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Related papers: Algorithms for Positive Semidefinite Factorization

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We consider semidefinite programs (SDPs) with equality constraints. The variable to be optimized is a positive semidefinite matrix $X$ of size $n$. Following the Burer--Monteiro approach, we optimize a factor $Y$ of size $n \times p$…

Optimization and Control · Mathematics 2019-05-30 Nicolas Boumal , Vladislav Voroninski , Afonso S. Bandeira

A variety of dimensionality reduction techniques have been applied for computations involving large matrices. The underlying matrix is randomly compressed into a smaller one, while approximately retaining many of its original properties. As…

Machine Learning · Computer Science 2021-06-17 Zhili Feng , Fred Roosta , David P. Woodruff

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

In this paper, we propose and study a new semi-random model for graph partitioning problems. We believe that it captures many properties of real--world instances. The model is more flexible than the semi-random model of Feige and Kilian and…

Data Structures and Algorithms · Computer Science 2015-03-20 Konstantin Makarychev , Yury Makarychev , Aravindan Vijayaraghavan

We propose an interior point method (IPM) for solving semidefinite programming problems (SDPs). The standard interior point algorithms used to solve SDPs work in the space of positive semidefinite matrices. Contrary to that the proposed…

Optimization and Control · Mathematics 2023-01-18 Felix Kirschner , Etienne de Klerk

Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…

Optimization and Control · Mathematics 2013-09-13 Didier Henrion

This paper is concerned with the factorization and equivalence problems of multivariate polynomial matrices. We present some new criteria for the existence of matrix factorizations for a class of multivariate polynomial matrices, and obtain…

Symbolic Computation · Computer Science 2020-10-15 Dong Lu , Dingkang Wang , Fanghui Xiao

We study the role of the constraint set in determining the solution to low-rank, positive semidefinite (PSD) matrix sensing problems. The setting we consider involves rank-one sensing matrices: In particular, given a set of rank-one…

Machine Learning · Statistics 2021-04-07 T. Mitchell Roddenberry , Santiago Segarra , Anastasios Kyrillidis

In the non-negative matrix factorization (NMF) problem, the input is an $m\times n$ matrix $M$ with non-negative entries and the goal is to factorize it as $M\approx AW$. The $m\times k$ matrix $A$ and the $k\times n$ matrix $W$ are both…

Data Structures and Algorithms · Computer Science 2021-03-09 Moses Charikar , Lunjia Hu

The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization.…

Machine Learning · Statistics 2017-12-12 David W Dreisigmeyer

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…

Optimization and Control · Mathematics 2016-03-14 Amir Ali Ahmadi , Sanjeeb Dash , Georgina Hall

Finding a good way to model probability densities is key to probabilistic inference. An ideal model should be able to concisely approximate any probability while being also compatible with two main operations: multiplications of two models…

Machine Learning · Computer Science 2021-11-29 Alessandro Rudi , Carlo Ciliberto

We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…

Numerical Analysis · Mathematics 2019-04-11 Emanuel H. Rubensson , Anton G. Artemov , Anastasia Kruchinina , Elias Rudberg

$K$-means clustering is a widely used machine learning method for identifying patterns in large datasets. Recently, semidefinite programming (SDP) relaxations have been proposed for solving the $K$-means optimization problem, which enjoy…

Machine Learning · Statistics 2024-04-16 Yubo Zhuang , Xiaohui Chen , Yun Yang , Richard Y. Zhang

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization. In this paper we concentrate on the use of matrix factorizations for…

Machine Learning · Computer Science 2017-07-28 Sanjar Karaev , Pauli Miettinen

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

We study algorithms for approximating pairwise similarity matrices that arise in natural language processing. Generally, computing a similarity matrix for $n$ data points requires $\Omega(n^2)$ similarity computations. This quadratic…

Machine Learning · Computer Science 2022-04-28 Archan Ray , Nicholas Monath , Andrew McCallum , Cameron Musco

In this paper, we present an approach to integer factorization using distributed representations formed with Vector Symbolic Architectures. The approach formulates integer factorization in a manner such that it can be solved using neural…

Neural and Evolutionary Computing · Computer Science 2022-09-02 Denis Kleyko , Connor Bybee , Christopher J. Kymn , Bruno A. Olshausen , Amir Khosrowshahi , Dmitri E. Nikonov , Friedrich T. Sommer , E. Paxon Frady
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