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We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…

Machine Learning · Computer Science 2008-12-11 Francis Bach , Julien Mairal , Jean Ponce

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

Non-negative matrix factorization (NMF) has previously been shown to be a useful decomposition for multivariate data. We interpret the factorization in a new way and use it to generate missing attributes from test data. We provide a joint…

Numerical Analysis · Computer Science 2010-07-05 Mithun Das Gupta

We derive analytical expression of matrix factorization/completion solution by variational Bayes method, under the assumption that observed matrix is originally the product of low-rank dense and sparse matrices with additive noise. We…

Signal Processing · Electrical Eng. & Systems 2018-05-24 Ryota Kawasumi , Koujin Takeda

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

We study minimax rates for denoising simultaneously sparse and low rank matrices in high dimensions. We show that an iterative thresholding algorithm achieves (near) optimal rates adaptively under mild conditions for a large class of loss…

Statistics Theory · Mathematics 2014-05-05 Dan Yang , Zongming Ma , Andreas Buja

This work developed novel complex matrix factorization methods for face recognition; the methods were complex matrix factorization (CMF), sparse complex matrix factorization (SpaCMF), and graph complex matrix factorization (GraCMF). After…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Viet-Hang Duong , Yuan-Shan Lee , Bach-Tung Pham , Seksan Mathulaprangsan , Pham The Bao , Jia-Ching Wang

Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and providing confidence intervals. Scaling up the posterior inference for massive-scale matrices is…

Machine Learning · Statistics 2019-02-28 Xiangju Qin , Paul Blomstedt , Eemeli Leppäaho , Pekka Parviainen , Samuel Kaski

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix…

Numerical Analysis · Computer Science 2016-07-19 Yoshiyuki Kabashima , Florent Krzakala , Marc Mézard , Ayaka Sakata , Lenka Zdeborová

In this paper, we propose several dictionary learning algorithms for sparse representations that also impose specific structures on the learned dictionaries such that they are numerically efficient to use: reduced number of…

Machine Learning · Computer Science 2020-12-08 Cristian Rusu

Matrix factorization (MF) has been widely used to discover the low-rank structure and to predict the missing entries of data matrix. In many real-world learning systems, the data matrix can be very high-dimensional but sparse. This poses an…

Information Retrieval · Computer Science 2019-01-08 Xiangnan He , Jinhui Tang , Xiaoyu Du , Richang Hong , Tongwei Ren , Tat-Seng Chua

Nonnegative matrix factorization (NMF) is widely used for clustering with strong interpretability. Among general NMF problems, symmetric NMF is a special one that plays an important role in graph clustering where each element measures the…

Machine Learning · Computer Science 2023-11-07 Mengyuan Zhang , Kai Liu

Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

Matrix factorization, one of the most popular methods in machine learning, has recently benefited from introducing non-linearity in prediction tasks using tropical semiring. The non-linearity enables a better fit to extreme values and…

Machine Learning · Computer Science 2022-05-16 Amra Omanović , Polona Oblak , Tomaž Curk

Dictionary learning is a cutting-edge area in imaging processing, that has recently led to state-of-the-art results in many signal processing tasks. The idea is to conduct a linear decomposition of a signal using a few atoms of a learned…

Machine Learning · Statistics 2016-05-26 Simeng Qu , Xiao Wang

Sparse dictionary learning is a popular method for representing signals as linear combinations of a few elements from a dictionary that is learned from the data. In the classical setting, signals are represented as vectors and the…

Optimization and Control · Mathematics 2019-09-20 Evan Schwab , Benjamin D. Haeffele , René Vidal , Nicolas Charon

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

The computation of a matrix function $f(A)$ is an important task in scientific computing appearing in machine learning, network analysis and the solution of partial differential equations. In this work, we use only matrix-vector products…

Numerical Analysis · Mathematics 2026-03-03 Taejun Park , Yuji Nakatsukasa

In this paper, we provide novel algorithms with identifiability guarantees for simplex-structured matrix factorization (SSMF), a generalization of nonnegative matrix factorization. Current state-of-the-art algorithms that provide…

Machine Learning · Computer Science 2021-05-12 Maryam Abdolali , Nicolas Gillis