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We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

Nonnegative matrix factorization (NMF), which is the approximation of a data matrix as the product of two nonnegative matrices, is a key issue in machine learning and data analysis. One approach to NMF is to formulate the problem as a…

Optimization and Control · Mathematics 2016-11-02 Hideaki Iiduka , Shizuka Nishino

Non-negative matrix factorization is a popular tool for decomposing data into feature and weight matrices under non-negativity constraints. It enjoys practical success but is poorly understood theoretically. This paper proposes an algorithm…

Machine Learning · Computer Science 2016-11-15 Yuanzhi Li , Yingyu Liang , Andrej Risteski

In this paper, we propose a new non-monotone conjugate gradient method for solving unconstrained nonlinear optimization problems. We first modify the non-monotone line search method by introducing a new trigonometric function to calculate…

Optimization and Control · Mathematics 2022-11-15 Sajad Fathi Hafshejani , Daya Gaur , Shahadat Hossain , Robert Benkoczi

Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this…

Numerical Analysis · Mathematics 2020-10-22 Edwin Chau , Jamie Haddock

Existing nonnegative matrix factorization methods focus on learning global structure of the data to construct basis and coefficient matrices, which ignores the local structure that commonly exists among data. In this paper, we propose a new…

Machine Learning · Computer Science 2019-07-10 Chong Peng , Zhao Kang , Chenglizhao Chen , Qiang Cheng

LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…

Numerical Analysis · Mathematics 2022-07-25 Adolfo R. Escobedo

Semi-Nonnegative Matrix Factorization (semi-NMF) extends classical Nonnegative Matrix Factorization (NMF) by allowing the basis matrix to contain both positive and negative entries, making it suitable for decomposing data with mixed signs.…

Machine Learning · Computer Science 2025-08-12 Lu Chenggang

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

In this paper we consider the Nonnegative Matrix Factorization (NMF) problem: given an (elementwise) nonnegative matrix $V \in \R_+^{m\times n}$ find, for assigned $k$, nonnegative matrices $W\in\R_+^{m\times k}$ and $H\in\R_+^{k\times n}$…

Optimization and Control · Mathematics 2014-07-08 Lorenzo Finesso , Peter Spreij

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

Non-negative matrix factorization (NMF) is a fundamental non-convex optimization problem with numerous applications in Machine Learning (music analysis, document clustering, speech-source separation etc). Despite having received extensive…

Machine Learning · Computer Science 2020-03-20 Ioannis Panageas , Stratis Skoulakis , Antonios Varvitsiotis , Xiao Wang

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin

In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

Optimization and Control · Mathematics 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

We develop computational methods for approximating the solution of a linear multi-term matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and…

Numerical Analysis · Mathematics 2020-06-16 Kookjin Lee , Howard C. Elman , Catherine E. Powell , Dongeun Lee

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…

Data Structures and Algorithms · Computer Science 2018-04-26 Maria-Florina Balcan , Yingyu Liang , David P. Woodruff , Hongyang Zhang

The model described in this paper belongs to the family of non-negative matrix factorization methods designed for data representation and dimension reduction. In addition to preserving the data positivity property, it aims also to preserve…

Machine Learning · Computer Science 2022-09-23 Rachid Hedjam , Abdelhamid Abdesselam , Abderrahmane Rahiche , Mohamed Cheriet

We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…

Optimization and Control · Mathematics 2025-08-05 Nataša Krejić , Nataša Krklec Jerinkić , Tijana Ostojić , Nemanja Vučićević

Matrix factorization techniques have been widely used as a method for collaborative filtering for recommender systems. In recent times, different variants of deep learning algorithms have been explored in this setting to improve the task of…

Machine Learning · Computer Science 2019-03-26 Vaibhav Krishna , Tian Guo , Nino Antulov-Fantulin

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