived through specific variational approximations to the true posterior, and knots…

Machine Learning · Statistics 2020-04-15 Nathaniel Garton , Jarad Niemi , Alicia Carriquiry

Tensor factorizations are computationally hard problems, and in particular, are often significantly harder than their matrix counterparts. In case of Boolean tensor factorizations -- where the input tensor and all the factors are required…

Numerical Analysis · Computer Science 2016-09-19 Saskia Metzler , Pauli Miettinen

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…

Machine Learning · Statistics 2014-12-05 Emile Richard , Guillaume Obozinski , Jean-Philippe Vert

Deep Nonnegative Matrix Factorization (deep NMF) has recently emerged as a valuable technique for extracting multiple layers of features across different scales. However, all existing deep NMF models and algorithms have primarily centered…

Machine Learning · Computer Science 2025-01-10 Valentin Leplat , Le Thi Khanh Hien , Akwum Onwunta , Nicolas Gillis

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…

Machine Learning · Computer Science 2019-05-28 Vatsal Sharan , Kai Sheng Tai , Peter Bailis , Gregory Valiant

Streaming tensor factorization is a powerful tool for processing high-volume and multi-way temporal data in Internet networks, recommender systems and image/video data analysis. Existing streaming tensor factorization algorithms rely on…

Machine Learning · Statistics 2019-01-01 Cole Hawkins , Zheng Zhang

Given sparse multi-dimensional data (e.g., (user, movie, time; rating) for movie recommendations), how can we discover latent concepts/relations and predict missing values? Tucker factorization has been widely used to solve such problems…

Numerical Analysis · Computer Science 2018-06-05 Sejoon Oh , Namyong Park , Lee Sael , U Kang

Recommendation systems, social network analysis, medical imaging, and data mining often involve processing sparse high-dimensional data. Such high-dimensional data are naturally represented as tensors, and they cannot be efficiently…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-22 Weiyun Jiang , Kaiqi Zhang , Colin Yu Lin , Feng Xing , Zheng Zhang

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new…

Machine Learning · Statistics 2018-03-13 Jérémy E. Cohen , Nicolas Gillis

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…

Optimization and Control · Mathematics 2017-11-22 San Gultekin , John Paisley

Dense kernel matrices resulting from pairwise evaluations of a kernel function arise naturally in machine learning and statistics. Previous work in constructing sparse approximate inverse Cholesky factors of such matrices by minimizing…

Computation · Statistics 2025-05-12 Stephen Huan , Joseph Guinness , Matthias Katzfuss , Houman Owhadi , Florian Schäfer

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Machine Learning · Statistics 2010-02-11 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro

In this work, we study a variant of nonnegative matrix factorization where we wish to find a symmetric factorization of a given input matrix into a sparse, Boolean matrix. Formally speaking, given $\mathbf{M}\in\mathbb{Z}^{m\times m}$, we…

Machine Learning · Computer Science 2022-01-14 Sitan Chen , Zhao Song , Runzhou Tao , Ruizhe Zhang

Non-negative matrix factorization (NMF) approximates a given matrix as a product of two non-negative matrices. Multiplicative algorithms deliver reliable results, but they show slow convergence for high-dimensional data and may be stuck…

Machine Learning · Computer Science 2014-12-05 Felipe Yanez , Francis Bach

In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial…

Optimization and Control · Mathematics 2024-07-08 Alberto Del Pia

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

The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization.…

Machine Learning · Statistics 2017-12-12 David W Dreisigmeyer

Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is…

Machine Learning · Computer Science 2013-03-20 Vamsi K. Potluru , Sergey M. Plis , Jonathan Le Roux , Barak A. Pearlmutter , Vince D. Calhoun , Thomas P. Hayes