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Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

Machine Learning · Statistics 2012-12-07 Nicolas Gillis

In the Nonnegative Matrix Factorization (NMF) problem we are given an $n \times m$ nonnegative matrix $M$ and an integer $r > 0$. Our goal is to express $M$ as $A W$ where $A$ and $W$ are nonnegative matrices of size $n \times r$ and $r…

Data Structures and Algorithms · Computer Science 2011-11-04 Sanjeev Arora , Rong Ge , Ravi Kannan , Ankur Moitra

The non-negative matrix factorization (NMF) model with an additional orthogonality constraint on one of the factor matrices, called the orthogonal NMF (ONMF), has been found a promising clustering model and can outperform the classical…

Machine Learning · Computer Science 2021-07-29 Shuai Wang , Tsung-Hui Chang , Ying Cui , Jong-Shi Pang

We tackle robust optimization problems under objective uncertainty in the oracle model, i.e., when the deterministic problem is solved by an oracle. The oracle-based setup is favorable in many situations, e.g., when a compact formulation of…

Optimization and Control · Mathematics 2024-12-06 Mathieu Besançon , Jannis Kurtz

Nonnegative matrix factorization (NMF) seeks a low-rank approximation $X \approx UV^T$ with nonnegative factors and is commonly solved using interior methods that enforce feasibility throughout optimization. We show that such…

Machine Learning · Computer Science 2026-05-20 Qiujing Lu , Tonmoy Monsoor , Ehsan Ebrahimzadeh , Kartik Sharma , Vwani Roychowdhury

This paper analyzes the convergence rates of the {\it Frank-Wolfe } method for solving convex constrained multiobjective optimization. We establish improved convergence rates under different assumptions on the objective function, the…

Optimization and Control · Mathematics 2024-06-11 Douglas S. Gonçalves , Max L. N. Gonçalves , Jefferson G. Melo

This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…

Machine Learning · Computer Science 2024-12-30 M. Rostami , S. S. Kia

One of the beauties of the projected gradient descent method lies in its rather simple mechanism and yet stable behavior with inexact, stochastic gradients, which has led to its wide-spread use in many machine learning applications.…

Optimization and Control · Mathematics 2019-10-11 Mingrui Zhang , Zebang Shen , Aryan Mokhtari , Hamed Hassani , Amin Karbasi

We consider the problem of minimizing a difference of (smooth) convex functions over a compact convex feasible region $P$, i.e., $\min_{x \in P} f(x) - g(x)$, with smooth $f$ and Lipschitz continuous $g$. This computational study builds…

Optimization and Control · Mathematics 2025-08-05 Sebastian Pokutta

Nonnegative matrix factorization arises widely in machine learning and data analysis. In this paper, for a given factorization of rank r, we consider the sparse stochastic matrix factorization (SSMF) of decomposing a prescribed m-by-n…

Numerical Analysis · Mathematics 2022-07-19 Guiyun Xiao , Zheng-Jian Bai , Wai-Ki Ching

Non-negative Matrix Factorization (NMF) is a useful method to extract features from multivariate data, but an important and sometimes neglected concern is that NMF can result in non-unique solutions. Often, there exist a Set of Feasible…

Applications · Statistics 2021-01-20 Ragnhild Laursen , Asger Hobolth

Nonnegative matrix factorization (NMF) is a widely used tool for learning parts-based, low-dimensional representations of nonnegative data, with applications in vision, text, and bioinformatics. In clustering applications, orthogonal NMF…

Machine Learning · Computer Science 2025-12-10 Manh Nguyen , Daniel Pimentel-Alarcón

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

In this paper, we consider the symmetric multi-type non-negative matrix tri-factorization problem (SNMTF), which attempts to factorize several symmetric non-negative matrices simultaneously. This can be considered as a generalization of the…

Data Structures and Algorithms · Computer Science 2020-12-14 Rok Hribar , Timotej Hrga , Gregor Papa , Gašper Petelin , Janez Povh , Nataša Pržulj , Vida Vukašinović

We study Frank-Wolfe (FW) methods for constrained bilevel optimization when the lower-level problem is solved only approximately, yielding biased and inexact hypergradients. We analyze inexact variants of vanilla FW as well as away-step and…

Optimization and Control · Mathematics 2026-02-27 Anthony Palmieri , Francesco Rinaldi , Saverio Salzo , Sara Venturini

Differentiable optimization has received a significant amount of attention due to its foundational role in the domain of machine learning based on neural networks. This paper proposes a differentiable layer, named Differentiable Frank-Wolfe…

Machine Learning · Computer Science 2024-04-01 Zixuan Liu , Liu Liu , Xueqian Wang , Peilin Zhao

In the present paper, we formulate two versions of Frank--Wolfe algorithm or conditional gradient method to solve the DC optimization problem with an adaptive step size. The DC objective function consists of two components; the first is…

Optimization and Control · Mathematics 2026-02-02 R. Díaz Millán , O. P. Ferreira , J. Ugon

Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…

Optimization and Control · Mathematics 2023-08-01 G. V. Aivazian , F. S. Stonyakin , D. A. Pasechnyuk , M. S. Alkousa , A. M. Raigorodskii

Optimal transport (OT), which provides a distance between two probability distributions by considering their spatial locations, has been applied to widely diverse applications. Computing an OT problem requires solution of linear programming…

Machine Learning · Computer Science 2021-03-11 Takumi Fukunaga , Hiroyuki Kasai

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
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