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Given a collection of data points, non-negative matrix factorization (NMF) suggests to express them as convex combinations of a small set of `archetypes' with non-negative entries. This decomposition is unique only if the true archetypes…

Machine Learning · Statistics 2017-05-09 Hamid Javadi , Andrea Montanari

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

Nonnegative matrix factorization (NMF) approximates a nonnegative matrix, $X$, by the product of two nonnegative factors, $WH$, where $W$ has $r$ columns and $H$ has $r$ rows. In this paper, we consider NMF using the component-wise L1 norm…

Machine Learning · Computer Science 2026-04-01 Giovanni Seraghiti , Kévin Dubrulle , Arnaud Vandaele , Nicolas Gillis

A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this…

Machine Learning · Statistics 2019-05-20 Karthik Devarajan

This work proposes an efficient numerical approach for compressing a high-dimensional discrete distribution function into a non-negative tensor train (NTT) format. The two settings we consider are variational inference and density…

Numerical Analysis · Mathematics 2025-07-30 Xun Tang , Rajat Dwaraknath , Lexing Ying

Optimization algorithms can be interpreted through the lens of dynamical systems as the interconnection of linear systems and a set of subgradient nonlinearities. This dynamical systems formulation allows for the analysis and synthesis of…

Optimization and Control · Mathematics 2026-03-27 Jared Miller , Carsten Scherer , Fabian Jakob , Andrea Iannelli

We present a nonlinear regression framework based on tensor algebra tailored to high dimensional contexts where data is scarce. We exploit algebraic properties of a partial tensor product, namely the m-tensor product, to leverage structured…

Computational Engineering, Finance, and Science · Computer Science 2026-02-10 Rémi Cloarec , Sebastian Rodriguez , Xavier Kestelyn , Francisco Chinesta

In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…

Machine Learning · Statistics 2018-03-21 Dong Xia , Ming Yuan , Cun-Hui Zhang

Motivated by an application in computational biology, we consider low-rank matrix factorization with $\{0,1\}$-constraints on one of the factors and optionally convex constraints on the second one. In addition to the non-convexity shared…

Machine Learning · Statistics 2014-01-24 Martin Slawski , Matthias Hein , Pavlo Lutsik

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which…

Statistics Theory · Mathematics 2020-03-17 Botao Hao , Anru Zhang , Guang Cheng

Factor Analysis is a widely used modeling technique for stationary time series which achieves dimensionality reduction by revealing a hidden low-rank plus sparse structure of the covariance matrix. Such an idea of parsimonious modeling has…

Optimization and Control · Mathematics 2025-01-30 Linyang Wang , Bin Zhu , Wanquan Liu

Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…

Optimization and Control · Mathematics 2018-01-19 Koulik Khamaru , Rahul Mazumder

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

Tensor decomposition is an effective tool for learning multi-way structures and heterogeneous features from high-dimensional data, such as the multi-view images and multichannel electroencephalography (EEG) signals, are often represented by…

Machine Learning · Computer Science 2022-06-29 Wanguang Yin , Youzhi Qu , Zhengming Ma , Quanying Liu

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

In this paper we propose new techniques to sample arbitrary third-order tensors, with an objective of speeding up tensor algorithms that have recently gained popularity in machine learning. Our main contribution is a new way to select, in a…

Machine Learning · Statistics 2015-02-23 Srinadh Bhojanapalli , Sujay Sanghavi

This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…

Machine Learning · Statistics 2024-12-23 Guanhao Zhou , Yuefeng Han , Xiufan Yu

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

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

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Methodology · Statistics 2015-03-19 Xi Luo
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