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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

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

Machine Learning · Computer Science 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

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

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford

Dynamic graph clustering aims to detect and track time-varying clusters in dynamic graphs, revealing the evolutionary mechanisms of complex real-world dynamic systems. Matrix factorization-based methods are promising approaches for this…

Machine Learning · Computer Science 2025-02-11 Dongyuan Li , Satoshi Kosugi , Ying Zhang , Manabu Okumura , Feng Xia , Renhe Jiang

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

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

Fill-ins are new nonzero elements in the summation of the upper and lower triangular factors generated during LU factorization. For large sparse matrices, they will increase the memory usage and computational time, and be reduced through…

Machine Learning · Computer Science 2025-11-13 Ziwei Li , Shuzi Niu , Tao Yuan , Huiyuan Li , Wenjia Wu

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

This paper considers a restriction to non-negative matrix factorization in which at least one matrix factor is stochastic. That is, the elements of the matrix factors are non-negative and the columns of one matrix factor sum to 1. This…

Machine Learning · Statistics 2016-09-20 Christopher Adams

Multiresolution analysis and matrix factorization are foundational tools in computer vision. In this work, we study the interface between these two distinct topics and obtain techniques to uncover hierarchical block structure in symmetric…

Computer Vision and Pattern Recognition · Computer Science 2017-05-17 Vamsi K. Ithapu , Risi Kondor , Sterling C. Johnson , Vikas Singh

Nonnegative matrix factorization (NMF) has become a widely used tool for the analysis of high-dimensional data as it automatically extracts sparse and meaningful features from a set of nonnegative data vectors. We first illustrate this…

Machine Learning · Statistics 2014-12-10 Nicolas Gillis

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

We consider the problem of sparse matrix multiplication by the column row method in a distributed setting where the matrix product is not necessarily sparse. We present a surprisingly simple method for "consistent" parallel processing of…

Data Structures and Algorithms · Computer Science 2012-11-20 Andrea Campagna , Konstantin Kutzkov , Rasmus Pagh

We study parameter estimation in Nonlinear Factor Analysis (NFA) where the generative model is parameterized by a deep neural network. Recent work has focused on learning such models using inference (or recognition) networks; we identify a…

Machine Learning · Statistics 2017-10-18 Rahul G. Krishnan , Dawen Liang , Matthew Hoffman

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

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

Non-negative matrix factorization (NMF) is one of the most popular decomposition techniques for multivariate data. NMF is a core method for many machine-learning related computational problems, such as data compression, feature extraction,…

Numerical Analysis · Computer Science 2017-12-07 Gabriele Torre , Michael Graber

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson