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Related papers: Stochastic Matrix Factorization

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We consider the problem of estimating the trace of a matrix function $f(A)$. In certain situations, in particular if $f(A)$ cannot be well approximated by a low-rank matrix, combining probing methods based on graph colorings with stochastic…

Numerical Analysis · Mathematics 2023-08-16 Andreas Frommer , Michele Rinelli , Marcel Schweitzer

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 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

Nonnegative matrix factorization (NMF) is a powerful tool in data exploratory analysis by discovering the hidden features and part-based patterns from high-dimensional data. NMF and its variants have been successfully applied into diverse…

Computer Vision and Pattern Recognition · Computer Science 2017-07-27 Lihua Zhang , Shihua Zhang

A novel approach to Boolean matrix factorization (BMF) is presented. Instead of solving the BMF problem directly, this approach solves a nonnegative optimization problem with the constraint over an auxiliary matrix whose Boolean structure…

Data Structures and Algorithms · Computer Science 2021-08-27 Duc P. Truong , Erik Skau , Derek Desantis , Boian Alexandrov

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

Nonnegative matrix factorization (NMF) is the problem of decomposing a given nonnegative $n \times m$ matrix $M$ into a product of a nonnegative $n \times d$ matrix $W$ and a nonnegative $d \times m$ matrix $H$. A longstanding open…

Computational Complexity · Computer Science 2017-03-24 Dmitry Chistikov , Stefan Kiefer , Ines Marušić , Mahsa Shirmohammadi , James Worrell

Matrix decomposition is ubiquitous and has applications in various fields like speech processing, data mining and image processing to name a few. Under matrix decomposition, nonnegative matrix factorization is used to decompose a…

Optimization and Control · Mathematics 2019-05-14 R. Jyothi , P. Babu , R. Bahl

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Machine Learning · Statistics 2021-03-19 Ömer Deniz Akyildiz , Gerrit J. J. van den Burg , Theodoros Damoulas , Mark F. J. Steel

We propose a geometric assumption on nonnegative data matrices such that under this assumption, we are able to provide upper bounds (both deterministic and probabilistic) on the relative error of nonnegative matrix factorization (NMF). The…

Machine Learning · Statistics 2017-08-02 Zhaoqiang Liu , Vincent Y. F. Tan

This paper investigates the issue of determining the dimensions of row and column factor spaces in matrix-valued data. Exploiting the eigen-gap in the spectrum of sample second moment matrices of the data, we propose a family of randomised…

Methodology · Statistics 2022-09-29 Yong He , Xin-bing Kong , Lorenzo Trapani , Long Yu

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

In this survey paper we study parametric versions of writing a matrix in $SL_n (\mathbb{C})$ as a product of lower and upper unitriangular matrices in interchanging order as well as generalizations to other classical groups. We give an…

Complex Variables · Mathematics 2026-01-06 Gaofeng Huang , Frank Kutzschebauch

The Nonnegative Matrix Factorization (NMF) of the rating matrix has shown to be an effective method to tackle the recommendation problem. In this paper we propose new methods based on the NMF of the rating matrix and we compare them with…

Machine Learning · Computer Science 2019-08-30 Gianna M. Del Corso , Francesco Romani

Nonnegative Matrix Factorization (NMF) is a widely used technique in many applications such as face recognition, motion segmentation, etc. It approximates the nonnegative data in an original high dimensional space with a linear…

Machine Learning · Computer Science 2012-04-12 Bin Shen , Luo Si , Rongrong Ji , Baodi Liu

Matrix spectral factorization is traditionally described as finding spectral factors having a fixed analytic pole configuration. The classification of spectral factors then involves studying the solutions of a certain algebraic Riccati…

Systems and Control · Computer Science 2018-02-02 Augusto Ferrante , Giorgio Picci

We present an approach to decomposition and factor analysis of matrices with ordinal data. The matrix entries are grades to which objects represented by rows satisfy attributes represented by columns, e.g. grades to which an image is red, a…

Machine Learning · Computer Science 2013-03-07 Radim Belohlavek , Vilem Vychodil

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

Non-negative matrix factorization (NMF) and non-negative tensor factorization (NTF) decompose non-negative high-dimensional data into non-negative low-rank components. NMF and NTF methods are popular for their intrinsic interpretability and…

Machine Learning · Computer Science 2024-12-02 Alexander Sietsema , Zerrin Vural , James Chapman , Yotam Yaniv , Deanna Needell

We develop a unified and systematic framework for performing online nonnegative matrix factorization under a wide variety of important divergences. The online nature of our algorithm makes it particularly amenable to large-scale data. We…

Machine Learning · Statistics 2016-08-17 Renbo Zhao , Vincent Y. F. Tan , Huan Xu