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Non-negative matrix factorization (NMF) is a key technique for feature extraction and widely used in source separation. However, existing algorithms may converge to poor local minima, or to one of several minima with similar objective value…

Machine Learning · Computer Science 2024-10-30 Youdong Guo , Timothy E. Holy

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

Numerical Analysis · Mathematics 2013-05-27 Shu-Zhen Lai , Hou-Biao Li , Zu-Tao Zhang

The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…

Optimization and Control · Mathematics 2019-06-11 Paul Grigas , Alfonso Lobos , Nathan Vermeersch

We study the Frank-Wolfe algorithm for constrained optimization problems with relatively smooth objectives. Building upon our previous work, we propose a fully adaptive variant of the Frank-Wolfe method that dynamically adjusts the step…

Optimization and Control · Mathematics 2025-08-27 A. A. Vyguzov , F. S. Stonyakin

In this paper, we consider large-scale linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibly nonsmooth function. We propose a scalable \textbf{F}rank-\textbf{W}olfe based…

Optimization and Control · Mathematics 2015-10-13 Ya-Feng Liu , Xiangfeng Wang , Xin Liu , Shiqian Ma

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…

Machine Learning · Computer Science 2016-05-04 Mariano Tepper , Guillermo Sapiro

Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant…

Optimization and Control · Mathematics 2024-09-10 Zhuoxin Fan , Liping Tang

Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative…

Numerical Analysis · Computer Science 2013-03-19 Hugo Van hamme

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

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

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

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for analyzing nonnegative data. A key aspect of NMF is the choice of the objective function that depends on the noise model (or statistics of the noise)…

Machine Learning · Computer Science 2021-02-10 Nicolas Gillis , Le Thi Khanh Hien , Valentin Leplat , Vincent Y. F. Tan

Mixed-integer nonlinear optimization encompasses a broad class of problems that present both theoretical and computational challenges. We propose a new type of method to solve these problems based on a branch-and-bound algorithm with convex…

Optimization and Control · Mathematics 2024-07-19 Deborah Hendrych , Hannah Troppens , Mathieu Besançon , Sebastian Pokutta

We consider variants of the classical Frank-Wolfe algorithm for constrained smooth convex minimization, that instead of access to the standard oracle for minimizing a linear function over the feasible set, have access to an oracle that can…

Optimization and Control · Mathematics 2022-02-10 Dan Garber , Noam Wolf

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of $\mathcal{O}(1/T)$, and it (or its variants) enjoys accelerated convergence rates for two fundamental classes of constraints:…

Optimization and Control · Mathematics 2020-06-17 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

Frank-Wolfe algorithms (FW) are popular first-order methods for solving constrained convex optimization problems that rely on a linear minimization oracle instead of potentially expensive projection-like oracles. Many works have identified…

Optimization and Control · Mathematics 2023-09-18 Elias Wirth , Thomas Kerdreux , Sebastian Pokutta

A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…

Machine Learning · Computer Science 2018-11-16 Andri Mirzal

Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…

Optimization and Control · Mathematics 2015-03-19 Filippo Pompili , Nicolas Gillis , P. -A. Absil , François Glineur