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This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…

Information Theory · Computer Science 2021-09-07 Zhihui Zhu , Qiuwei Li , Gongguo Tang , Michael B. Wakin

Nonnegative matrix factorization (NMF) has been shown recently to be tractable under the separability assumption, under which all the columns of the input data matrix belong to the convex cone generated by only a few of these columns.…

Machine Learning · Statistics 2014-05-27 Nicolas Gillis , Robert Luce

We consider the problem of finding the best nonnegative rank-2 approximation of an arbitrary nonnegative matrix. We first revisit the theory, including an explicit parametrization of all possible nonnegative factorizations of a nonnegative…

Numerical Analysis · Mathematics 2025-07-29 Etna Lindy , Vanni Noferini , Paul Van Dooren

This paper addresses the estimation of the latent dimensionality in nonnegative matrix factorization (NMF) with the \beta-divergence. The \beta-divergence is a family of cost functions that includes the squared Euclidean distance,…

Machine Learning · Statistics 2012-10-08 Vincent Y. F. Tan , Cédric Févotte

We analyze a distributed algorithm to compute a low-rank matrix factorization on $N$ clients, each holding a local dataset $\mathbf{S}^i \in \mathbb{R}^{n_i \times d}$, mathematically, we seek to solve $min_{\mathbf{U}^i \in…

Machine Learning · Computer Science 2025-07-22 Constantin Philippenko , Kevin Scaman , Laurent Massoulié

We propose a fast non-gradient-based method of rank-1 non-negative matrix factorization (NMF) for missing data, called A1GM, that minimizes the KL divergence from an input matrix to the reconstructed rank-1 matrix. Our method is based on…

Machine Learning · Statistics 2022-02-21 Kazu Ghalamkari , Mahito Sugiyama

Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than…

Machine Learning · Computer Science 2018-01-08 Austin R. Benson , Jason D. Lee , Bartek Rajwa , David F. Gleich

Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…

Optimization and Control · Mathematics 2015-03-19 Filippo Pompili , Nicolas Gillis , P. -A. Absil , François Glineur

Non-negative matrix factorization (NMF) is a dimensionality reduction technique which tends to produce a sparse representation of data. Commonly, the error between the actual and recreated matrices is used as an objective function, but this…

Machine Learning · Computer Science 2019-02-06 Steven Squires , Adam Prugel Bennett , Mahesan Niranjan

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the…

Machine Learning · Computer Science 2018-06-27 Han Zhao , Geoff Gordon

Nonnegative matrix factorization (NMF) has been widely used to dimensionality reduction in machine learning. However, the traditional NMF does not properly handle outliers, so that it is sensitive to noise. In order to improve the…

Machine Learning · Computer Science 2022-06-08 Tingting Shen , Junhang Li , Can Tong , Qiang He , Chen Li , Yudong Yao , Yueyang Teng

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Hyperspectral unmixing has been an important technique that estimates a set of endmembers and their corresponding abundances from a hyperspectral image (HSI). Nonnegative matrix factorization (NMF) plays an increasingly significant role in…

Computer Vision and Pattern Recognition · Computer Science 2022-05-23 Xin-Ru Feng , Heng-Chao Li , Rui Wang , Qian Du , Xiuping Jia , Antonio Plaza

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) is the problem of approximating an input nonnegative matrix, $V$, as the product of two smaller nonnegative matrices, $W$ and $H$. In this paper, we introduce a general framework to design…

Machine Learning · Computer Science 2022-04-29 Valentin Leplat , Nicolas Gillis , Jérôme Idier

The backpropagation algorithm for calculating gradients has been widely used in computation of weights for deep neural networks (DNNs). This method requires derivatives of objective functions and has some difficulties finding appropriate…

Machine Learning · Computer Science 2016-05-17 Tetsuya Sakurai , Akira Imakura , Yuto Inoue , Yasunori Futamura

In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into…

Optimization and Control · Mathematics 2023-02-21 Andries Steenkamp

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Optimization and Control · Mathematics 2024-05-21 Wenjing Li , Wei Bian , Kim-Chuan Toh

Constrained low-rank matrix approximations have been known for decades as powerful linear dimensionality reduction techniques to be able to extract the information contained in large data sets in a relevant way. However, such low-rank…

Machine Learning · Computer Science 2021-12-20 Pierre De Handschutter , Nicolas Gillis , Xavier Siebert

We propose SMMF (Square-Matricized Momentum Factorization), a memory-efficient optimizer that reduces the memory requirement of the widely used adaptive learning rate optimizers, such as Adam, by up to 96%. SMMF enables flexible and…

Machine Learning · Computer Science 2025-05-01 Kwangryeol Park , Seulki Lee
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